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»Forums Index »Product Support »Data and Content Support »Market Snapshot: 5MS data issues...missing date/time
Author Topic: Market Snapshot: 5MS data issues...missing date/time (2 messages, Page 1 of 1)

Larry jag
-Interested User-
Posts: 30
Joined: Dec 28, 2015


Posted: Sep 19, 2019 09:40 PM          Msg. 1 of 2
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: 30
Joined: Dec 28, 2015


Posted: Sep 19, 2019 09:43 PM          Msg. 2 of 2
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.
 

 

Time: Tue September 29, 2020 10:19 AM CFBB v1.2.0 16 ms.
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