Joined: Jun 3, 2020
Posted: Feb 20, 2022 07:15 PM
Msg. 1 of 2
Right now it is Sunday Evening EST on the 20th Feb.
This is the quote we are getting.
Note that the date is now (02/20/2022) but the Day Code at the end of the message is 22.
Is that right?
I understand that the 21st is a public holiday and so most markets will not have a bar for the 21st but if the market is trading at this time surely it should have a day value of 21?
Thanks for your help.
Joined: Jul 3, 2019
Posted: Feb 21, 2022 07:35 AM
Msg. 2 of 2
"Day code" is the business day to which a tick applies, which is not necessarily the same as the day the tick happened.
I'll confirm this, but I suspect it means what you think: that this Sunday tick is part of Tuesday's business because the market is closed on Monday.
ETA: It’s normal for CME to assign the day code of the session after a holiday. Any trading that occurs on a holiday will be trade dated for the following session. If this were a non-holiday Monday, Sunday night trading would be considered part of Monday's business, and would have a date code of the 21st.
DTN IQFeed Implementation Support Specialist
Edited by DTN_Gary_Stephen on Feb 21, 2022 at 07:59 AM