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Date/Time: Fri, 29 Nov 2024 14:51:12 +0000
quotes when market is closed
View Count: 2277
| [2016-02-22 19:14:49] |
| onnb - Posts: 662 |
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Following is related to SC as a server.... When the exchange is closed like on a weekend and I subscribe to a market, I sometimes get bid/ask data and sometimes don't. Meaning I'll get bid/ask data on the first response after subscribing. Obviously there won't be any further data coming in. But I am seeing that for some symbols I am getting data and some symbols I am not - I am not sure if there is any consistency to this. Ideally, I'd like to receive the last quotes when the market previously closed. 1. Can you explain why I might not be seeing consistent results? 2. What does receiving the last quotes depend on? 3. Can you make it so that I always receive the latest quotes? |
| [2016-02-22 22:01:37] |
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When you receive Bid and Ask prices, we assume you are referring to the DTC Market Data Snapshot message? 1. There are various reasons for this that are not practical to explain. There will never be consistency and you should never rely on that. One of the most basic reasons is because the data is not available from the source data feed. 2. The market must be open. 3. Not reliably and we have no plans to do this. You need to make a historical data request to get the current price. |
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