This project has moved and is read-only. For the latest updates, please go here.

Market Bar Subscriptions start_time and end_time options not being honoured

Aug 30, 2013 at 4:52 PM
Admittedly I've not tested on a live terminal, but I would've expected the following subscription to stop collecting date once it was outside the start_time and end_time window.
List<string> options = new string[] { "start_time=16:22","end_time=16:23" }.ToList(); 
slist.Add(new Subscription("IBM US EQUITY", MarketDataRequest._fields, options));
Have I misunderstood this option or is it not implemented in the emulator? I suspect the latter, I should be able to update this thread next week as I'll have access to a live terminal again.
Coordinator
Aug 30, 2013 at 5:26 PM
In my testing, the market data provider simply ignores the "start_time" and "end_time" options. The only options I know of that you can include in a subscription option are the interval option and an option to delay the quotes. The only mention of a "start_time" option I can find in the documentation (v 2.4) involves the Custom VWAP service and the Market Bar Subscription service.

If I had to guess why Bloomberg wouldn't support these options, it'd be that they are simple to implement on the requesting side. You could use a System.Threading.Timer to call the StartAsync() method to start the subscription, and set a second Timer to call the Cancel() method to stop the subscription. Implementing an interval option is more complicated on the other hand, and maybe that's why they support it. I'm only guessing.