While processing older data history, I came across a case where instead of the date there was only a number 20:
2,@ES#,MD01,3210.25,3210.5,178,99,15:59:13.253701,20,52,15:59:13.223699,T,T,T,
For example, one of the previous messages before this one was as expected:
2,@ES#,MD01,3210.25,3210.5,177,99,15:59:13.187790,2020-07-28,52,15:59:13.223699,T,T,T,
as we can see, there is a date in the correct format: 2020-07-28.
Data were obtained using protocol 6.1. If I look at the documentation on L2 update message for protocol 6.1:
https://www.iqfeed.net/dev/api/docs/docs61/Level2UpdateSummaryMessage.cfmThere is a date format CCYY-MM-DD exactly at the position of the occurrence of the number 20.
Can you please correct me if I missed something in the documentation?