To: Subscribers of CTA/UTP, Nasdaq, Cboe, and OTCBB data feeds
To ensure more complete and consistent data publication for IPO events, we plan to update the behavior of the dxFeed API regarding the publication of IPO information at the feed level (CTA/UTP, Nasdaq, Cboe, and OTCBB). This update will be rolled out on March 2nd, 2025 and will enable clients to interpret IPO information more effectively.
Technical details
Currently, when IPO information is published by the feed, we provide an indicative Summary event (DayId=0) where only the PrevDayClosePrice field is filled with the IPO price, while all other fields remain empty or default.
With this change, in addition to the existing Summary event, we will also publish an indicative Trade event for DayId=0. This Trade event will include the following:
- Price: Containing the IPO price.
- Size: Set to NaN as an indicative value.
Effective Date:
The change will take effect on March 2nd, 2025.
Please update your systems accordingly to accommodate this new behavior. If you have any questions or need further assistance, don’t hesitate to contact us via the dxFeed Help Desk.