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| =================================================================================================== | |
| Long story short, because real time market data on call strikes for TWTR are being delayed at 930am | |
| (and only TWTR), I can't place any orders at market open for that symbol | |
| =================================================================================================== | |
| I marked the rows with an x | |
| where my collector code started before 09:30:00 (DATE and TIME column) | |
| AND the first timestamp (TMES) inserted into the db is not 1800 or 1801, indicating 09:30:00 or 09:30:01 | |
| Real time market data on call strikes starts flowing at 09:30:00 | |
| TMES is the number of seconds after 9am | |
| TMEM is the microsecond part of the timestamp | |
| Note all the x's are TWTR | |
| Why is TWTR real time market data on call strikes delayed at 930am but the others all start on time? <======== | |
| And it's consistent, TWTR never starts at 930am | |
| Subtract 1800 from the TMES time to get the number of secs delay after 930am until I started receiving data | |
| The lowest delay for TWTR below is 18 secs, the highest delay is 289 secs | |
| RUN SYM DATE TIME EXPDT TMES TMEM UASK ULST SBID STRK | |
| ----------- ----- ---------- --------------- ---------- ------ ----------- --------- --------- --------- --------- | |
| x 866 TWTR 04/08/2021 09.29.01.838834 04/16/2021 1943 481197 69.64 69.57 3.90 66.00 | |
| 867 SPY 04/09/2021 09.28.02.231881 04/12/2021 1800 56625 408.40 408.40 1.62 408.00 | |
| 868 SPY 04/09/2021 09.28.02.244062 04/14/2021 1800 53190 408.40 408.40 2.32 408.00 | |
| 869 SPY 04/09/2021 09.28.02.246284 04/16/2021 1800 53307 408.40 408.40 13.78 395.00 | |
| 870 AMD 04/09/2021 09.28.22.073823 04/16/2021 1800 654833 82.76 82.77 2.55 80.00 | |
| 871 TSLA 04/09/2021 09.28.42.064543 04/16/2021 1800 159756 678.09 678.11 44.40 640.00 | |
| x 872 TWTR 04/09/2021 09.29.02.174370 04/16/2021 1819 893693 70.57 70.53 1.45 67.00 | |
| 885 AMD 04/12/2021 09.28.21.817683 04/16/2021 1800 161381 82.24 82.13 0.62 82.00 | |
| 886 TSLA 04/12/2021 09.28.41.991212 04/16/2021 1800 265107 685.80 685.76 28.35 665.00 | |
| x 887 TWTR 04/12/2021 09.29.02.503191 04/16/2021 1947 346576 70.84 70.86 1.60 67.00 | |
| 892 TSLA 04/13/2021 09.28.41.533627 04/16/2021 1800 100065 712.61 712.55 41.40 675.00 | |
| x 893 TWTR 04/13/2021 09.29.01.937464 04/16/2021 1923 874888 71.51 71.50 1.76 67.50 | |
| 898 SPY 04/14/2021 09.28.01.560324 04/16/2021 1800 129179 412.83 412.85 2.91 411.00 | |
| 899 SPY 04/14/2021 09.28.01.572993 04/19/2021 1800 129101 412.83 412.85 2.62 412.00 | |
| 900 SPY 04/14/2021 09.28.01.575368 04/21/2021 1800 129289 412.83 412.85 3.18 412.00 | |
| 901 AMD 04/14/2021 09.28.21.521098 04/16/2021 1800 131037 80.00 79.83 2.25 76.50 | |
| 902 TSLA 04/14/2021 09.28.41.651929 04/16/2021 1800 130521 770.79 770.61 27.75 750.00 | |
| x 903 TWTR 04/14/2021 09.29.01.510413 04/16/2021 2024 677606 72.63 72.50 1.64 71.50 | |
| 904 SPY 04/15/2021 09.28.02.327893 04/16/2021 1800 89447 413.77 413.77 1.80 413.00 | |
| 905 SPY 04/15/2021 09.28.02.338124 04/19/2021 1800 89490 413.77 413.77 8.94 405.00 | |
| 906 SPY 04/15/2021 09.28.02.340323 04/21/2021 1800 89084 413.77 413.77 4.25 411.00 | |
| 907 AMD 04/15/2021 09.28.22.130425 04/23/2021 1800 390546 80.37 80.33 3.05 76.00 | |
| 908 TSLA 04/15/2021 09.28.42.260207 04/23/2021 1800 193475 743.46 743.50 52.35 700.00 | |
| x 909 TWTR 04/15/2021 09.29.02.126519 04/23/2021 1960 371023 70.52 70.52 0.50 68.50 | |
| 910 SPY 04/16/2021 09.28.02.452455 04/19/2021 1800 63369 417.25 417.24 1.46 417.00 | |
| 911 SPY 04/16/2021 09.28.02.464772 04/21/2021 1800 190189 417.25 417.24 15.24 402.00 | |
| 912 SPY 04/16/2021 09.28.02.466379 04/23/2021 1800 63083 417.25 417.24 2.66 417.00 | |
| 913 AMD 04/16/2021 09.28.22.457205 04/23/2021 1800 197158 83.31 83.31 1.70 83.50 | |
| 914 TSLA 04/16/2021 09.28.42.387778 04/23/2021 1800 191196 729.65 729.25 29.50 715.00 | |
| x 915 TWTR 04/16/2021 09.29.02.368893 04/23/2021 2012 352830 71.86 71.79 0.90 71.50 | |
| 916 SPY 04/19/2021 09.28.02.532163 04/21/2021 1800 72881 416.26 416.21 15.25 401.00 | |
| 917 SPY 04/19/2021 09.28.02.542927 04/23/2021 1800 72835 416.26 416.21 13.91 402.50 | |
| 918 SPY 04/19/2021 09.28.02.544450 04/26/2021 1800 73261 416.26 416.21 16.46 400.00 | |
| 919 AMD 04/19/2021 09.28.22.459573 04/23/2021 1800 170757 82.16 82.15 2.45 79.00 | |
| 920 TSLA 04/19/2021 09.28.42.457211 04/23/2021 1800 172622 719.98 719.69 25.20 710.00 | |
| x 921 TWTR 04/19/2021 09.29.02.322774 04/23/2021 1978 615047 69.56 69.46 0.06 69.50 | |
| 922 SPY 04/20/2021 09.28.02.380940 04/21/2021 1800 134232 413.91 413.89 8.02 406.00 | |
| 923 SPY 04/20/2021 09.28.02.394206 04/23/2021 1800 134101 413.91 413.89 16.48 397.50 | |
| 924 SPY 04/20/2021 09.28.02.396379 04/26/2021 1800 134255 413.91 413.89 11.41 403.00 | |
| 925 AMD 04/20/2021 09.28.21.960731 04/23/2021 1800 226049 80.83 80.83 3.00 77.00 | |
| 926 TSLA 04/20/2021 09.28.41.954094 04/23/2021 1800 123727 717.43 717.49 26.70 702.50 | |
| x 927 TWTR 04/20/2021 09.29.01.825897 04/23/2021 1861 396308 68.01 68.00 0.81 67.50 | |
| 928 AMD 04/26/2021 09.28.21.547356 04/30/2021 1800 638094 83.43 83.38 2.00 81.50 | |
| 929 TSLA 04/26/2021 09.28.41.539491 04/30/2021 1800 137038 741.07 741.03 43.85 707.50 | |
| x 930 TWTR 04/26/2021 09.29.01.473872 04/30/2021 1909 920780 66.65 66.62 4.05 63.00 | |
| 931 SPY 04/27/2021 09.28.02.071147 04/30/2021 1800 87935 417.93 417.92 15.98 402.00 | |
| 932 AMD 04/27/2021 09.28.22.139972 04/30/2021 1800 188174 85.70 85.65 3.50 82.50 | |
| 933 TSLA 04/27/2021 09.28.41.995068 04/30/2021 1800 91005 718.24 718.00 47.40 675.00 | |
| x 934 TWTR 04/27/2021 09.29.02.080722 04/30/2021 2024 821483 67.42 67.39 2.50 64.50 | |
| 936 SPY 04/28/2021 09.28.01.750993 04/30/2021 1800 78242 417.83 417.83 16.71 401.00 | |
| 937 AMD 04/28/2021 09.28.21.832694 04/30/2021 1800 378852 88.87 88.87 3.40 84.50 | |
| 938 TSLA 04/28/2021 09.28.41.670135 04/30/2021 1800 82151 696.99 696.70 41.25 657.50 | |
| x 939 TWTR 04/28/2021 09.29.01.666519 04/30/2021 1956 610136 64.89 64.87 1.05 64.00 | |
| 940 SPY 04/29/2021 09.28.01.956320 05/07/2021 1800 79462 420.32 420.32 4.78 417.50 | |
| 941 AMD 04/29/2021 09.28.21.896241 05/07/2021 1800 482566 84.86 84.66 2.00 84.00 | |
| 942 TSLA 04/29/2021 09.28.42.120774 05/07/2021 1800 184844 699.83 699.51 21.80 697.50 | |
| x 943 TWTR 04/29/2021 09.29.01.724046 05/07/2021 1818 241097 66.95 66.92 2.93 63.50 | |
| 944 SPY 04/30/2021 09.28.02.015176 05/07/2021 1800 111225 417.63 417.65 2.81 416.00 | |
| 945 AMD 04/30/2021 09.28.22.393353 05/07/2021 1800 218263 82.98 82.97 2.80 79.50 | |
| 946 TSLA 04/30/2021 09.28.42.057242 05/07/2021 1800 116641 667.84 667.85 22.40 662.50 | |
| x 947 TWTR 04/30/2021 09.29.01.986072 05/07/2021 1914 656627 56.32 56.22 1.83 54.00 | |
| 1 SPY 05/03/2021 09.28.01.703056 05/07/2021 1800 52200 419.44 419.43 2.67 419.00 | |
| 2 AMD 05/03/2021 09.28.21.627021 05/07/2021 1800 256175 82.02 81.95 4.35 77.50 | |
| 3 TSLA 05/03/2021 09.28.41.770819 05/07/2021 1800 259220 704.50 703.56 25.45 690.00 | |
| x 4 TWTR 05/03/2021 09.29.01.762033 05/07/2021 1889 80224 55.54 55.49 1.64 55.00 | |
| 5 COIN 05/03/2021 09.29.21.714176 05/07/2021 1800 260570 304.00 303.90 13.70 287.50 | |
| 11 SPY 05/04/2021 09.28.01.539733 05/07/2021 1800 133315 416.09 416.07 3.07 415.00 | |
| 12 AMD 05/04/2021 09.28.21.588353 05/07/2021 1800 235109 78.01 78.01 2.60 75.50 | |
| 13 TSLA 05/04/2021 09.28.41.587588 05/07/2021 1800 135897 678.95 678.50 40.65 642.50 | |
| x 14 TWTR 05/04/2021 09.29.01.433393 05/07/2021 1852 705012 55.20 55.13 0.90 52.00 | |
| 15 COIN 05/04/2021 09.29.21.594489 05/07/2021 1800 734204 292.60 292.00 5.50 290.00 | |
| 16 SPY 05/05/2021 09.28.02.485805 05/07/2021 1800 133879 417.42 417.40 2.71 416.00 | |
| 17 AMD 05/05/2021 09.28.22.463085 05/07/2021 1800 733811 79.08 79.05 2.40 74.50 | |
| 18 TSLA 05/05/2021 09.28.42.459576 05/07/2021 1800 135125 681.99 681.87 16.25 677.50 | |
| x 19 TWTR 05/05/2021 09.29.02.435345 05/07/2021 2029 409772 54.92 54.90 0.55 52.00 | |
| 20 COIN 05/05/2021 09.29.22.455081 05/07/2021 1801 237018 285.00 284.94 14.20 270.00 | |
| 22 SPY 05/06/2021 09.28.01.961257 05/14/2021 1800 63919 415.85 415.83 5.00 413.00 | |
| 23 AMD 05/06/2021 09.28.21.872997 05/14/2021 1800 269279 77.66 77.68 3.80 74.00 | |
| 24 TSLA 05/06/2021 09.28.42.005450 05/14/2021 1800 164374 681.03 680.89 36.50 657.50 | |
| x 25 TWTR 05/06/2021 09.29.01.968895 05/14/2021 2089 365350 53.09 53.04 0.20 51.00 | |
| 26 COIN 05/06/2021 09.29.21.884359 05/14/2021 1800 768141 272.44 271.00 17.80 255.00 |
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