sd_cm
-Interested User-
Posts: 22
Joined: Aug 23, 2004
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Posted: Aug 24, 2004 12:25 AM
Msg. 1 of 4
I understand that timestamps are always in EST on IQFeed. For example, symbol @ESU4 trades in CST but the trades print on IQFeed in EST. However, at midnight the trade date fails to move ahead with the time. For example, at 8/23/04 23:45 @ESU4 trades are printing 8/23/04 00:45 (23 hours earlier). We could trap and correct for this but what about symbols that do trade EST - these would not need the adjustment - therefore we really don't know what time the trade occured without tracking down the market center and its time zone for every print.
Shouldn't the trade date and trade time be reported in the same time zone? Or are we missing something?
Thanks, Scott
P.S I attempted to verify that the date does roll for EST-based contracts using nymex crude QCLX4. However, at 8/23/04 11:45 pm the trade date shows 8/20/04, which of course is not correct. This would appear to be a serious problem if the trade date and time cannot be determined. Am I using the wrong field? I don't see another trade date field...?
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DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004
DTN Market Access, LLC.
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Posted: Aug 24, 2004 03:55 PM
Msg. 2 of 4
Thanks for pointing this out to us. We will find and fix it. Thanks!
Natalie Hannan DTN Market Access, LLC.
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sd_cm
-Interested User-
Posts: 22
Joined: Aug 23, 2004
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Posted: Dec 1, 2004 06:31 PM
Msg. 3 of 4
Any progress on this?
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DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004
DTN Market Access, LLC.
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Posted: Dec 7, 2004 09:39 AM
Msg. 4 of 4
The fix should be in production in about 2 weeks. Thanks!
Natalie Hannan DTN Market Access, LLC.
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