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lufeng has contributed to 7 posts out of 21244 total posts
(0.03%) in 2,630 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
minute bars from tick data May 17, 2017 08:51 PM
(Total replies: 9)
Is there a way to erase a post (for example, asking a question but realize the answer right away)? Edited by lufeng on May 17, 2017 at 09:06 PM
Data and Content Support »
minute bars from tick data May 17, 2017 08:47 PM
(Total replies: 9)
Thanks Tim. That's very helpful. Edited by lufeng on May 17, 2017 at 09:03 PM
Data and Content Support »
minute bars from tick data May 17, 2017 09:06 AM
(Total replies: 9)
Thanks, Tim. 1) Do you happen to have the same document for the NYSE (and other exchanges)? 2) Within that matrix, there are two columns for "Update Last": Consolidated Processing vs Market Center. Which column is used to define "last qualified" for the purpose of constructing a DTN minute bar? Lu
Data and Content Support »
Delisted Stocks May 17, 2017 09:05 AM
(Total replies: 7)
Thanks, Mark and Tim. It is clear.
Data and Content Support »
minute bars from tick data May 16, 2017 07:55 PM
(Total replies: 9)
It seems that the minute bars constructed by DTN precisely consist of 1) all last-qualifying trades, and 2) all formT trades. Is this correct? Is there a list of all trade condition codes that are "last qualifying"? Thanks.
Data and Content Support »
Delisted Stocks May 16, 2017 03:29 PM
(Total replies: 7)
Thx Stephen, for your quick response. Sorry that I was not clear. I can see that UA.C would still be in your system w/ stored historical data (because that ticker has not been reused). My question is actually "is there a way I would know, from your data alone, that today's UA and the previous UA.C are actually the same stock"? A more extreme example: Is there a way I would know that today's "C" was once "CCI" (and "TRV" even earlier)? This is more of a symbology issue than historical price availability issue.
Data and Content Support »
Delisted Stocks May 16, 2017 03:17 PM
(Total replies: 7)
A related question: If a stock went thru ticker change, e.g. UA.C --> UA, would the old ticker info (UA.C) be kept anywhere? Thanks. Lu Feng |
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