Joined: Dec 2, 2014
Reluctant but dedicated nerd.
Posted: Dec 17, 2015 09:03 AM
Msg. 1 of 2
I wanted to know if there is a lookup for market open-close for a listed market by date? Since I am creating my own aggregates based on quotes, I need to roll a quote forward in time if no new quote message has been received. However, I need to know at what point would a listed market be closed in total for that particular day.
I already perform the lookup/conversion for:
I looked at the market open flag but couldn't determine if that was in use and for what, if any sessions beyond the regular. I have done this kind of thing before using both manual and regular updates with other data feed providers. However, I wanted to see what, if anything, is available before I begin construction on this phase.
Joined: Apr 25, 2006
Posted: Dec 17, 2015 09:31 AM
Msg. 2 of 2
I am sorry, we do not have any exchange hours available within the data feed at this time. It is something we continue to consider for addition though and I will be sure to add your request for our management's review as well.