Hi,

In the Update Message, what is the date of the close value (Close field) ?
For the settle there is a "Settlement Date" field but not for the Close.
Is there any logic I can apply to find the close date ?

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Tarek

Hello! This is Gary from DTN.

As far as I know, there's not a field for a close date and time. Close is always just the closing price of the day (or for commodities, the last trade of the session). There is a Last Date and Last Time, which when the market is closed would reflect the most recent trade. Can you tell me more about what you're looking to do, and I can maybe put together a suggestion from other available data?

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Hello Gary,

I am working on a position keeping software. it allows user to add to his position any security from any market.
for each security in position I want to feed the software with the following informations (among ohters):
Close,settle (if applicable),date.
for exemple,
for CAQ19 :

date | close | Settle
2019-8-20 | 150.2 | 150.2
2019-8-21 | 154.2 | 154.1
2019-8-22 | 155.1 | 154.9
......

the date is the market local date. I mean if the market close the 2019-8-20 at 19:00:00 even if my local date at the same moment is 2019-8-19 or 2019-8-21 this must not have an impact.

these data are stored and used to valuate the position (p&l,greeks...) and to compute the Value at Risk.

there is no need for me to listen to the feed for tick by tick data. So I made a batch that takes a snapshot (subscribe/unsubscribe) nearly each hour; for each security I get the UpdateMessage, now I want to store the close and the date in my table (in case of new close).

exemple, I get this :
close= 150.2
Last Date= 2019-8-20
Last Time= 17:40:02

how to know if the close belong to 2019-8-20 or 2019-8-19 or even 2019-8-21 (in case there was no trades for 1 or 2 days) ?

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Tarek
Edited by Thelos on Aug 20, 2019 at 08:49 PM