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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »Qn on Day Code on the Quote Stream

Author	Topic: Qn on Day Code on the Quote Stream (2 messages, Page 1 of 1)
MV_opt -Interested User- Posts: 19 Joined: Jun 3, 2020	Posted: Feb 20, 2022 07:15 PM Msg. 1 of 2 Right now it is Sunday Evening EST on the 20th Feb. This is the quote we are getting. 'Q,@ES#,C,4323.00,1,18:56:17.236037,02/20/2022,4323.00,16,18:56:17.100855,4322.50,6,18:56:17.088954,-20.50,4324.25,4333.75,4315.25,4343.50,20583,2259730,173,10,4323.00,1,18:56:17.236037,02/20/2022,,,,1,22, Note that the date is now (02/20/2022) but the Day Code at the end of the message is 22. Is that right? I understand that the 21st is a public holiday and so most markets will not have a bar for the 21st but if the market is trading at this time surely it should have a day value of 21? Thanks for your help.
DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019	Posted: Feb 21, 2022 07:35 AM Msg. 2 of 2 "Day code" is the business day to which a tick applies, which is not necessarily the same as the day the tick happened. ~~I'll confirm this, but I suspect~~ it means what you think: that this Sunday tick is part of Tuesday's business because the market is closed on Monday. ETA: It’s normal for CME to assign the day code of the session after a holiday. Any trading that occurs on a holiday will be trade dated for the following session. If this were a non-holiday Monday, Sunday night trading would be considered part of Monday's business, and would have a date code of the 21st. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Feb 21, 2022 at 07:59 AM