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» Minute historical data for current day not available at 11:30 pm CST??
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| Author | Topic: Minute historical data for current day not available at 11:30 pm CST?? (7 messages, Page 1 of 1) |
 mbielinski -Interested User- Posts: 15 Joined: Jul 20, 2004 |
Posted: Jul 21, 2004 10:49 AM
Msg. 1 of 7
Has anyone noticed that minute historical data for the current day is not available around 11:30 PM CST for that day? In doing testing on July 20, I was pulling minute data for the trading day just ended (July 20), but in the last hour of the day, the data suddenly started stopping on July 19. Later, it resumed again through July 20.
I thought I had also noticed this the day before as well. Michael S Bielinski |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jul 25, 2004 11:10 PM
Msg. 2 of 7
Michael,
I just checked using DTN.IQ on @ESU4 and show minute data up to the current minute. It is 15 minute shy of 11:30, but thought I would check. Can you provide some more detail regarding the interface you are using as well as what symbols you are trying to pull along with the interval and number of days back you are requesting. Thanks Jay Froscheiser DTN Market Access, LLC. |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jul 25, 2004 11:13 PM
Msg. 3 of 7
A follow up question: are you in Central Time zone? Just curious if we are seeing some issue since the servers are in ET and the client maybe seeing it as the previous data. Its something we will look at in the history code on Monday.
Jay Froscheiser DTN Market Access, LLC. |
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mbielinski -Interested User- Posts: 15 Joined: Jul 20, 2004 |
Posted: Jul 26, 2004 11:40 PM
Msg. 4 of 7
Yes, I am in the Central Time Zone. I checked again today, Monday July 26 23:30 CST, and IQFeed once again only retreived data through Friday July 23, DESPITE having retreived data for Monday July 26 earlier in the day.
So, the problem is verified. I tested it on the first 8 stocks in my list - A, AA, AACE, AAI, AAP, AAPL, AAR, AATK. At 23:30 CST, the time has rolled over to 00:30 in EST, and if you are still pulling the date from CST, you might think it is July 26 00:30, rather than July 27 00:30, and that would explain why the data stops prior to the market hours for July 26. Just a thought. Michael S Bielinski |
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mbielinski -Interested User- Posts: 15 Joined: Jul 20, 2004 |
Posted: Jul 26, 2004 11:42 PM
Msg. 5 of 7
I forgot to mention - I am pulling 5 minute data, and I believe I am only requesting 5 days of data.
Michael S Bielinski |
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DTN_Tim_Russell -IQ Server Developer- Posts: 41 Joined: May 3, 2004 
DTN Market Access, LLC. |
Posted: Jul 26, 2004 11:58 PM
Msg. 6 of 7
This problem has to do with how our retrieval servers work and when the nightly processing is done to build composite datapoints from our tick data.
I'll look into this in the morning and see what solutions I can come up with. Hopefully this can be resolved without too much delay. Tim Russell Software Engineer DTN IQ & FinWin |
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DTN_Tim_Russell -IQ Server Developer- Posts: 41 Joined: May 3, 2004
DTN Market Access, LLC. |
Posted: Jul 27, 2004 08:51 AM
Msg. 7 of 7
Michael,
Our nightly processing that converts tick data into single-minute bars for long-term storage begins at 10-minutes after midnight EST, and runs till about 00:45 EST. The best short-term solution is to move your processing to after this time period. I've talked to our development manager and project manager, and we've decided that other bugs and enhancements require more immediate attention. This will go on the list of things to be fixed in the future. Thanks for bringing this to our attention. Tim Russell Software Engineer DTN IQ & FinWin |
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