Joined: Apr 9, 2005
Posted: Jun 5, 2007 11:57 PM
Msg. 1 of 2
Working on upgrading to the new Servers and came across two odd issues in the *current servers*:
1. When I issue a command for daily prices like HD,[Symbol],[Days]; I get back the correct number of days (example: HD,MSFT,3;) However, when I issue a similar command for minute prices HM,[Symbol],[Days],[Interval]; I always get back one *less* day. (example: HM,MSFT,3,60;).
Further when I issued the daily command today I got back data for 6-5, 6-4 and 6-1.
When I issued the minute command today I got back data for only 6-5, 6-4.
2. Secondly, I started programming at about 8:50 CST and was getting back the number of days mentioned above. However, on or about 11:40 CST, it seems my connection suddenly went stale. When I reconnected, I was no longer getting the current days data!
Joined: Nov 21, 2005
Posted: Jun 6, 2007 09:47 AM
Msg. 2 of 2
1) This is because the Minute requests return calendar days starting with the current day whereas the daily requests return the last x number of days that there is data. This is the intended functionality. This means that starting at midnight EST, if you want the previous day's minute data, you need to request 2 days instead of 1.
2) This is due to a design flaw in the history servers. Starting at midnight EST, there is a mainenance process that runs. This process makes the previous day's (since it is after midnight) history unavailable until the symbol is processed. Symbols are processed in reverse alphabetical order so this means that symbols starting with Z will be available almost immediately while symbols that start with A will take up to 90mins until they are available again.