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»Forums Index »NEW IQFEED FORUMS »Data Questions »What time after CME close would P summay data reflect all updated data for that a trade day?
Author Topic: What time after CME close would P summay data reflect all updated data for that a trade day? (4 messages, Page 1 of 1)

mkvalor
-Interested User-
Posts: 24
Joined: Oct 6, 2020

Keep your tools sharp.


Posted: Jul 24, 2023 07:58 AM          Msg. 1 of 4
I noticed in this thread:
https://forums.iqfeed.net/index.cfm?page=topic&topicID=6953
that Market Summary reports are compiled at about 5:30 pm each trading day. Would that be around the time that L1 "P" summary lines get updated with data for session end (such as close) for that day as well? And is there any difference in the time when this fresh data becomes available for US futures vs equities?

-Mark D. Valor

DTN_Gary_Stephen
-DTN Guru-
Posts: 390
Joined: Jul 3, 2019


Posted: Jul 25, 2023 09:14 AM          Msg. 2 of 4
As far as I know, symbol-level statistics based on daily data should update when the daily data is final, shortly after the close. This process would not take until 5:30. I will investigate further.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

mkvalor
-Interested User-
Posts: 24
Joined: Oct 6, 2020

Keep your tools sharp.


Posted: Jul 26, 2023 03:51 AM          Msg. 3 of 4
Thanks. I've been issuing a fundamentals query and then cutting off my watches a few seconds after market close. And once I realized I wasn't (yet) seeing the current day's activity reflected, I understood I could just start delaying when I ended my watches. But I figured I'd ask, in case there was specific guidance about it.

As a follow up -- would any particular fields of the L1 F "fundamentals" message get updated at the same time? For example, if the instrument hit a new 52-Week High during that day, would that get updated in the Fundamentals message around the same time that P "Summary" message gets updated? (or if not, when would such an update occur?)

-Mark D. Valor

DTN_Gary_Stephen
-DTN Guru-
Posts: 390
Joined: Jul 3, 2019


Posted: Jul 26, 2023 10:33 AM          Msg. 4 of 4
First, note where each data point in the Fundamental Message comes from. Some are calculated by DTN, some are provided by the exchange. If the data point is provided by the exchange, then DTN has no involvement in when it updates. IQFeed just reports the data the exchange sends.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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