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»Forums Index »IQFeed Developer »IQFeed Developer Support »Availability Of Same Day Tick Data.
Author Topic: Availability Of Same Day Tick Data. (4 messages, Page 1 of 1)

Craig
-DTN Guru-
Posts: 250
Joined: Apr 16, 2010


Posted: Dec 4, 2017 04:33 PM          Msg. 1 of 4
At what point is it OK to download the current days tick data?
I have in my head that it is 16:45 EST? But I can't find this anywhere on your site.
Also, when is it possible to download the same days tick data for the ES?

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


Posted: Dec 5, 2017 09:06 AM          Msg. 2 of 4
Tick data can be retrieved at anytime, but to get the full day of trading, it is a per contract item. Some, like Forex trade on through to midnight, equities trade until 8pm, commodities are all over the place for end times. And if you wait too long, then you get ticks that are part of the next trading day. Additionally, with commodities, settles are sent outside of market hours, so if you want to get that message you need to allow time for that. So it really is going to take a little research for each to determine.

In the case of @ES, per the CME website, market hours are 6pm to 5pm EST. And the settle is delivered midday, so anytime after that 5 o'clock time frame should be fine I would think.

Tim

Craig
-DTN Guru-
Posts: 250
Joined: Apr 16, 2010


Posted: Dec 5, 2017 10:45 AM          Msg. 3 of 4
So there is no set time for NYSE/NASDAQ?

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


Posted: Dec 5, 2017 10:49 AM          Msg. 4 of 4
Extended trading for U.S. equities continues until 8pm EST. If you just wanted regular trades you could do your request at anytime after 4:00, but you would want to filter any trades not of type C from your returns.

Tim
Edited by DTN_Tim Walter on Dec 5, 2017 at 10:49 AM
 

 

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