Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"It’s so nice to be working with real professionals!" - Comment from Len
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"Excellent datafeed !!!" - Comment from Arely
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Option data - wrong daily close price
Author Topic: Option data - wrong daily close price (5 messages, Page 1 of 1)

Petr
-Interested User-
Posts: 2
Joined: Jun 14, 2020


Posted: Jun 14, 2020 04:10 PM          Msg. 1 of 5
Hi,

Accidentaly I noticed that there is a mismatch in FB1901W187.5, daily close seems to be wrong:

Daily:
2019-10-24 7.59 8.19 6.35 6.35
2019-10-23 8.50 8.50 6.47 8.15 <---
2019-10-22 4.77 9.00 4.50 9.00

Hourly:
2019-10-24 10:00 7.59 7.85 7.40 7.85
2019-10-23 16:00 6.75 6.79 6.47 6.47 <---
2019-10-23 15:00 6.76 6.76 6.65 6.65

Minutely:
2019-10-24 09:36 7.59 7.59 7.59 7.59
2019-10-23 15:59 6.47 6.47 6.47 6.47 <---
2019-10-23 15:56 6.52 6.52 6.52 6.52


I haven't checked other strikes/symbols. Please let me know why "8.15" is there as 23rd's close price.

Thank you



File Attached: daily_wrong.png (downloaded 26 times)

DTN_Stephen
-DTN Guru-
Posts: 258
Joined: Aug 22, 2014


Posted: Jun 15, 2020 09:07 AM          Msg. 2 of 5
We have corrected the daily history to reflect the 6.47.

Unfortunately there is not a way to determine why the daily close is different from the minute history since the tick data is outside the 180 calendar days of tick data that we store.

We are unable to determine if it was some sort of cancellation or restated close.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Gary_Stephen
-Interested User-
Posts: 93
Joined: Jul 3, 2019


Posted: Jun 15, 2020 09:13 AM          Msg. 3 of 5
Also: interval requests (the Minute and Hour requests in your screenshot) include data from FormT trades. Daily requests do not. You can see these trades in Time & Sales by checking "Use Extended Trades" in Settings.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Petr
-Interested User-
Posts: 2
Joined: Jun 14, 2020


Posted: Jun 15, 2020 01:36 PM          Msg. 4 of 5
Thank you for the data correction and information. Does it mean that with "Extended Trades" disabled, the data coming from interval requests should always match the daily data?

DTN_Gary_Stephen
-Interested User-
Posts: 93
Joined: Jul 3, 2019


Posted: Jun 15, 2020 05:17 PM          Msg. 5 of 5
In a word, no. There are a number of reasons for this. Beyond Daily and Interval commands not including the same trades, the biggest obstacle is not knowing exactly when trading will end for the day. It starts precisely at 8:30, but the end time can vary.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

Time: Thu July 2, 2020 11:42 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003