keydiver
-Interested User-
Posts: 5
Joined: Mar 30, 2006
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Posted: Jul 11, 2010 03:48 PM
Msg. 1 of 2
I am looking at using the Market Open flag, item 44 in the summary and quote messages for the continuous contracts such as @AD#. My understanding is that Market Open would be set to "1" whenever that contract is trading. I'm polling a small portfolio and almost all the continuous contracts are returning "open" status on Sunday afternoon at 1645 EDT. All these markets are closed and won't start opening for another hour. Here's a snap of the logged data-
164500: SY:: 0, @BO#, Market:1, Open:0, Last:37.38, TickTime: 14:07:59 164501: SY:: 1, @C#, Market:1, Open:0, Last:376, TickTime: 14:14:58 164501: SY:: 2, +CL#, Market:1, Open:0, Last:76.45, TickTime: 17:14:56 164501: SY:: 3, @ED#, Market:1, Open:0, Last:99.46, TickTime: 16:59:56 164501: SY:: 4, @GF#, Market:1, Open:0, Last:113.35, TickTime: 14:54:52 164501: SY:: 5, +HG#, Market:1, Open:0, Last:306.9, TickTime: 17:14:42 164501: SY:: 6, +HO#, Market:1, Open:0, Last:2.0362, TickTime: 17:14:28 164501: SY:: 7, @KW#, Market:1, Open:0, Last:548, TickTime: 14:14:37 164501: SY:: 8, @LB#, Market:1, Open:0, Last:197.1, TickTime: 14:04:04 164501: SY:: 9, @LE#, Market:1, Open:0, Last:90.25, TickTime: 14:54:59 164501: SY:: 10, @MD#, Market:0, Open:0, Last:0, TickTime: 164501: SY:: 11, +NG#, Market:1, Open:0, Last:4.427, TickTime: 17:14:50 164501: SY:: 12, @O#, Market:1, Open:0, Last:259, TickTime: 13:23:56 164501: SY:: 13, +PL#, Market:1, Open:0, Last:1524.2, TickTime: 09:13:40 164501: SY:: 14, +RB#, Market:1, Open:0, Last:2.0763, TickTime: 17:14:28 164501: SY:: 15, @US#, Market:1, Open:0, Last:126.25, TickTime: 16:59:59
You can see from the last tick time that these are the last trades from Friday, July 9. Can you clarify how Market Open is managed?
Thanks.
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Jul 12, 2010 09:37 AM
Msg. 2 of 2
Hello,
Looking at this same list currently (8:50AM Central):
@BO#, Market:0 @C#, Market:0 +CL#, Market:1 CL#, Market:0 QCL#, Market:1 @ED#, Market:1 @GF#, Market:0 +HG#, Market:1 HG#, Market:1 QHG#, Market:1 +HO#, Market:1 HO#, Market:0 QHO#, Market:1 @KW#, Market:0 @LB#, Market:0 @LE#, Market:0 @MD#, Market:0 +NG#, Market:1 NG#, Market:0 QNG#, Market:1 @O#, Market:1 +PL#, Market:0 +RB#, Market:1 RB#, Market:0 QRB#, Market:1 @US#, Market:1
The only one that currently strikes me as off would be HG# (which isn't actually in your list but it is one of the symbols that makes up the composite symbol +HG#).
I'll look into this further.
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