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Viewing User Profile for: lufeng
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Joined: May 16, 2017 02:45 PM
Last Post: May 17, 2017 08:51 PM
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lufeng has contributed to 7 posts out of 18253 total posts (0.04%) in 211 days (0.03 posts per day).

20 Most recent posts:
Data and Content Support » minute bars from tick data May 17, 2017 08:51 PM (Total replies: 9)

Is there a way to erase a post (for example, asking a question but realize the answer right away)?
Edited by lufeng on May 17, 2017 at 09:06 PM

Data and Content Support » minute bars from tick data May 17, 2017 08:47 PM (Total replies: 9)

Thanks Tim. That's very helpful.
Edited by lufeng on May 17, 2017 at 09:03 PM

Data and Content Support » minute bars from tick data May 17, 2017 09:06 AM (Total replies: 9)

Thanks, Tim.

1) Do you happen to have the same document for the NYSE (and other exchanges)?

2) Within that matrix, there are two columns for "Update Last": Consolidated Processing vs Market Center. Which column is used to define "last qualified" for the purpose of constructing a DTN minute bar?

Lu

Data and Content Support » Delisted Stocks May 17, 2017 09:05 AM (Total replies: 7)

Thanks, Mark and Tim. It is clear.

Data and Content Support » minute bars from tick data May 16, 2017 07:55 PM (Total replies: 9)

It seems that the minute bars constructed by DTN precisely consist of 1) all last-qualifying trades, and 2) all formT trades. Is this correct?


Is there a list of all trade condition codes that are "last qualifying"?

Thanks.

Data and Content Support » Delisted Stocks May 16, 2017 03:29 PM (Total replies: 7)

Thx Stephen, for your quick response.

Sorry that I was not clear. I can see that UA.C would still be in your system w/ stored historical data (because that ticker has not been reused). My question is actually "is there a way I would know, from your data alone, that today's UA and the previous UA.C are actually the same stock"?

A more extreme example: Is there a way I would know that today's "C" was once "CCI" (and "TRV" even earlier)?

This is more of a symbology issue than historical price availability issue.

Data and Content Support » Delisted Stocks May 16, 2017 03:17 PM (Total replies: 7)

A related question:

If a stock went thru ticker change, e.g. UA.C --> UA, would the old ticker info (UA.C) be kept anywhere?

Thanks.
Lu Feng


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