XigniteBATSRealTime FAQs

 

As of 4/18/2013, the trading hours for BATS Exchange are:
 
  • Pre-opening session: 8am - 9:30am Eastern
  • Core trading session: 9:30am - 4pm Eastern
  • Post-close session: 4pm - 5pm Eastern
 
xBATSRealTime returns trade prices executed during any of these sessions and does not distinguish between these trading sessions, as BATS does not indicate in the feed which session a trade was executed in.
 
Note that this behavior is different across our equity APIs:
 
  • xNASDAQLastSale -- Returns trade prices only for the normal trading session
  • xGlobalRealTime and xGlobalQuotes -- Returns trade prices only for the normal trading session.
For more information, you can use the following link to go to the BATS website
 

The fields "PreviousClose" and "PreviousCloseDate" represent the last trade price from the day before. Around 4am each trading day (i.e., a few hours before trading opens), xBATSRealTime and xNASDAQLastSale retrieve the close price for the prior trading day and store it as the previous day close. These values will not be visible in data results until the first trade of the day. Once the first trade is executed for a security, the PreviousClose and PreviousCloseDate fields are filled in and returned with the quote.

Note that PreviousClose represents the official market close (i.e., not just the previous close trade from a given exchange such as BATS or NASDAQ). This is intentional, so that Change/PercentChange reflect the change between the most recent price and the close on the consolidated feed.

If you have any further questions on the PreviousClose data, send your inquiries to support@xignite.com.

BATS trading represents approximately 10%-12% of the market activity. The BATS volume reflects the volume of trades performed only on BATS. So the volume of trades performed on NASDAQ or NYSE is not included in that number. As a result, the BATS trading volume will not match the composite volume of all trades that occurred on all exchanges.  

If you suspect our BATS data might be incorrect, please run a check on the following page on the BATS website against our data before submitting a Support Case. In the box containing the symbol "SPY", update the Symbol to the security/listing in question, then click the magnifying glass icon:

http://www.batstrading.com/bzx/book/SPY/

If you still have questions, you may send an e-mail to support@xignite.com