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)

"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
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 »IQFeed Developer »IQFeed Developer Support »Qn on Day Code on the Quote Stream
Author Topic: Qn on Day Code on the Quote Stream (2 messages, Page 1 of 1)

-Interested User-
Posts: 19
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.

-DTN Guru-
Posts: 265
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.

Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Feb 21, 2022 at 07:59 AM


Time: Mon June 27, 2022 4:37 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003