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XoCe
-Interested User-
Posts: 9
Joined: Sep 19, 2013
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Posted: Jan 27, 2014 05:31 AM
Msg. 1 of 4
Hi,
We try to request interval data using HIT command, but we get strange error back, that the symbol is not valid. Why? What's wrong? Some of symbols are Ok, some of them (with another strikes) are invalid... Very strange behavior.
For example: TX: HIT,BAC1422B29,60,20130711 071126,20140127 061126,,1,,1 RX: E,Invalid symbol.
Full list of symbols which we can not get: BAC1422B34 BAC1422N25 BAC1422N24 BAC1422B33 BAC1422B32 BAC1422N27 BAC1422N26 BAC1422B31 BAC1422N29 BAC1422N28 BAC1422B36 BAC1422B35 BAC1422N30 BAC1422N31 BAC1422B30 BAC1422N32 BAC1422N33 BAC1422N34 BAC1422B3 BAC1422N36 BAC1422N35 BAC1422N1 BAC1422N2 BAC1422B4 BAC1422B25 BAC1422B24 BAC1422B27 BAC1422B26 BAC1422B23 BAC1422B22 BAC1422B29 BAC1422B28 BAC1422N22 BAC1422N23
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Jan 27, 2014 07:40 AM
Msg. 2 of 4
The example you gave appears to be a strike that has not received any activity as of yet and so that would not exist yet, so the next question I would have is, where did you get your symbol list? I am not able to find where our system has this symbol anywhere.
SBF,s,BAC1422B2 BAC1422B2,14,2,BAC FEB 2014 C 2.000, BAC1422B20,14,2,BAC FEB 2014 C 20.000, BAC1422B21,14,2,BAC FEB 2014 C 21.000, !ENDMSG!,
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XoCe
-Interested User-
Posts: 9
Joined: Sep 19, 2013
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Posted: Jan 27, 2014 08:31 AM
Msg. 3 of 4
This list was provided by our customer... Okay, I got your idea. But these 4 symbols from the list - BAC1422B3, BAC1422B4, BAC1422N1, BAC1422N2 - exist and can be found on your site using Symbol Lookup, but still return the same error.
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Jan 27, 2014 08:54 AM
Msg. 4 of 4
These symbols have bid and ask data, but no trade data. Hence, why they are available via level one, but not in history. They will be part of history once they have traded.
Tim
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