Hello,
I’ve noticed that when querying snapshot data, I often see about a dozen or more results that do not include a latestTrade in the response. They do however include a latestQuote. Can someone explain what the reason for this might be? The documentation for Snapshot doesn’t seem to indicate that latestTrade is optional. Is latestTrade time-bound or something?
Here are a couple examples:
Found snapshot but no latest trade for {
symbol: 'DYNI',
LatestQuote: {
AskPrice: 31.02,
AskSize: 1,
AskExchange: 'V',
BidPrice: 20.66,
BidSize: 1,
BidExchange: 'V',
Conditions: [ 'R' ],
Timestamp: '2023-11-17T20:59:55.034471432Z',
Tape: 'C'
},
Symbol: 'DYNI'
}
Found snapshot but no latest trade for {
symbol: 'UPGR',
LatestQuote: {
AskPrice: 0,
AskSize: 0,
AskExchange: 'V',
BidPrice: 0,
BidSize: 0,
BidExchange: 'V',
Conditions: [ 'R' ],
Timestamp: '2023-11-01T19:50:00.286799418Z',
Tape: 'C'
},
Symbol: 'UPGR'
}