... and EndOfDay data
Hi,
We are retrieving intraday/end-of-day/depth prices for the same instrument list and time interval (11th of June)
As we were not getting data from the intraday-data access, we had a look at its related Notes file, that indicated that some of the instruments from that list were inactive (i.e. ALFAA.MX)
Manifest: #RIC,Domain,Start,End,Status,Count
Manifest: ALFAA.MX,Market Price,,,Inactive,0
Manifest: CREAL.MX,Market Price,,,Inactive,0
Manifest: EUR2WV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: EUR3WV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: EURMXN=,Market Price,2018-06-10T22:20:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,196
Manifest: EURMXNTNV=,Market Price,2018-06-11T05:45:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,195
Manifest: EURTNV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: FHIPO14.MX,Market Price,,,Inactive,0
Manifest: FUNO11.MX,Market Price,,,Inactive,0
Manifest: LABB.MX,Market Price,,,Inactive,0
Manifest: MEGACPO.MX,Market Price,,,Inactive,0
Manifest: MXN2MV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: MXN2WV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: MXN3MV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: MXN3WV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: MXN=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: MXNONV=,Market Price,2018-06-11T06:45:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,182
Manifest: MXNSNV=,Market Price,2018-06-10T23:45:00.000000000Z,2018-06-11T21:00:00.000000000Z,Active,256
Manifest: MXNSWV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,288
Manifest: MXNTNV=,Market Price,2018-06-10T22:00:00.000000000Z,2018-06-11T21:55:00.000000000Z,Active,287
Despite some of instruments seemed to be inactive, we retrieved end-of-day and market depth data for them and within the same time interval.
Taking the symbol ALFAA.MX as an example:
End-of-day prices
RIC,Open,High,Low,Volume,Universal Close Price,Trade Date,Trading Status
ALFAA.MX,20.88,21.28,20.47,7708645,21.14,11/06/2018,1
CREAL.MX,22.9,23.49,22.7,622590,23.28,11/06/2018,1
EUR2WV=,1.178546,1.183065,1.178145,,1.179357,11/06/2018,1
EUR3WV=,1.179549,1.184066,1.179147,,1.180333,11/06/2018,1
EURMXN=,23.9783,24.274,23.9399,,24.266,11/06/2018,1
EURMXNTNV=,23.972242,24.26712,23.937714,,24.245119,11/06/2018,1
EURTNV=,1.17732,1.181823,1.176915,,1.178126,11/06/2018,1
FHIPO14.MX,15.79,16.19,15.73,753436,16.01,11/06/2018,1
FUNO11.MX,27.9,27.97,27.82,17177658,27.95,11/06/2018,1
LABB.MX,16.67,16.9,16.51,3172784,16.61,11/06/2018,1
MEGACPO.MX,84.89,86.43,84.75,177882,85.77,11/06/2018,1
MXN2MV=,20.5238,20.8064,20.4736,,20.7901,11/06/2018,1
MXN2WV=,20.3639,20.6471,20.3159,,20.6283,11/06/2018,1
MXN3MV=,20.6245,20.9126,20.5676,,20.8962,11/06/2018,1
MXN3WV=,20.39,20.6744,20.3422,,20.65,11/06/2018,1
MXN=,20.3175,20.599,20.2678,,20.588,11/06/2018,1
MXNONV=,20.2984,20.5907,20.261,,20.5742,11/06/2018,1
MXNSNV=,20.3348,20.6021,20.2716,,20.5846,11/06/2018,1
MXNSWV=,20.341,20.6231,20.2928,,20.6065,11/06/2018,1
MXNTNV=,20.3132,20.5948,20.2649,,20.5783,11/06/2018,1
Market-depth prices
#RIC,Domain,Date-Time,GMT Offset,Type,L1-BidPrice,L1-BidSize,L1-AskPrice,L1-AskSize
ALFAA.MX,Market Price,2018-06-11T08:45:31.350936961Z,-5,Normalized LL2,,,,
ALFAA.MX,Market Price,2018-06-11T10:32:45.651010060Z,-5,Normalized LL2,20.2,2200,,
ALFAA.MX,Market Price,2018-06-11T10:32:45.651113484Z,-5,Normalized LL2,20.2,2200,20.97,3057
ALFAA.MX,Market Price,2018-06-11T13:00:00.456208155Z,-5,Normalized LL2,20.2,2200,20.95,3000
ALFAA.MX,Market Price,2018-06-11T13:00:02.780010152Z,-5,Normalized LL2,20.25,8000,20.95,3000
ALFAA.MX,Market Price,2018-06-11T13:00:03.512449553Z,-5,Normalized LL2,20.6,57,20.95,3000
ALFAA.MX,Market Price,2018-06-11T13:03:00.119452016Z,-5,Normalized LL2,20.7,150,20.95,3000
ALFAA.MX,Market Price,2018-06-11T13:03:20.971553487Z,-5,Normalized LL2,20.73,483,20.95,3000
ALFAA.MX,Market Price,2018-06-11T13:22:28.678681430Z,-5,Normalized LL2,20.74,1500,20.95,3000
Any idea about what is happening?
Thanks,
Regards,
Ricardo
