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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »can 5MS summary please be fixed?
Author Topic: can 5MS summary please be fixed? (1 messages, Page 1 of 1)

andrewm
-Interested User-
Posts: 52
Joined: Feb 23, 2015
Posted: May 3, 2021 05:27 PM          Msg. 1 of 1
The 5MS snapshot is NOT delivering the current market data. The bid/ask is of the time of the last trade which may have been days earlier.

The docs say this:

5MS,[Security Type],[Group ID],[RequestID]<CR><LF>
5 Minute Snapshot Summary - Retrieves a snapshot of the current market data for all symbols in a Security Type and Exchange Group.
NOTE: The timing of the snapshot is not guaranteed, but data will be gathered every 5 minutes.
 

 

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