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Improper field label in stream client #312

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alienbrett opened this issue May 29, 2022 · 1 comment
Open

Improper field label in stream client #312

alienbrett opened this issue May 29, 2022 · 1 comment

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@alienbrett
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When subscribing to futures options, it seems that tda-api is re-labelling stream messages incorrectly.

For example:

  1. subscribe to receive level one futures option quotes for ticker "./OZFU22P113" (/ZFU22 is the underlyer)
  2. examine API response

I see something like

{
    "key": "./OZFU22P113",
    "delayed": false,
    "BID_PRICE": 0.8047,
    "BID_SIZE": 715,
    "ASK_ID": 63,
    "BID_ID": 63,
    "QUOTE_TIME": 1653685200058,
    "CLOSE_PRICE": 0.8594,
    "EXCHANGE_ID": 63,
    "DESCRIPTION": "5-Year U.S. Treasury Note Options",
    "OPEN_PRICE": 1638,
    "NET_CHANGE": 6.3203,
    "FUTURE_PERCENT_CHANGE": 0.0078,
    "EXCHANGE_NAME": 7.8125,
    "SECURITY_STATUS": 1000,
    "OPEN_INTEREST": 0.8594,
    "MARK": "/ZFU22",
    "TICK": 113,
    "TICK_AMOUNT": 1661486400000
}

Clearly "MARK" column is swapped with the underlyer, and "OPEN_PRICE" and "EXCHANGE_NAME" are labelled wrong.

It's not clear to me what the proper labelling should be, but I thought I should make this known

@alexgolec
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Thanks for pointing this out, this is important to change.

Can you please provide some more information about this issue, most importantly demonstration code? Here's a listing of the information that would be most helpful:

https://tda-api.readthedocs.io/en/latest/help.html#provide-adequate-information

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