Thelos
-Interested User-
Posts: 19
Joined: Jul 12, 2019
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Posted: Feb 16, 2022 08:32 AM
Msg. 1 of 3
Hello,
We are on 15/02. Say we get these data from an Update Message
symbol: EMAH23 Last Date : 2022/02/14 17:11 Last Price : 235 Bid Time : 07:43:23 Bid : 230.25
My question is what is the bid date ? shoud we assume that it's always today's date ?
thank you
Tarek
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DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005
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Posted: Feb 28, 2022 06:36 AM
Msg. 3 of 3
Sorry for the delay here.
We do not have date fields for bid/ask in the feed. As a result, you cannot be certain that bid/ask values in a summary message are from the current day (especially true if you are requesting around midnight Eastern for symbols that update across midnight). However, any update message that indicates a bid or ask update occurred (based on the Message Contents field) can safely be assumed that the date for the bid/ask is the current date (again, based on Midnight Eastern).
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