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»Forums Index »IQFeed Developer »IQFeed Developer Support »Bid Frozen Near Close For Historical Data On ITT & DCI
Author Topic: Bid Frozen Near Close For Historical Data On ITT & DCI (2 messages, Page 1 of 1)

Craig
-DTN Evangelist-
Posts: 237
Joined: Apr 16, 2010


Posted: Aug 13, 2019 08:59 PM          Msg. 1 of 2
Downloaded.

DCI:
last bid ask bidsize asksize volume center istrade
2019-08-12 15:59:49.046 48.06 48.2 48.08 0 0 100 5 1
2019-08-12 15:59:49.046 48.06 48.2 48.08 0 0 100 5 1
2019-08-12 15:59:51.013 48.09 48.2 48.15 0 0 100 5 1
2019-08-12 15:59:55.042 48.09 48.2 48.14 0 0 100 12 1
2019-08-12 15:59:55.723 48.11 48.2 48.13 0 0 135 5 1
2019-08-12 15:59:59.700 48.10 48.2 48.13 0 0 100 5 1

ITT:
last bid ask bidsize asksize volume center istrade
2019-08-12 15:59:53.194 54.88 55.17 54.91 0 0 100 5 1
2019-08-12 15:59:54.016 54.89 55.17 54.91 0 0 100 12 1
2019-08-12 15:59:54.105 54.88 55.17 54.92 0 0 200 19 1
2019-08-12 15:59:54.107 54.88 55.17 54.92 0 0 100 19 1
2019-08-12 15:59:58.016 54.91 55.17 54.94 0 0 144 5 1
2019-08-12 15:59:58.171 54.91 55.17 54.94 0 0 100 5 1

The data I recorded live does not have this.
Questions:
- Is this something you guys know about
- Has/will it been rectified?
- Does it affect other symbols?

DTN_Stephen
-DTN Evangelist-
Posts: 195
Joined: Aug 22, 2014


Posted: Aug 14, 2019 06:45 AM          Msg. 2 of 2
- Is this something you guys know about?
Yes. This was caused by issues with the exchange feed.

https://www.wsj.com/articles/some-stock-prices-delayed-as-glitch-hits-nyse-run-data-feed-11565654989

- Has/will it been rectified?
The data cannot be corrected, there is no source of data to correct from as it was bad from the exchange. But yes the exchange has fixed its issues.

- Does it affect other symbols?
Yes, this could have occurred for any NYSE/NYSE American/ARCA/BATS stocks.

Most likely you are seeing regional market quotes updating in the streaming feed. These quotes are not stored in the tick history, only the best bid/ask at the time of the trade are stored and the bed bid was stuck during this time due to the issues at the exchange. Please see listed article above.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com
 

 

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