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»Forums Index »Product Support »Data and Content Support »Missing OHLC for an SPX option via API call
Author Topic: Missing OHLC for an SPX option via API call (2 messages, Page 1 of 1)

q1_uk
-Interested User-
Posts: 1
Joined: Feb 12, 2021


Posted: Feb 12, 2021 09:01 AM          Msg. 1 of 2
Hi,

On doing an HDX API request like the following (and only this ticker so far, all other tickers I have checked are OK) there are missing dates. It appears as if data is maybe only returned for a day if the ticker has volume for that day?

HDX,SPXW2131X3700,10,0,H_0000000000,10,1

returns:

[
['H_0000000000', '2021-02-09', '260.30', '260.30', '260.30', '260.30', '200', '773', '],
['H_0000000000', '2021-02-05', '273.95', '273.95', '273.95', '273.95', '1', '573', '],
['H_0000000000', '2021-02-01', '324.48', '324.23', '324.48', '324.23', '2', '574', '],
['H_0000000000', '2021-01-28', '309.37', '308.78', '308.78', '309.37', '2', '574', '],
['H_0000000000', '2021-01-26', '278.80', '278.80', '278.80', '278.80', '4', '574', '],
['H_0000000000', '2021-01-20', '275.00', '273.20', '275.00', '273.20', '350', '574', '],
['H_0000000000', '2021-01-12', '291.17', '291.17', '291.17', '291.17', '5', '227', '],
['H_0000000000', '2021-01-08', '280.11', '280.11', '280.11', '280.11', '1', '232', '],
['H_0000000000', '2021-01-05', '337.49', '318.21', '337.49', '320.43', '3', '231', '],
['H_0000000000', '2021-01-04', '343.93', '343.93', '343.93', '343.93', '5', '230', ']
]

Am I doing something wrong here or it supposed to work like this?

Thx!

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 180
Joined: Jul 3, 2019


Posted: Feb 22, 2021 07:30 AM          Msg. 2 of 2
Yes, it's supposed to work like that. In general, historical requests will only return data for time periods in which trades exist. This is also true of the HID, HIX and HTT commands.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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