Missing Time and Sales data

[User1354]

I no longer get any time and sales data for regular trading hours (9:30 AM to 4 PM EST) for any symbols. I only get data for non-regular hours. This started happening only in the last few months. I used to get time and sales data for all hours.

Does anyone know why this happens and how it can be corrected?

[ScottJ]

Hi,

Can you give an example? Or a screenshot? Either would be very helpful.

Thanks.

[User1354]

Attached is a screenshot for some Time and Quotes examples. The examples show the T&Q data for MSFT and INTC for 6/27/2008 and 6/26/2008 respectively. Note that the data stops at 9:34:59 AM in both cases and does not restart until after 16:30:00 PM. This is true for all the symbols that I tried, including futures symbols. It is also true for both Time and Quotes and Time and Sales data.

[ScottJ]

That seems pretty strange. What type of service do you have with us? Perhaps PM your username so I can check your account.

Thanks.

[ScottJ]

I think we may have the answer. You posted a time and quote window that clearly shows the gap. Can you also see the same gap in a time and sales window on your system?

Reason being is that we removed historical bid/ask data from our tick servers several months ago when market volumes spiked to a new level. As a result, we don't store bid/ask data for regular market hours anymore on most servers. We do store pre and post market quotes though (far less volume) hence the gap in the time and quote window you attached.

We do have the ability to point users to a server that still stores b/a data but I should add a caution that the additional data causes the charts to load quite a bit slower. If you do need historical b/a data, please contact Customer Service.

Thanks.

[User1354]

Thank you for your help.

[ScottJ]

Happy to help. You posed a challenging question that took two heads to solve!

Thanks.