Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"It’s so nice to be working with real professionals!" - Comment from Len
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Level II via TCP Questions
Author Topic: Level II via TCP Questions (3 messages, Page 1 of 1)

PTS
-Interested User-
Posts: 8
Joined: Jun 7, 2004


Posted: Jun 17, 2004 04:40 PM          Msg. 1 of 3
I tried to follow your instructions on how to get the Nasdaq code definitions by clicking on the www.nasdaq.com link you supplied.

"Note: Please use the information from www.nasdaq.com to decode the Reason and Condition codes."

1. The www.nasdaq.com link is incorrect and points to "http://www.nasdaw.com/" which is clearly not correct.

I looked at www.nasdaq.com for quite a while and could not find the code definitions.

1. Can you supply the Reason Code definitions?
2. Can you supply the Condition Code definitions?
3. Can you explain what the Source ID's is?

Or supply the exact nasdaq.com links.

Thanks

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jun 18, 2004 08:38 PM          Msg. 2 of 3
Until I can dig a bit further, this information is from the DTN.IQ manual:

http://www.dtniq.com/product/help/v2.4/level2/index.cfm#_Level_ll_Data_Description

Jay Froscheiser
DTN Market Access, LLC.

PTS
-Interested User-
Posts: 8
Joined: Jun 7, 2004


Posted: Jun 22, 2004 07:26 AM          Msg. 3 of 3
According to the Level II TCP/IP documentation after the date field and time fields are:
Reason Code, Condition Code, Source ID

Here are some sample Level II TCP/IP data lines:
U,DELL,BRUT,34.6,35.45,1000,900,08:09:04,2004-06-22,20,52,5
U,DELL,AMEX,24.6,44.72,100,100,08:09:08,2004-06-22,20,52,6
U,DELL,ARCX,34.62,35.77,3000,500,08:11:02,2004-06-22,20,52,11
U,DELL,AMEX,24.62,44.72,100,100,08:11:06,2004-06-22,20,52,6

It looks to me like the codes following the date field are numbers.
The link you provided to obtain the definitions of the reason and condition codes
show Letters not Numbers for the Codes.

Am I missing something?

Also, I didn't see any Source ID definitions in the link.
 

 

Time: Thu April 25, 2024 10:42 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003