Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"Excellent datafeed !!!" - Comment from Arely
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Market Snapshot: 5MS data issues...missing date/time
Author Topic: Market Snapshot: 5MS data issues...missing date/time (2 messages, Page 1 of 1)

Larry jag
-Interested User-
Posts: 30
Joined: Dec 28, 2015


Posted: Sep 19, 2019 09:40 PM          Msg. 1 of 2
I am running the following command:

5MS,2,14,5MS_10_2_14_20190919

And see the results below (I only paste the first few records). Why do I see missing TradeDate values, and trade time value of 999999? Can I assume these were not traded in the current day, and skip them? Are they trade updates?

5MS_10_2_14_20190919,Symbol,Exchange,Type,Last,TradeSize,TradedMarket,TradeDate,TradeTime,Open,High,Low,Close,Bid,BidMarket,BidSize,Ask,AskMarket,AskSize,Volume,PDayVolume,UpVolume,DownVolume,NeutralVolume,TradeCount,UpTrades,DownTrades,NeutralTrades,VWAP,MutualDiv,SevenDayYield,OpenInterest,Settlement,SettlementDate,ExpirationDate,Strike
5MS_10_2_14_20190919,A1915K100,14,2,0.08,1,9,20190515,151339,,,,0.08,,,,1.17,17,31,0,1,0,0,0,0,0,0,0,,,,3,,,20191115,100.00000
5MS_10_2_14_20190919,A1915K105,14,2,,,18,,999999,,,,,,,,0.50,17,33,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,105.00000
5MS_10_2_14_20190919,A1915K110,14,2,,,18,,999999,,,,,,,,0.50,17,34,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,110.00000
5MS_10_2_14_20190919,A1915K115,14,2,,,17,,999999,,,,,,,,0.75,17,34,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,115.00000
5MS_10_2_14_20190919,A1915K45,14,2,,,17,,999999,0.00,,,,30.60,9,20,34.40,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,45.00000
5MS_10_2_14_20190919,A1915K47.5,14,2,,,17,,999999,0.00,,,,28.20,9,20,32.30,5,10,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,47.50000
5MS_10_2_14_20190919,A1915K50,14,2,21.30,19,156,20190815,93602,,,,21.30,25.60,9,20,29.70,5,10,0,20,0,0,0,0,0,0,0,,,,20,,,20191115,50.00000
5MS_10_2_14_20190919,A1915K55,14,2,14.60,2,17,20190722,121101,,,,14.60,20.70,5,9,24.00,17,42,0,2,0,0,0,0,0,0,0,,,,3,,,20191115,55.00000
5MS_10_2_14_20190919,A1915K60,14,2,10.35,2,150,20190722,131119,,,,10.35,15.75,9,20,19.00,17,42,0,2,0,0,0,0,0,0,0,,,,5,,,20191115,60.00000
5MS_10_2_14_20190919,A1915K62.5,14,2,14.26,1,17,20190917,121935,,,,14.26,13.30,5,10,17.20,17,30,0,1,0,0,0,0,0,0,0,,,,5,,,20191115,62.50000
5MS_10_2_14_20190919,A1915K65,14,2,9.30,1,16,20190905,145533,,,,9.30,11.20,9,23,14.75,17,38,0,2,0,0,0,0,0,0,0,,,,106,,,20191115,65.00000
5MS_10_2_14_20190919,A1915K67.5,14,2,6.75,2,9,20190822,93011,,,,6.75,9.55,9,30,11.75,17,32,0,2,0,0,0,0,0,0,0,,,,111,,,20191115,67.50000
5MS_10_2_14_20190919,A1915K70,14,2,8.55,3,17,20190913,143912,,,,8.55,7.05,156,21,9.00,17,38,0,5,0,0,0,0,0,0,0,,,,342,,,20191115,70.00000
5MS_10_2_14_20190919,A1915K72.5,14,2,6.46,1,9,20190912,152530,,,,6.46,5.75,9,30,6.60,9,30,0,1,0,0,0,0,0,0,0,,,,218,,,20191115,72.50000
5MS_10_2_14_20190919,A1915K75,14,2,4.15,1,17,20190918,132155,,,,4.15,4.50,88,20,5.10,17,31,0,1,0,0,0,0,0,0,0,,,,303,,,20191115,75.00000
5MS_10_2_14_20190919,A1915K77.5,14,2,2.44,10,9,20190918,105212,,,,2.44,3.00,9,38,3.30,17,30,0,10,0,0,0,0,0,0,0,,,,449,,,20191115,77.50000
5MS_10_2_14_20190919,A1915K80,14,2,2.04,10,5,20190919,112519,1.96,2.04,1.91,1.42,1.90,5,6,1.99,156,16,100,248,0,0,0,26,0,0,0,,,,979,,,20191115,80.00000
5MS_10_2_14_20190919,A1915K82.5,14,2,0.72,2,5,20190918,111959,,,,0.72,1.06,5,30,1.26,17,44,0,2,0,0,0,0,0,0,0,,,,111,,,20191115,82.50000
5MS_10_2_14_20190919,A1915K85,14,2,0.51,4,17,20190918,143457,,,,0.51,0.16,18,60,0.72,18,32,0,4,0,0,0,0,0,0,0,,,,22,,,20191115,85.00000
5MS_10_2_14_20190919,A1915K87.5,14,2,0.30,1,108,20190919,110731,0.30,0.30,0.30,0.10,0.20,18,1,0.37,18,20,1,10,0,0,0,1,0,0,0,,,,124,,,20191115,87.50000
5MS_10_2_14_20190919,A1915K90,14,2,0.07,1,17,20190913,134315,,,,0.07,,,,0.25,18,1,0,1,0,0,0,0,0,0,0,,,,267,,,20191115,90.00000
5MS_10_2_14_20190919,A1915K95,14,2,0.04,1,17,20190812,93141,,,,0.04,,,,0.80,17,31,0,1,0,0,0,0,0,0,0,,,,21,,,20191115,95.00000
5MS_10_2_14_20190919,A1915W100,14,2,,,17,,999999,0.00,,,,20.25,9,20,23.95,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,100.00000
5MS_10_2_14_20190919,A1915W105,14,2,,,121,,999999,0.00,,,,25.25,9,10,29.40,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,105.00000
5MS_10_2_14_20190919,A1915W110,14,2,,,17,,999999,0.00,,,,30.25,9,10,34.35,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,110.00000
5MS_10_2_14_20190919,A1915W115,14,2,,,121,,999999,0.00,,

Larry jag
-Interested User-
Posts: 30
Joined: Dec 28, 2015


Posted: Sep 19, 2019 09:43 PM          Msg. 2 of 2
One other question that applies to my original one as well...Why do we see trade dates other than the current date when using 5MS or the date specified with EDS?

I thought these API's are for the most recent trades on the current date or specified date.
 

 

Time: Thu April 9, 2020 7:17 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003