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Svancara has contributed to 7 posts out of 21251 total posts
(0.03%) in 5,741 days (0.00 posts per day).
20 Most recent posts:
"LI" should be "Li Auto Inc." not "613179"
A few lines from your mktsymbols_v2.txt file:
LHZ21P96000 LEAN HOGS PUT DECEMBER 2021 PUT 96000 CME CME FOPTION LHZ21P98000 LEAN HOGS PUT DECEMBER 2021 PUT 98000 CME CME FOPTION LI 613179 NASDAQ NGSM EQUITY 3711 336111 LI1A.Z EXCHG ONLY DOW JONES INDU TICKS UP DTN DTN MKTSTATS LI1D.Z EXCHG ONLY DOW JONES INDU TICKS DOWN DTN DTN MKTSTATS
Thanks. I recall I read that in the past. But it is easy to forgot such details over time... Thank you.
Hi!
Why @ESH16 daily data do not include 2016-03-06 while minute data do?
Daily data without 2016-03-06:
2016-03-18,52556,2041.5000,2050.0700,2037.0000,2050.0700,697098 2016-03-17,479136,2026.7500,2046.7500,2015.7500,2039.7500,749029 2016-03-16,580253,2016.2500,2032.2500,2006.5000,2027.0000,858071 2016-03-15,923452,2019.0000,2019.5000,2004.5000,2015.7500,1054670 2016-03-14,880362,2019.2500,2024.5000,2012.0000,2018.7500,1576932 2016-03-11,1220530,1988.5000,2022.2500,1987.5000,2020.0000,1985603 2016-03-10,2738172,1990.0000,2010.2500,1967.2500,1988.7500,2411617 2016-03-09,1744984,1981.7500,1994.0000,1978.0000,1989.0000,2746033 2016-03-08,1931272,1999.0000,2000.2500,1976.0000,1981.0000,2931226 2016-03-07,1633347,1994.5000,2004.5000,1984.5000,1999.0000,3005808 2016-03-04,2247812,1991.0000,2007.5000,1984.0000,1995.0000,3012243 2016-03-03,1555391,1981.7500,1992.5000,1974.7500,1990.5000,3018684 2016-03-02,1821662,1976.2500,1984.7500,1966.2500,1983.5000,3008594 2016-03-01,2035550,1928.0000,1978.5000,1920.7500,1978.0000,3008297 2016-02-29,1826411,1943.0000,1956.2500,1926.5000,1929.5000,3014983 2016-02-26,1876651,1949.0000,1968.7500,1941.2500,1942.7500,3014453
10-Minutes data with 2016-03-06:
2016-03-07,00:30:00,400,41340,1992.7500,1992.7500,1991.2500,1991.2500 2016-03-07,00:20:00,419,40940,1991.7500,1992.5000,1991.5000,1992.5000 2016-03-07,00:10:00,755,40521,1992.7500,1993.0000,1991.0000,1991.7500 2016-03-07,00:00:00,208,39766,1993.2500,1993.5000,1992.7500,1992.7500 2016-03-06,23:50:00,200,39558,1993.2500,1993.5000,1993.0000,1993.2500 2016-03-06,23:40:00,1065,39358,1992.7500,1994.0000,1992.5000,1993.5000 2016-03-06,23:30:00,643,38293,1992.5000,1993.0000,1991.7500,1992.7500 2016-03-06,23:20:00,479,37650,1992.0000,1992.7500,1991.5000,1992.7500 2016-03-06,23:10:00,535,37171,1993.2500,1993.2500,1992.0000,1992.2500 2016-03-06,23:00:00,545,36636,1992.5000,1993.7500,1992.5000,1993.0000 2016-03-06,22:50:00,662,36091,1992.7500,1992.7500,1991.7500,1992.5000 2016-03-06,22:40:00,1053,35330,1991.2500,1992.7500,1991.0000,1992.5000 2016-03-06,22:30:00,592,34277,1990.2500,1991.5000,1990.0000,1991.2500 2016-03-06,22:20:00,869,33685,1991.5000,1991.5000,1990.0000,1990.2500 2016-03-06,22:10:00,643,32816,1990.7500,1991.5000,1990.2500,1991.5000 2016-03-06,22:00:00,1649,32173,1991.5000,1991.7500,1990.0000,1990.5000 2016-03-06,21:50:00,987,30524,1991.7500,1992.5000,1991.2500,1991.5000 2016-03-06,21:40:00,1061,29526,1994.0000,1994.2500,1991.7500,1991.7500 2016-03-06,21:30:00,1862,28465,1993.5000,1994.5000,1993.5000,1994.0000 2016-03-06,21:20:00,614,26603,1993.7500,1994.2500,1993.5000,1993.5000 2016-03-06,21:10:00,786,25989,1993.7500,1994.0000,1992.7500,1993.7500 2016-03-06,21:00:00,2382,25203,1991.5000,1994.5000,1991.5000,1993.5000 2016-03-06,20:50:00,936,22821,1992.7500,1993.0000,1991.2500,1991.5000 2016-03-06,20:40:00,1915,21885,1991.2500,1993.2500,1991.2500,1993.0000 2016-03-06,20:30:00,1414,19970,1990.2500,1991.7500,1989.5000,1991.2500 2016-03-06,20:20:00,2492,18556,1990.5000,1990.7500,1989.7500,1990.5000 2016-03-06,20:10:00,639,16064,1991.0000,1991.5000,1990.5000,1990.5000 2016-03-06,20:00:00,631,15425,1990.7500,1991.5000,1990.5000,1990.7500 2016-03-06,19:50:00,1195,14794,1990.7500,1991.7500,1990.5000,1990.5000 2016-03-06,19:40:00,1002,13599,1990.5000,1990.7500,1990.0000,1990.5000 2016-03-06,19:30:00,1543,12597,1991.2500,1991.5000,1990.5000,1990.5000 2016-03-06,19:20:00,785,11054,1991.5000,1992.0000,1990.7500,1991.2500 2016-03-06,19:10:00,2522,10261,1992.2500,1992.5000,1990.7500,1991.0000 2016-03-06,19:00:00,577,7739,1993.0000,1993.2500,1992.0000,1992.2500 2016-03-06,18:50:00,1170,7162,1994.0000,1994.0000,1992.0000,1993.0000 2016-03-06,18:40:00,656,5992,1994.0000,1994.2500,1993.0000,1994.2500 2016-03-06,18:30:00,496,5336,1994.0000,1994.5000,1993.7500,1994.0000 2016-03-06,18:20:00,1071,4840,1993.0000,1994.2500,1993.0000,1993.7500 2016-03-06,18:10:00,3758,3769,1994.5000,1994.7500,1991.5000,1992.7500 2016-03-04,17:00:00,2535,2232860,1993.2500,1995.0000,1993.0000,1994.7500 2016-03-04,16:50:00,2045,2230320,1993.7500,1993.7500,1993.0000,1993.5000 2016-03-04,16:40:00,3656,2228275,1994.5000,1995.0000,1993.2500,1993.7500
Can you please verify data of the XGU19?
I thnik there is something wrong there. Maybe trading hours or data itself.
I believe trading hours are 02:10-22:00 CEST (= 20:10 - 16:00 EDT) but your data does not look like that.
Thank you.
6/10/2019 1:41:00 PM 12092.50 12092.50 12092.50 12092.50 1232 6/10/2019 1:44:00 PM 12090.50 12090.50 12090.50 12090.50 1233 6/10/2019 2:02:00 PM 12070.00 12070.00 12070.00 12070.00 1234 6/10/2019 8:47:00 PM 12072.50 12072.50 12072.50 12072.50 1 <------ Volume = 1 means 8:47:00 PM is ~opening time 6/11/2019 1:20:00 AM 12107.00 12107.00 12107.00 12107.00 2 <------- next trade after ~5 hours after open? 6/11/2019 1:51:00 AM 12110.50 12111.00 12110.50 12110.50 5 6/11/2019 1:52:00 AM 12111.00 12115.00 12111.00 12115.00 9 6/11/2019 1:56:00 AM 12120.00 12120.00 12120.00 12120.00 10
Similarly next opening time: 6/11/2019 3:25:00 PM 12125.50 12125.50 12125.50 12125.50 1149 6/11/2019 3:48:00 PM 12130.50 12130.50 12130.50 12130.50 1150 6/11/2019 3:59:00 PM 12129.50 12129.50 12129.50 12129.50 1151 6/12/2019 1:50:00 AM 12089.50 12089.50 12089.50 12089.50 1 <-------- Volume = 1 means 1:50:00 AM is ~opening time 6/12/2019 1:57:00 AM 12080.00 12080.00 12080.00 12080.00 3 6/12/2019 2:01:00 AM 12078.50 12078.50 12078.50 12078.50 4
Other days: 6/3/2019 3:46:00 PM 11712.50 11712.50 11712.00 11712.00 398 6/3/2019 3:52:00 PM 11720.50 11721.00 11720.50 11721.00 401 6/3/2019 3:57:00 PM 11729.50 11729.50 11729.00 11729.00 404 6/4/2019 1:32:00 AM 11729.00 11729.00 11729.00 11729.00 1 <-------- Volume 1:32:00 AM .... open 6/4/2019 1:33:00 AM 11726.00 11726.00 11726.00 11726.00 2 6/4/2019 2:02:00 AM 11734.00 11734.50 11734.00 11734.50 5
6/4/2019 3:37:00 PM 11955.50 11955.50 11954.00 11954.00 914 6/4/2019 3:42:00 PM 11957.00 11957.00 11957.00 11957.00 915 6/4/2019 3:49:00 PM 11961.50 11961.50 11961.50 11961.50 916 6/4/2019 9:12:00 PM 12000.00 12001.00 12000.00 12001.00 3 <-------- 9:12:00 PM open?????? 6/5/2019 1:42:00 AM 11979.50 11979.50 11979.50 11979.50 4 <------- next trade after 5,5 hours ater open? 6/5/2019 2:02:00 AM 11970.00 11970.00 11968.00 11968.00 7
What is going on?
HIT,AAPL,60,20190317 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time., HIT,AIMT,60,20190317 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time., HIT,AKCA,60,20190317 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time., HIT,@KCK19,1,20190317 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time., HIT,@JYM19,60,20190315 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time.,
Hello!
We have relative frequent problems with LSE data. (Once per week at least.)
Here is the latest example. Symbol: L.BATS
Here are a tick data downloaded by your Time & Sales application. (Sorted desc.)
Date,Time,Price,Inc Vol,Bid,Ask,Volume,B Size,A Size,TickID,Info,Mkt Center,Trade Conditions
2018-12-19,09:45:05.423771,2561.5000,170,2561.5000<<,2562.5000,2226224,0,0,679543000,Trade,LSE,REGULAR 2018-12-19,09:45:05.214187,2561.5000,2,2560.5000,2561.5000<<,2226054,0,0,679542999,Trade,LSE,REGULAR 2018-12-19,09:45:05.003725,2561.0000,126,2560.5000,2561.0000<<,2222254,0,0,679542998,Trade,LSE,REGULAR next line is error: 2018-12-19,08:23:23.000000,25.5700,1000000,2560.0000,2561.0000,4222128,0,0,155231,Trade,LSE,REGULAR 2018-12-19,09:44:48.030200,2560.0000,200,2560.0000<<,2561.0000,3225926,0,0,155219,Trade,LSE,REGULAR 2018-12-19,09:44:48.030642,2560.0000,100,2560.0000<<,2561.0000,3225726,0,0,679542956,Trade,LSE,REGULAR 2018-12-19,09:44:47.950441,2561.0000,373,2560.0000,2561.0000<<,3225626,0,0,679542955,Trade,LSE,REGULAR
...
2018-12-19,08:26:47.897599,2534.0000,150,2533.5000,2534.0000<<,2776708,0,0,679529725,Trade,LSE,REGULAR 2018-12-19,08:26:47.897599,2534.0000,175,2533.5000,2534.0000<<,2776558,0,0,679529724,Trade,LSE,REGULAR 2018-12-19,08:26:46.837012,2534.0000,548,2533.0000,2534.0000<<,2735199,0,0,679529723,Trade,LSE,REGULAR next line is error: 2018-12-19,08:23:23.000000,25.5700,1000000,2533.5000,2534.0000,2775835,0,0,136151,Trade,LSE,REGULAR 2018-12-19,08:26:45.881008,2534.0000,137,2533.0000,2534.0000<<,1775835,0,0,679529722,Trade,LSE,REGULAR 2018-12-19,08:26:45.881008,2534.0000,150,2533.0000,2534.0000<<,1775698,0,0,679529721,Trade,LSE,REGULAR 2018-12-19,08:26:45.881008,2534.0000,177,2533.0000,2534.0000<<,1775548,0,0,679529720,Trade,LSE,REGULAR
We usually receive 100x less price tick than it should be. I looked to it deeper today and I see that historical data are even in the wrong order.
Thanks. Edited by Svancara on Dec 20, 2018 at 12:35 PM
I see it too. Here are a data from the IQWatchQuote application:
Symbol: XGU14 Name: DAX SEPTEMBER 2014 Change: -27.00 % Chg: -0.28% Last: 9684.50 Trade Volume: 1 Tick Trend: ?····?··· Volume: 38004 Bid: 9683.50 Bid Volume: 5 Ask: 9684.50 Ask Volume: 3 Open: 9675.50 Close: 9711.50 High: 9697.00 Low: 9636.00 T Time: 05:27:28.522 Delay: 15 ChgFrmOpn: +9.00 Volatility: 0.63% Mkt Cap: % OffAvgVol: Bid Chg: -0.50 Ask Chg: 0.50 Spread: 1.00 Range: 61.00 ET Last: 9684.50 ET Change: -27.00 Restricted: TradeDate: 09/10/2014 Exp Date: 09/19/2014 DaysToExp: 9 Open Int: 132975 Mkt Center: EUREX Settle: 9711.50 Settlement Date: 09/09/2014 Trades Today: 19163 VWAP: Tick ID: 4759144 FSI: Ask Time: 99:99:99. Bid Time: 99:99:99. 52wk High: 10056.00 52wk Low: 8903.00 52wk High Date: 06/20/2014 52wk Low Date: 08/08/2014 Years High: Years Low: Years High Date: Years Low Date: SIC: NAICS: Prev Vol: 101530 Hist Volatility: 13.35 P/E: Beta: EPS: Exchange Root: DAX Div Amt: Div Rate: Div Yield: Ex Div Date: Pay Date: Cmn Shr Out: Assets: Liabilities: Debt: Balance Date: Growth %: Fisc Yr End: Strike: Short Interest: Split #1: Split #2: % Held: Avg Vol: Open Range 1: Close Range 1: Open Range 2: Close Range 2: Options: Edited by Svancara on Sep 10, 2014 at 04:53 AM
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