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)




"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"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
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
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 »NEW IQFEED FORUMS »New IQFeed Forum »Market Snapshot: 5MS data issues...missing date/time
Author Topic: Market Snapshot: 5MS data issues...missing date/time (3 messages, Page 1 of 1)

Larry jag
-Interested User-
Posts: 31
Joined: Dec 28, 2015


Posted: Sep 19, 2019 09:40 PM          Msg. 1 of 3
I am running the following command:

5MS,2,14,5MS_10_2_14_20190919

And see the results below (I only paste the first few records). Why do I see missing TradeDate values, and trade time value of 999999? Can I assume these were not traded in the current day, and skip them? Are they trade updates?

5MS_10_2_14_20190919,Symbol,Exchange,Type,Last,TradeSize,TradedMarket,TradeDate,TradeTime,Open,High,Low,Close,Bid,BidMarket,BidSize,Ask,AskMarket,AskSize,Volume,PDayVolume,UpVolume,DownVolume,NeutralVolume,TradeCount,UpTrades,DownTrades,NeutralTrades,VWAP,MutualDiv,SevenDayYield,OpenInterest,Settlement,SettlementDate,ExpirationDate,Strike
5MS_10_2_14_20190919,A1915K100,14,2,0.08,1,9,20190515,151339,,,,0.08,,,,1.17,17,31,0,1,0,0,0,0,0,0,0,,,,3,,,20191115,100.00000
5MS_10_2_14_20190919,A1915K105,14,2,,,18,,999999,,,,,,,,0.50,17,33,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,105.00000
5MS_10_2_14_20190919,A1915K110,14,2,,,18,,999999,,,,,,,,0.50,17,34,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,110.00000
5MS_10_2_14_20190919,A1915K115,14,2,,,17,,999999,,,,,,,,0.75,17,34,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,115.00000
5MS_10_2_14_20190919,A1915K45,14,2,,,17,,999999,0.00,,,,30.60,9,20,34.40,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,45.00000
5MS_10_2_14_20190919,A1915K47.5,14,2,,,17,,999999,0.00,,,,28.20,9,20,32.30,5,10,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,47.50000
5MS_10_2_14_20190919,A1915K50,14,2,21.30,19,156,20190815,93602,,,,21.30,25.60,9,20,29.70,5,10,0,20,0,0,0,0,0,0,0,,,,20,,,20191115,50.00000
5MS_10_2_14_20190919,A1915K55,14,2,14.60,2,17,20190722,121101,,,,14.60,20.70,5,9,24.00,17,42,0,2,0,0,0,0,0,0,0,,,,3,,,20191115,55.00000
5MS_10_2_14_20190919,A1915K60,14,2,10.35,2,150,20190722,131119,,,,10.35,15.75,9,20,19.00,17,42,0,2,0,0,0,0,0,0,0,,,,5,,,20191115,60.00000
5MS_10_2_14_20190919,A1915K62.5,14,2,14.26,1,17,20190917,121935,,,,14.26,13.30,5,10,17.20,17,30,0,1,0,0,0,0,0,0,0,,,,5,,,20191115,62.50000
5MS_10_2_14_20190919,A1915K65,14,2,9.30,1,16,20190905,145533,,,,9.30,11.20,9,23,14.75,17,38,0,2,0,0,0,0,0,0,0,,,,106,,,20191115,65.00000
5MS_10_2_14_20190919,A1915K67.5,14,2,6.75,2,9,20190822,93011,,,,6.75,9.55,9,30,11.75,17,32,0,2,0,0,0,0,0,0,0,,,,111,,,20191115,67.50000
5MS_10_2_14_20190919,A1915K70,14,2,8.55,3,17,20190913,143912,,,,8.55,7.05,156,21,9.00,17,38,0,5,0,0,0,0,0,0,0,,,,342,,,20191115,70.00000
5MS_10_2_14_20190919,A1915K72.5,14,2,6.46,1,9,20190912,152530,,,,6.46,5.75,9,30,6.60,9,30,0,1,0,0,0,0,0,0,0,,,,218,,,20191115,72.50000
5MS_10_2_14_20190919,A1915K75,14,2,4.15,1,17,20190918,132155,,,,4.15,4.50,88,20,5.10,17,31,0,1,0,0,0,0,0,0,0,,,,303,,,20191115,75.00000
5MS_10_2_14_20190919,A1915K77.5,14,2,2.44,10,9,20190918,105212,,,,2.44,3.00,9,38,3.30,17,30,0,10,0,0,0,0,0,0,0,,,,449,,,20191115,77.50000
5MS_10_2_14_20190919,A1915K80,14,2,2.04,10,5,20190919,112519,1.96,2.04,1.91,1.42,1.90,5,6,1.99,156,16,100,248,0,0,0,26,0,0,0,,,,979,,,20191115,80.00000
5MS_10_2_14_20190919,A1915K82.5,14,2,0.72,2,5,20190918,111959,,,,0.72,1.06,5,30,1.26,17,44,0,2,0,0,0,0,0,0,0,,,,111,,,20191115,82.50000
5MS_10_2_14_20190919,A1915K85,14,2,0.51,4,17,20190918,143457,,,,0.51,0.16,18,60,0.72,18,32,0,4,0,0,0,0,0,0,0,,,,22,,,20191115,85.00000
5MS_10_2_14_20190919,A1915K87.5,14,2,0.30,1,108,20190919,110731,0.30,0.30,0.30,0.10,0.20,18,1,0.37,18,20,1,10,0,0,0,1,0,0,0,,,,124,,,20191115,87.50000
5MS_10_2_14_20190919,A1915K90,14,2,0.07,1,17,20190913,134315,,,,0.07,,,,0.25,18,1,0,1,0,0,0,0,0,0,0,,,,267,,,20191115,90.00000
5MS_10_2_14_20190919,A1915K95,14,2,0.04,1,17,20190812,93141,,,,0.04,,,,0.80,17,31,0,1,0,0,0,0,0,0,0,,,,21,,,20191115,95.00000
5MS_10_2_14_20190919,A1915W100,14,2,,,17,,999999,0.00,,,,20.25,9,20,23.95,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,100.00000
5MS_10_2_14_20190919,A1915W105,14,2,,,121,,999999,0.00,,,,25.25,9,10,29.40,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,105.00000
5MS_10_2_14_20190919,A1915W110,14,2,,,17,,999999,0.00,,,,30.25,9,10,34.35,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,110.00000
5MS_10_2_14_20190919,A1915W115,14,2,,,121,,999999,0.00,,

Larry jag
-Interested User-
Posts: 31
Joined: Dec 28, 2015


Posted: Sep 19, 2019 09:43 PM          Msg. 2 of 3
One other question that applies to my original one as well...Why do we see trade dates other than the current date when using 5MS or the date specified with EDS?

I thought these API's are for the most recent trades on the current date or specified date.

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Apr 12, 2023 04:38 PM          Msg. 3 of 3
In the market summary reports TradeDate and TradeTime are the most recent trade date/time for the symbol. This can be prior to today if the symbol has not traded today. Penny stocks and specific option symbols can trade infrequently, or not at all.

"999999" should no longer be a placeholder for date in the market summary reports. This was an old bug that has since been fixed, but it may persist in older reports, or for symbols that haven't been traded since the bug was fixed.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

Time: Fri April 26, 2024 1:51 AM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003