Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010
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Posted: Dec 22, 2010 02:50 AM
Msg. 1 of 4
I have noticed that on certain contracts I get duplicate days for history requests, this example is from ADCT:
CloseTime=[2007-Mar-21 00:00:00 EDT] Open=[16.41] High=[16.75] Low=[16.36] Close=[16.67] Volume=[2146620] CloseTime=[2007-Mar-21 00:00:00 EDT] Open=[16.23] High=[16.46] Low=[16.07] Close=[16.45] Volume=[1762503]
The duplications always seem to be on the same day, is this correct, how should I be interpreting this data?
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DTN_Nathan_Bartsch
-IQ Developer-
Posts: 33
Joined: May 3, 2004
Telvent DTN
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Posted: Dec 22, 2010 11:28 AM
Msg. 2 of 4
We are looking into the duplicate day for ADCT, as this appears to be an error. If you'd send a list of other symbols that you are seeing problems with I will forward it to our market data integrity department for further research / correction.
Thanks,
Nathan W. Bartsch - Senior Software Engineer - Telvent DTN
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Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010
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Posted: Dec 22, 2010 12:33 PM
Msg. 3 of 4
I was trying download S&P 500 data, specifically I see the error on
CBH CBSS CFC CTX CC CZN ASN
etc...there are more, but I think the important information is the error always occurs on the same date (as in the original post). Is it possible to notify once this is corrected?
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DTN_Nathan_Bartsch
-IQ Developer-
Posts: 33
Joined: May 3, 2004
Telvent DTN
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Posted: Dec 22, 2010 03:45 PM
Msg. 4 of 4
There was a problem with retrieving daily history for instruments that no longer exist. This problem will be corrected this weekend. This should NOT affect any active instruments in the system, only symbols that no longer have quote data. This does NOT affect the tick / minute data for any symbols, regardless of their status within the system.
Nathan W. Bartsch - Senior Software Engineer - Telvent DTN
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