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» Intraday Quotes without gaps
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| Author | Topic: Intraday Quotes without gaps (6 messages, Page 1 of 1) |
 paddy_85 -Interested User- Posts: 6 Joined: May 7, 2015 |
Posted: Nov 28, 2015 03:56 PM
Msg. 1 of 6
Hi,
Would it be possible to get quotes without gaps for historical intra day data? As I'm trying to manually fill in the gaps in the data for my chart data but I'm not sure if its 100% accurate. Do you have a recommend approach to this problem or can you please add it as an option in the API request. Thanks, Patrick |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Nov 28, 2015 08:47 PM
Msg. 2 of 6
Hello Patrick,
When you say gaps, are you talking about periods where there is no trading? What would you want to see there? Displaying a price would indicate a trade happened and throw off studies. for most people I would expect this would be an issue, so could you please give me a little more detail and then I can get your request documented for you. Tim |
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paddy_85 -Interested User- Posts: 6 Joined: May 7, 2015 |
Posted: Nov 28, 2015 08:59 PM
Msg. 3 of 6
Hi Tim,
For the gaps I would add a price bar with the same open/close/volume as the previous bar but with an updated time for the bars in between the gaps. Ideally adding bars for gaps between market hours only. This would make creating charts easier for stocks like BNSO where there is a lot of gaps in the data. Cheers, Patrick |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Nov 28, 2015 10:13 PM
Msg. 4 of 6
Ok, I will get this request put in. No ETA of course, but we'll get it to the right people to be considered for the roadmap.
Tim |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Nov 29, 2015 11:28 AM
Msg. 5 of 6
Patrick, this isn't something we are likely to provide. Our job is to provide trade and quote data. Unfortunately, this often means charts don't "look" good if there are trades that happen outside of a normal trading range or if an instrument isn't actively traded. But we aren't here to make the data look good, we try to provide accurate data that allows traders to analyze it according to their trading style. We leave it up to the charting software to determine how the data should be displayed. Some charts will show gaps in time when there was no trading activity, others will remove the gaps so the data looks sequential, and I would guess some software may have options to duplicate bars (I am not personally familiar with any software that does this but I'm sure there is something out there).
Jay Froscheiser Vice President, Active Trader Products |
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paddy_85 -Interested User- Posts: 6 Joined: May 7, 2015 |
Posted: Nov 29, 2015 11:47 AM
Msg. 6 of 6
Okay no problem, thanks for the quick response.
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