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General question about Empty data from NYSE via Rest API


Konrad

Question

Hi

I've fetched some historic data (MINUTE resolution one of the NYSE epics) using Rest API - I've done it using DEMO account and I've noticed some weird values in pre/after market hours

Data structure:
date,  volume,  openBid,  openAsk,  closeBid,  closeAsk,  highBid,  highAsk,  lowBid,  lowAsk

Eamples:

2023/03/08 00:00:00,320,0,0,0,0,0,0,0,0

2023/03/08 00:04:00,167,8220,0,8220,0,8220,0,8220,0

2023/03/08 00:10:00,1359,0,8233,0,8231,0,8233,0,8231

2023/03/08 00:14:00,1,0,0,0,0,0,0,0,0


all examples above shows that:
- there was a vlume > 0 which indicates that something was traded
but there are missing bid/ask prices (especially in the first example)


so my questions are:
should I expect data from PROD environment to be more reliable?
are you (IG) going to fix these data points somehow in the future?
 

Thanks

K.

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On 24/03/2023 at 02:01, Konrad said:

Hi

I've fetched some historic data (MINUTE resolution one of the NYSE epics) using Rest API - I've done it using DEMO account and I've noticed some weird values in pre/after market hours

Data structure:
date,  volume,  openBid,  openAsk,  closeBid,  closeAsk,  highBid,  highAsk,  lowBid,  lowAsk

Eamples:

2023/03/08 00:00:00,320,0,0,0,0,0,0,0,0

2023/03/08 00:04:00,167,8220,0,8220,0,8220,0,8220,0

2023/03/08 00:10:00,1359,0,8233,0,8231,0,8233,0,8231

2023/03/08 00:14:00,1,0,0,0,0,0,0,0,0


all examples above shows that:
- there was a vlume > 0 which indicates that something was traded
but there are missing bid/ask prices (especially in the first example)


so my questions are:
should I expect data from PROD environment to be more reliable?
are you (IG) going to fix these data points somehow in the future?
 

Thanks

K.

Hi @Konrad

We don't offer shares on API but unable to confirm if that's the reason for the error. Please reach out to webapisupport@ig.com for more assistance. 

All the best, OfentseIG

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