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» can 5MS summary please be fixed?
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| Author | Topic: can 5MS summary please be fixed? (1 messages, Page 1 of 1) |
 andrewm -Interested User- Posts: 52 Joined: Feb 23, 2015 |
Posted: May 3, 2021 05:27 PM
Msg. 1 of 1
The 5MS snapshot is NOT delivering the current market data. The bid/ask is of the time of the last trade which may have been days earlier.
The docs say this: 5MS,[Security Type],[Group ID],[RequestID]<CR><LF> 5 Minute Snapshot Summary - Retrieves a snapshot of the current market data for all symbols in a Security Type and Exchange Group. NOTE: The timing of the snapshot is not guaranteed, but data will be gathered every 5 minutes. |
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