taa_dtn
-DTN Evangelist-
Posts: 154
Joined: May 7, 2004
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Posted: Jul 10, 2007 02:32 PM
Msg. 1 of 4
The developer notice I just received states: Quote: Due to some of the problems on Monday, the tick data with second resolution may have some corruption. Thus, we have chosen to disable historical intraday data from the new servers. If you are connected to a x.x.148.x server farm, you will receive second resolution in the streaming feed, but historical tick data will only be time stamped to the nearest minute. This is a little confusing to me, because it appears to say that intraday historical data is "disabled" (which I would interpret as "no data will be returned"), but that data will be returned anyway, just without second resolution. If we happen to be connected to the 148 farm, and make an intraday historical data request, will we receive valid data without second resolution? Or will we not receive any data at all? Is there any case in which we might receive corrupted data? Thanks! Allen
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andrejk
-Interested User-
Posts: 8
Joined: May 7, 2007
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Posted: Jul 10, 2007 02:41 PM
Msg. 3 of 4
Hi,
there seems to be a problem with historical end-of-day data for options as well.
Using the LookupClient and issuing
Symbol: GM GU Days: 3
yields to:
2007-07-06 15:32:07,0.75,0.45,0.55,0.55,166,0 2007-07-02 15:32:07,1.55,1.15,1.45,1.45,20,0 2007-06-29 15:32:07,1.80,1.20,1.55,1.35,394,0
The result set seems to be shifted one day backwards - whereas a lookup of the underlying stock provides the correct data set:
Symbol: GM Days: 3
yields
2007-07-09 15:30:14,37.56,36.60,36.60,36.77,15267818,0 2007-07-06 15:30:14,36.89,36.30,36.64,36.49,9091800,0 2007-07-05 15:30:14,36.81,35.98,36.12,36.76,17818338,0
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