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md.stat date - inclusive/exclusive of current day

rf8459rf8459 Posts: 2
edited January 2017 in FAQs

Anyone know if you collect CloudQuant md.stat data premarket if the data includes the current day's (regular hours) trading data?

collecting ATR, beta, avol, and want to make sure I am only including data I will have premarket (not the current days reg. market activity)

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Comments

  • shayneshayne Posts: 70

    stat means static - doesn't change during that trading day

    Nothing from the current day should be include, if so it would be a bug

    so, ATR wouldn't include the current trading days market activity in the 21 days range

  • pliebermanplieberman Posts: 10

    Can someone please provide an example of how to get pre and post market b/a quotes? Thanks!

  • shayneshayne Posts: 70

    Paul -

    Can be accessed from the md.L1 object md.L1.bid and md.L1.ask. Time of day doesn't matter

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