
jcrivello
-Interested User-
Posts: 12
Joined: Sep 7, 2011
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Posted: Sep 23, 2011 01:12 PM

Msg. 1 of 4
Hello,
I am having trouble with historical options tick look up calls today (via the TCP API).
Example 1: I get an "Invalid symbol." error for AXP $40 11/19/11 Calls, which definitely exist and in fact are returned from the options chain symbol lookup API call:
HTT,AXP1119K40,,20110901 000000,1,,,0,R!FwI=, R!FwI=,E,Invalid symbol., R!FwI=,!ENDMSG!,
Example 2: I get a "!NO_DATA!" error for AXP $45 10/22/11 Calls, which I know for a fact have quite a bit of tick data going back for months:
HTT,AXP1122J45,,20110901 000000,1,,,0,R!Sg==, R!Sg==,E,!NO_DATA!, R!Sg==,!ENDMSG!,
I am encountering these sorts of errors with a number of different symbols. I can provide a much longer list of issues if needed.
-Joe
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DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005
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Posted: Sep 23, 2011 02:47 PM

Msg. 3 of 4
The history servers will return an Invalid symbol error for symbols that are valid but do not trade (or haven't traded in quite a while/ever).
Additionally, we limit tick data to the most recent 8 calendar days during market hours (09:30 - 16:30 EST).
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jcrivello
-Interested User-
Posts: 12
Joined: Sep 7, 2011
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Posted: Sep 23, 2011 03:10 PM

Msg. 4 of 4
Ah.. I see.
Can I assume there hasn't been any activity in 120 days if I get back an "Invalid symbol." error from the historical tick lookup APIs?
On the 8 calendar day restriction.. I assume you guys do this to reduce load on your servers during market hours?
-Joe
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