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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Market Snapshot: 5MS data issues...missing date/time
Author Topic: Market Snapshot: 5MS data issues...missing date/time (3 messages, Page 1 of 1)

Larry jag
-Interested User-
Posts: 31
Joined: Dec 28, 2015


Posted: Sep 19, 2019 09:40 PM          Msg. 1 of 3
I am running the following command:

5MS,2,14,5MS_10_2_14_20190919

And see the results below (I only paste the first few records). Why do I see missing TradeDate values, and trade time value of 999999? Can I assume these were not traded in the current day, and skip them? Are they trade updates?

5MS_10_2_14_20190919,Symbol,Exchange,Type,Last,TradeSize,TradedMarket,TradeDate,TradeTime,Open,High,Low,Close,Bid,BidMarket,BidSize,Ask,AskMarket,AskSize,Volume,PDayVolume,UpVolume,DownVolume,NeutralVolume,TradeCount,UpTrades,DownTrades,NeutralTrades,VWAP,MutualDiv,SevenDayYield,OpenInterest,Settlement,SettlementDate,ExpirationDate,Strike
5MS_10_2_14_20190919,A1915K100,14,2,0.08,1,9,20190515,151339,,,,0.08,,,,1.17,17,31,0,1,0,0,0,0,0,0,0,,,,3,,,20191115,100.00000
5MS_10_2_14_20190919,A1915K105,14,2,,,18,,999999,,,,,,,,0.50,17,33,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,105.00000
5MS_10_2_14_20190919,A1915K110,14,2,,,18,,999999,,,,,,,,0.50,17,34,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,110.00000
5MS_10_2_14_20190919,A1915K115,14,2,,,17,,999999,,,,,,,,0.75,17,34,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,115.00000
5MS_10_2_14_20190919,A1915K45,14,2,,,17,,999999,0.00,,,,30.60,9,20,34.40,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,45.00000
5MS_10_2_14_20190919,A1915K47.5,14,2,,,17,,999999,0.00,,,,28.20,9,20,32.30,5,10,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,47.50000
5MS_10_2_14_20190919,A1915K50,14,2,21.30,19,156,20190815,93602,,,,21.30,25.60,9,20,29.70,5,10,0,20,0,0,0,0,0,0,0,,,,20,,,20191115,50.00000
5MS_10_2_14_20190919,A1915K55,14,2,14.60,2,17,20190722,121101,,,,14.60,20.70,5,9,24.00,17,42,0,2,0,0,0,0,0,0,0,,,,3,,,20191115,55.00000
5MS_10_2_14_20190919,A1915K60,14,2,10.35,2,150,20190722,131119,,,,10.35,15.75,9,20,19.00,17,42,0,2,0,0,0,0,0,0,0,,,,5,,,20191115,60.00000
5MS_10_2_14_20190919,A1915K62.5,14,2,14.26,1,17,20190917,121935,,,,14.26,13.30,5,10,17.20,17,30,0,1,0,0,0,0,0,0,0,,,,5,,,20191115,62.50000
5MS_10_2_14_20190919,A1915K65,14,2,9.30,1,16,20190905,145533,,,,9.30,11.20,9,23,14.75,17,38,0,2,0,0,0,0,0,0,0,,,,106,,,20191115,65.00000
5MS_10_2_14_20190919,A1915K67.5,14,2,6.75,2,9,20190822,93011,,,,6.75,9.55,9,30,11.75,17,32,0,2,0,0,0,0,0,0,0,,,,111,,,20191115,67.50000
5MS_10_2_14_20190919,A1915K70,14,2,8.55,3,17,20190913,143912,,,,8.55,7.05,156,21,9.00,17,38,0,5,0,0,0,0,0,0,0,,,,342,,,20191115,70.00000
5MS_10_2_14_20190919,A1915K72.5,14,2,6.46,1,9,20190912,152530,,,,6.46,5.75,9,30,6.60,9,30,0,1,0,0,0,0,0,0,0,,,,218,,,20191115,72.50000
5MS_10_2_14_20190919,A1915K75,14,2,4.15,1,17,20190918,132155,,,,4.15,4.50,88,20,5.10,17,31,0,1,0,0,0,0,0,0,0,,,,303,,,20191115,75.00000
5MS_10_2_14_20190919,A1915K77.5,14,2,2.44,10,9,20190918,105212,,,,2.44,3.00,9,38,3.30,17,30,0,10,0,0,0,0,0,0,0,,,,449,,,20191115,77.50000
5MS_10_2_14_20190919,A1915K80,14,2,2.04,10,5,20190919,112519,1.96,2.04,1.91,1.42,1.90,5,6,1.99,156,16,100,248,0,0,0,26,0,0,0,,,,979,,,20191115,80.00000
5MS_10_2_14_20190919,A1915K82.5,14,2,0.72,2,5,20190918,111959,,,,0.72,1.06,5,30,1.26,17,44,0,2,0,0,0,0,0,0,0,,,,111,,,20191115,82.50000
5MS_10_2_14_20190919,A1915K85,14,2,0.51,4,17,20190918,143457,,,,0.51,0.16,18,60,0.72,18,32,0,4,0,0,0,0,0,0,0,,,,22,,,20191115,85.00000
5MS_10_2_14_20190919,A1915K87.5,14,2,0.30,1,108,20190919,110731,0.30,0.30,0.30,0.10,0.20,18,1,0.37,18,20,1,10,0,0,0,1,0,0,0,,,,124,,,20191115,87.50000
5MS_10_2_14_20190919,A1915K90,14,2,0.07,1,17,20190913,134315,,,,0.07,,,,0.25,18,1,0,1,0,0,0,0,0,0,0,,,,267,,,20191115,90.00000
5MS_10_2_14_20190919,A1915K95,14,2,0.04,1,17,20190812,93141,,,,0.04,,,,0.80,17,31,0,1,0,0,0,0,0,0,0,,,,21,,,20191115,95.00000
5MS_10_2_14_20190919,A1915W100,14,2,,,17,,999999,0.00,,,,20.25,9,20,23.95,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,100.00000
5MS_10_2_14_20190919,A1915W105,14,2,,,121,,999999,0.00,,,,25.25,9,10,29.40,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,105.00000
5MS_10_2_14_20190919,A1915W110,14,2,,,17,,999999,0.00,,,,30.25,9,10,34.35,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,110.00000
5MS_10_2_14_20190919,A1915W115,14,2,,,121,,999999,0.00,,

Larry jag
-Interested User-
Posts: 31
Joined: Dec 28, 2015


Posted: Sep 19, 2019 09:43 PM          Msg. 2 of 3
One other question that applies to my original one as well...Why do we see trade dates other than the current date when using 5MS or the date specified with EDS?

I thought these API's are for the most recent trades on the current date or specified date.

DTN_Gary_Stephen
-DTN Guru-
Posts: 392
Joined: Jul 3, 2019


Posted: Apr 12, 2023 04:38 PM          Msg. 3 of 3
In the market summary reports TradeDate and TradeTime are the most recent trade date/time for the symbol. This can be prior to today if the symbol has not traded today. Penny stocks and specific option symbols can trade infrequently, or not at all.

"999999" should no longer be a placeholder for date in the market summary reports. This was an old bug that has since been fixed, but it may persist in older reports, or for symbols that haven't been traded since the bug was fixed.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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