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)




"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"You have an excellent product !!!!!!" - Comment from Arely
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
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 111 times)

DTN_Stephen
-DTN Guru-
Posts: 286
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
-DTN Evangelist-
Posts: 141
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
-DTN Evangelist-
Posts: 141
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: Tue September 29, 2020 10:26 AM CFBB v1.2.0 31 ms.
© AderSoftware 2002-2003