[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Setting up Global Server to collect stock data for pre and afterhours markets?


  • To: "Send to the omega-list" <omega-list@xxxxxxxxxx>
  • Subject: Setting up Global Server to collect stock data for pre and afterhours markets?
  • From: "jbclem1" <jbclem1@xxxxxxxxxxx>
  • Date: Tue, 27 Apr 2004 14:42:24 -0700

PureBytes Links

Trading Reference Links

I'm trying to get the Global Server to collect pre market and after hours data for stocks.  I'm
using DTN IQFeed which seems to be providing the data.  I'm also collecting data for the E-mini 24
hours using the 24 hours DTN symbol of @ESM4, even though in my Global Server the CME is only set
for the normal session.

My Radarscreen monitor page shows symbols flashing in the afterhours market but the prices don't
change or reflect any trades outside of normal market hours, nor does a stock symbol under Edit
Symbol/Edit Data/Load Data.  I just added an 2nd session to the Nasdaq National Market exchange(from
4:01pm to 9:29am ) but it doesn't seem to be collecting any data on an actively traded afterhours
symbol.  I've checked SMTWTF so I'm covered pre and afterhours.

There's also one other question related to this issue.  If I can collect the afterhours market stock
data, the only way I can start immediately after the close is to use the 4:01pm starting time. In
Sessions I have to change the Settlement figure to 0 hours to make this work.  If I do that what
happens to the Daily bar collection, does the 0 Hours figure eliminate the Daily collection, or will
it go ahead and collect regardless.?

If anyone has this set up successfully, please let me know what I'm missing.

John