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» Most Recent Trade Size
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| Author | Topic: Most Recent Trade Size (7 messages, Page 1 of 1) |
 Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Sep 14, 2015 01:19 PM
Msg. 1 of 7
Today I started subscribing to more symbols. I used the field set:
Symbol,Last,Bid,Ask,Most Recent Trade Size,Message Contents,Most Recent Trade Market Center,Bid Size,Ask Size I noticed at the open I get messages with no 'Most Recent Trade Size' field, for example: Q,SSRI,5.9500,5.5100,6.1600,,ba,5,100,5000, The documentation suggests that this is a directed replacement for 'Incremental Volume'. Quote: 'Only valid for 4.9 protocol. In other protocols, use one or more of the following fields instead: Most Recent Trade Size (direct replacement), Last Size (size of last qualified trade), Extended Trade Size (size of last qualified or Extended Trade).' Which is confusing since it obviously not an incrementing volume. Anyway, should I expect nothing in this field for symbols which have not traded yet? This seems odd given there is a value in the 'Last' field. Edited by Craig on Sep 14, 2015 at 01:24 PM |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Sep 14, 2015 01:26 PM
Msg. 2 of 7
Hello Craig,
This is something we have identified and hope to have corrected later this afternoon. Sorry for the inconvenience. We will get it fixed asap. Tim |
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Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Sep 14, 2015 01:30 PM
Msg. 3 of 7
Hi Tim,
Cheers for that. More info if it helps, it's not just at the open, it's whenever I subscribe to a new symbol. |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Sep 14, 2015 01:31 PM
Msg. 4 of 7
Correct, it is based around the summary message, after it trades the first time the size will fill in.
Tim |
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Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Sep 15, 2015 01:17 PM
Msg. 5 of 7
Still happening today.
Q,MEOH,36.2000,35.6700,37.2000,,ba,5,200,500, Q,PAAS,6.3600,6.3100,6.3900,,ba,5,500,100, Q,GPOR,32.9000,31.5300,34.8500,,ba,5,200,200, |
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LonnieS -King of IQ Development- Posts: 127 Joined: Jun 2, 2004
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Posted: Sep 15, 2015 02:51 PM
Msg. 6 of 7
We are expecting the fix to go LIVE this evening. We decided to postpone the release for a day to allow thorough testing.
Lonnie Shumate Development Manager, IQ Systems Telvent DTN |
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Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Sep 16, 2015 01:29 PM
Msg. 7 of 7
All good today. Thank you.
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