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»Forums Index »Product Support »DTN.IQ Client Software Support »Historical Daily End of Day Data - HDT API
Author Topic: Historical Daily End of Day Data - HDT API (3 messages, Page 1 of 1)

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 10, 2017 12:54 PM          Msg. 1 of 3
For commodities that only close for an hour, like the E-mini Nasdaq-100 {hours 17:00 - 16:00},

I want to confirm what EOD Date will come in the data for both side of the above window, and during the close period.

For example, 10/10/17 at 5:30:pm, I would suspect that 10/10/17 would be the data date for today's End of Day Data in the Historical End of Day data feed.

If I run the HDT feed at 10/10/17 8:pm, after the market reopens, what data will be returned ?

I think it will be "in" 10/11/17 data, but not closed yet, so hopefully it will still send the last thing it has, 10/10/17 end of day data.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 10, 2017 01:15 PM          Msg. 2 of 3
We use the 10/10/17 settlement as the final close of the daily bar. If you need the last trade of the day, you would need to make a tick request for that closing timeframe and filter it out accordingly.

HDT will not return partial daily bars, so until the settle for 10/11/17 arrives, the HDT request will continue to show the same 10/10/17 data.

Tim

AlexK
-Interested User-
Posts: 12
Joined: Oct 2, 2017


Posted: Oct 10, 2017 01:30 PM          Msg. 3 of 3
that works, thank you for the clarification.
 

 

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