ccaru
-Interested User-
Posts: 5
Joined: Oct 26, 2008
|
Posted: Oct 26, 2008 11:27 AM
Msg. 1 of 3
Hi,
the symbol for the overnight LIBOR rate ONLIB.X seems to have incomplete data. Backfill contains daily data up to 05/15/2007 then 2 dates: 01/18/2008 05/22/2008
should this symbol be active and if not is there an alternative symbol?
Best regards, ccaru
|
DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
|
Posted: Oct 27, 2008 08:11 AM
Msg. 2 of 3
What interval are you trying to access? This data only updates daily, so daily data should be the only interval you need.
Jay Froscheiser DTN - Trading Markets
|
ccaru
-Interested User-
Posts: 5
Joined: Oct 26, 2008
|
Posted: Oct 27, 2008 08:29 AM
Msg. 3 of 3
Hi Jay,
thanks for the reply - it guided me to finding the issue.
I am using Amibroker to download the data. Normally Amibroker in 1 minute mode handles daily-only data properly in that it downloads whatever is available and saves accordingly. If one quote is available then that is used as a daily quote. I have been using this with, for example, BDIY.X
I just realised that the quote for BDIY.X is updated during market hours (around 2pm) so this is included ok, but ONLIB.X is updated around 8AM which is before market hours. This was causing me to miss most quotes. I just changed to 24hr quotes and it now works fine.
So no issues with the data. My apologies.
Many thanks once again, ccaru
|