To: Aggregated Data Service subscribers

We are writing to inform you of an upcoming update to the dxFeed Aggregated Data Service that will affect the Candle calculation logic. Effective May 25, 2024, daily candles will no longer be updated during the pre-market session, regardless of the value of tho parameter.

Technical details

• For the OHLCV candle type with {=d} and {=d,price=last} parameters, the service will use Summary, Trade, and TimeAndSales Regular Trading Hours (RTH) data. It will no longer use TimeAndSales Extended Traded Hours (ETH) data.
• For the OHLCV candle type with {=d,tho=true} and {=d,price=last,tho=true} parameters, the service will continue to use Summary, Trade, and TimeAndSales RTH data. It will still not use TimeAndSales ETH data.

In summary, the service will no longer use ETH data from TimeAndSales by default (when Summary and Trade are not available) for candles with the {=d} and {=d,price=last} parameters. As a result, daily candles will no longer be updated during the pre-market session regardless of the value of tho parameter.

Effective Date

The changes will be rolled out on May 25, 2024.

Please refer to dxFeed Help Desk if you have any questions or concerns.