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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Market Hours For Selected Security
Author Topic: Market Hours For Selected Security (23 messages, Page 1 of 1)

swhitney
-Interested User-
Posts: 21
Joined: Nov 3, 2005


Posted: Nov 24, 2005 01:59 PM          Msg. 1 of 23
I was wondering why the market hours are not in the security fundamental or summary message...but its not unusual.

IB TWSAPI contract details request doesn't include the market hours either.

Why aren't the market hours included in the fundamental message?

How are other programmers dealing with this?

Maintaining data of market times seems the only solution at this point.

Any suggestions? from anyone?

Scott W

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Nov 28, 2005 08:15 AM          Msg. 2 of 23
We really haven't had any requests for this, but it is something we can put on the list. Maybe someone knows of a service out there that has a XML or other format file that can be accessed with this information?

Jay Froscheiser
DTN - Trading Markets

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Dec 3, 2005 12:15 PM          Msg. 3 of 23
As a related question, is the "Market Open" field at all valid? According to the Summary Message Format, it should be "0" if the market is closed. However, I'm currently (1:15pm on Saturday) querying the symbol SNDK, and its reporting that the market is open, and the open was 0.0, last was 47.75.

What is the reliable way of determining that the market is closed and the summary message should not be used to create a new data point for the user?

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Dec 4, 2005 09:56 AM          Msg. 4 of 23
I have never seen "Market Open" (field #44 in tcp buffer) with any value except "1"

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 4, 2005 07:16 PM          Msg. 5 of 23
At this time we aren't populating the market open field in IQFeed and there really isn't anything in the feed that would tell you if the market was open or closed for a particular issue. This is currently something that would need to be maintained externally.

Jay Froscheiser
DTN - Trading Markets

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Dec 4, 2005 07:20 PM          Msg. 6 of 23
Well, my question remains then--what is the proper way to tell that your software should be looking at the Extended trading last, or that the update is completely invalid? I can look at the open and see it's 0, or look at the volume and see its 0. What is the supported way (i.e. will work with future versions) of telling that the market is closed and either extended market information is valid, or none of the fields in the quote are valid?

Thanks!

squirlhntr
-Interested User-
Posts: 62
Joined: Feb 12, 2005


Posted: Dec 5, 2005 03:13 PM          Msg. 7 of 23
You'll have to do it yourself.

Hours are set by the individual exchanges and most of them break it down further by security type.

swhitney
-Interested User-
Posts: 21
Joined: Nov 3, 2005


Posted: Dec 7, 2005 11:55 PM          Msg. 8 of 23
An XML based service would be a great service to have...

There has to be someone out there doing it...

Or if not there should be...

I would pay for it.

squirlhntr
-Interested User-
Posts: 62
Joined: Feb 12, 2005


Posted: Dec 14, 2005 08:45 AM          Msg. 9 of 23
Quote: An XML based service would be a great service to have...

There has to be someone out there doing it...

Or if not there should be...

I would pay for it.
--- Original message by swhitney on Dec 7, 2005 11:55 PM
Interactive Brokers has a service like this, which lists trading hours for every security and exchange.

You either need an account with them and use their API or go all ambitious and parse their web pages for the datetime.

That being said, their charting/quote isn't too hot, so you would also need IQFeed for good data ;) They're not a competitor to DTN as far as I'm aware.

David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004

I'd rather be...


Posted: Dec 14, 2005 10:55 AM          Msg. 10 of 23
Quote: Well, my question remains then--what is the proper way to tell that your software should be looking at the Extended trading last,


The trade time field shows if the trade is during normal market hours or extended. "T" is for extended, "t" for normal. It also shows bid ask updates. Unfortunately with a forced refresh it is not reset and looks like a fresh trade as the 'T' or 't' is not cleared.

David

IQXP Software
http://www.iqxp.com

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swhitney
-Interested User-
Posts: 21
Joined: Nov 3, 2005


Posted: Dec 14, 2005 03:31 PM          Msg. 11 of 23
I do have an account at IB and am very familiar with the API...

Where in the API is this information available?

Contract Details does not give you the exchange information

Scott

DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.


Posted: Dec 15, 2005 12:11 PM          Msg. 12 of 23
Here are some answers to items posted in this thread:

We can, if warranted, add the market hours to the fundamental message. This information is already available on our servers for commodities, but is not in IQFeed.

The summary message should NEVER be used to create a new data point for the user. Data points are generated from updates, not summaries. We do not combine a current update in with a summary.

The Market Open field is only valid for Futures and Future Options. We will look into whether or not this is functioning properly.


Natalie

Natalie Hannan DTN Market Access, LLC.

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Dec 15, 2005 01:20 PM          Msg. 13 of 23
Whats to look into?

In your bug database #2630 "Market Open field value is always open" has been open for 18 months.

DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.


Posted: Dec 16, 2005 09:46 AM          Msg. 14 of 23
I have changed the bug to a higher priority. This will cause it to get addressed sooner.

Natalie

Natalie Hannan DTN Market Access, LLC.

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jan 17, 2006 05:39 PM          Msg. 15 of 23
It appears that the extendedLast is not valid until an actual trade occurs AFTER "w"atching the symbol, is this correct?

Just now, I watched SPY, and got an extended last of 128.33. The actual extended last was 127.72. After a trade occurs, I get another update of 127.72. If I unwatch SPY then rewatch it, I get an extended last of 128.33.

So, it seems the extendedLast is actually the "normal trading last" until a new trade occurs? This seems broken?

David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004

I'd rather be...


Posted: Jan 17, 2006 06:07 PM          Msg. 16 of 23
Quote: We can, if warranted, add the market hours to the fundamental message. This information is already available on our servers for commodities, but is not in IQFeed.
... Natalie


FWIW: I'd love to see the market begin / end times for the issues in the fundamental data. This helps when creating the time frame for interday charts where you need to know exactly when the start / end time is. I like to do charts that have the empty fields show like when a symbol is thinly traded - it also allows comparison of charts and studies based on the chart (with the same start/end times) regardless of 'missing' bars. I now put in a guesstimate based on symbol type - however for commodities it is messy for the various exchanges.

Thanks in advance!

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jan 18, 2006 01:34 PM          Msg. 17 of 23
Even if the hours were available, I'm still confused by the semantics of the after hours trade data. Including the extendedLast question I asked 2 posts ago, there's some confusing parts of the documentation. For example, the update Message Format:

37 Extended trading change float (pre/post market change)
38 Extended trading difference float (pre/post market)

What's the change/difference between change & difference? :-)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 18, 2006 01:41 PM          Msg. 18 of 23
Quote: Even if the hours were available, I'm still confused by the semantics of the after hours trade data. Including the extendedLast question I asked 2 posts ago, there's some confusing parts of the documentation. For example, the update Message Format:

37 Extended trading change float (pre/post market change)
38 Extended trading difference float (pre/post market)

What's the change/difference between change & difference? :-)
--- Original message by FullyArticulate on Jan 18, 2006 01:34 PM
ET change is ET Last - Yesterday's close
ET Diff is ET Last - Last (change from regular session)

Jay Froscheiser
DTN - Trading Markets

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jan 18, 2006 02:18 PM          Msg. 19 of 23
Thanks! Any comments on the extended Last issue (see my post 3 back?)

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Jan 18, 2006 02:32 PM          Msg. 20 of 23
Correct, the Extended Last field should only be accurate in an Update message ("Q").

It was recently brought to our attention (in another thread on the message boards) that the Normal trading session Last is currently being sent in the Extended Trading last Field in the Summary messages ("P") and this is not intended.

My apologies for the confusion.

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Feb 1, 2006 05:04 PM          Msg. 21 of 23
Quote: Correct, the Extended Last field should only be accurate in an Update message ("Q").

It was recently brought to our attention (in another thread on the message boards) that the Normal trading session Last is currently being sent in the Extended Trading last Field in the Summary messages ("P") and this is not intended.

My apologies for the confusion.
--- Original message by DTN_Steve_S on Jan 18, 2006 02:32 PM
Hi Steve,

I noticed this one isn't in the bug database. Can you add it? Having to wait for a trade before seeing the actual extended hours last price is pretty annoying, particularly during earnings season. :-)

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Feb 3, 2006 03:44 PM          Msg. 22 of 23
I am sorry for the confusion on this.

When I said that "this is not intended" I was saying that the field should not contain any data at all. I was not trying to imply that it should contain the ET last for summary messages.

After looking into this, it was determined that this change had been made (to copy the Last field into the, then unused, ET Last field) at a developers request. Previously, the field was not populated.

We have updated the online documentation to make this distinction.

In summary messages, the Extended Trading last field is pupulated with the Last from Normal Trading.

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Feb 3, 2006 05:23 PM          Msg. 23 of 23
Thanks for the clarification.

Still, this would be a major RFE for me. During earnings season, in particular, after hours data is extremely important. Having to wait for an actual trade to occur to see the extended trading last is a significant issue. (And, the perfect solution would be a way to query the extended history, much like HM works now)

Anyway, thanks for listening. :-)
 

 

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