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20 Most recent posts:
Data and Content Support » Data for HA and PCYC Jul 10, 2014 03:27 AM (Total replies: 0)

Hello to all,

I asked 20 days minute data (using HIT request) for HA and PCYC,
but I only receive data from July 1. Do you have any suggestions?
Is there a just temporary issue?

Thank you

Data and Content Support » End-Of-Day Data Jul 8, 2014 12:40 AM (Total replies: 1)

Hello to all,

I use HDX request for daily data. According to the manual:

HDX,MSFT,3<CR><LF>
TT,2014-07-07 00:27:02,42.1200,41.7100,41.7500,41.9900,21953619,0,
TT,2014-07-03 00:27:02,41.9900,41.5600,41.9100,41.8000,15969310,0,
TT,2014-07-02 00:27:02,41.9000,41.5300,41.7300,41.9000,20208526,0,

Q1. I would like to ask about the Total Volume figures 21953619, 15969310, etc.
Do they include other trades, such as oddlot trades and implied trades ?

Q2. Also, do the EOD data represent only market period (eg. 09:30-16:00)? Do
they include afterhours?

I can detect a discrepancy between HDX results and HIT results for the period
09:30-16:00. eg.

HIT,MSFT,60,20140707 000001,20140707 160000,,093000,155959,1,TT,2<CR><LF>
TT,2014-07-07 09:31:00,41.8500,41.7100,41.7400,41.8355,703211,643078,
TT,2014-07-07 09:32:00,41.8400,41.7800,41.8400,41.8000,859495,154406,
...
...
TT,2014-07-07 16:00:00,42.0100,41.9500,41.9500,41.9850,19971046,761149,

Total volume reported is 19971046 which is quite different from 21953619.
Also the sum of Period Volumes (last column) is different.

Q3. Is there a request that would return daily data from 09:30-16:00 that
will sum up the volumes of the last column of HIT data?

Thank you


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