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damarcant has contributed to 8 posts out of 18252 total posts (0.04%) in 69 days (0.12 posts per day).

20 Most recent posts:
Data and Content Support » Trade types Oct 16, 2017 06:29 AM (Total replies: 6)

Hello,

I can see that when I request real time trades, there is a field named "Message Contents" that can have different values. Some of these values are the following:

C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.

I understand C and E values, but I was wondering why some trades are classified as O. Is there any reason for this? When is a trade considered as O?

Thank you

IQFeed Developer Support » Trade Market Center values Oct 11, 2017 10:10 AM (Total replies: 1)

Hello,

I am obtaining data with HTT command. One of the fields is "Trade Market Center", which is a number.

Where can I get the name of the market center for each number?

Thank you

IQFeed Developer Support » Trade Market Center values Oct 11, 2017 10:10 AM (Total replies: 1)

Hello,

I am obtaining data with HTT command. One of the fields is "Trade Market Center", which is a number.

Where can I get the name of the market center for each number?

Thank you

Data and Content Support » Divergences in volume Oct 6, 2017 06:15 AM (Total replies: 9)

Thank you very much for your support Tim.

Data and Content Support » Divergences in volume Oct 5, 2017 07:09 AM (Total replies: 9)

If I set the Message Contents field in the command as following:

S,SELECT UPDATE FIELDS,Trade Time,Last,Incremental Volume,TickID,Exchange ID,Trade Market Center,Extended Trading Last,Message Contents

I get an error message "E,Message Contents is not a valid fieldset field.,"

Am I doing something wrong?

Thank you

Data and Content Support » Divergences in volume Oct 5, 2017 01:38 AM (Total replies: 9)

Sorry Tim, you are right.

I supposed that ticks tagged with "O" where the ones with less than 100 of volume.

If you filter trades based on the volume (less than 100) you get 45685, but if you filter by the "O" tag, you get 45385.

So my new question is the following.

I am creating one minute candles based on a Level 1 stream that gives me the trade ticks using the command "S,SELECT UPDATE FIELDS,Trade Time,Last,Incremental Volume,TickID,Exchange ID,Trade Market Center,Extended Trading Last"

In real time, I have no way to know if the tick is "O" type because I can´t see any field with this information, so I am filtering ticks with a volume less than 100, and that is why I get volume divergences with history data.

Is there a way to filter those ticks tagged in historoy data with "O" in the real time stream?

Thank you

Data and Content Support » Divergences in volume Oct 4, 2017 06:13 AM (Total replies: 9)

For instance, let us take the following one minute candle for AAPL that has been retrieved using the HIT command.

ny_date_time,open,high,low,close,volume
2017-10-02 15:40,153.6900,153.7400,153.6900,153.7309,45385


If I then request the trade ticks for the same candle using the HTT command, I get the following list.

ny_datetime,bid,ask,last,last-size,total volume, basis for last, tickid
2017-10-02 15:39:00,153.6900,153.7000,153.7000,25,15609357,O,2144
2017-10-02 15:39:00,153.6900,153.7000,153.6999,75,15609432,O,27751
2017-10-02 15:39:00,153.6900,153.7000,153.6900,100,15609532,C,13624
2017-10-02 15:39:00,153.6900,153.7000,153.6900,100,15609632,C,13625
2017-10-02 15:39:00,153.6900,153.7000,153.6900,180,15609812,C,13626
2017-10-02 15:39:02,153.6900,153.7000,153.6950,40,15609852,O,27752
2017-10-02 15:39:02,153.6900,153.7000,153.6944,100,15609952,C,27753
2017-10-02 15:39:02,153.6900,153.7000,153.7000,1,15609953,O,3725
2017-10-02 15:39:03,153.6900,153.7000,153.6944,200,15610153,C,4363
2017-10-02 15:39:03,153.6900,153.7000,153.6925,2,15610155,O,27754
2017-10-02 15:39:04,153.6900,153.7000,153.6910,35,15610190,O,27755
2017-10-02 15:39:05,153.6900,153.7000,153.7000,52,15610242,O,30874
2017-10-02 15:39:06,153.6900,153.7000,153.6927,20,15610262,O,27756
2017-10-02 15:39:06,153.6900,153.7000,153.6901,40,15610302,O,27757
2017-10-02 15:39:06,153.6900,153.7000,153.6950,40,15610342,O,27758
2017-10-02 15:39:08,153.6900,153.7000,153.6900,100,15610442,C,3111
2017-10-02 15:39:09,153.6900,153.7000,153.6950,50,15610492,O,27759
2017-10-02 15:39:11,153.6900,153.7000,153.6900,27,15610519,O,27760
2017-10-02 15:39:14,153.6900,153.7000,153.6988,59,15610578,O,27761
2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15610678,C,3112
2017-10-02 15:39:15,153.6900,153.7000,153.7000,199,15610877,C,3726
2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15610977,C,1182
2017-10-02 15:39:15,153.6900,153.7000,153.7000,649,15611626,C,27762
2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15611726,C,2145
2017-10-02 15:39:15,153.6900,153.7000,153.7000,2,15611728,O,4364
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15611828,C,30875
2017-10-02 15:39:15,153.7000,153.7100,153.7000,50,15611878,O,30876
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15611978,C,30877
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612078,C,30878
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612178,C,13627
2017-10-02 15:39:15,153.7000,153.7100,153.7000,200,15612378,C,13628
2017-10-02 15:39:15,153.7000,153.7100,153.7000,80,15612458,O,13629
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612558,C,13436
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612658,C,14732
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612758,C,13437
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612858,C,14733
2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612958,C,13438
2017-10-02 15:39:16,153.7000,153.7100,153.7100,50,15613008,O,30879
2017-10-02 15:39:16,153.7000,153.7100,153.7100,50,15613058,O,30880
2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15613158,C,3113
2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15613258,C,13439
2017-10-02 15:39:16,153.7000,153.7100,153.7100,650,15613908,C,27763
2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15614008,C,2146
2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614108,C,30881
2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614208,C,30882
2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614308,C,30883
2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614408,C,13440
2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614508,C,14734
2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614608,C,13630
2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614708,O,27764
2017-10-02 15:39:17,153.7100,153.7200,153.7199,52,15614760,O,27765
2017-10-02 15:39:18,153.7100,153.7200,153.7200,10,15614770,O,30884
2017-10-02 15:39:18,153.7100,153.7200,153.7200,90,15614860,O,30885
2017-10-02 15:39:18,153.7100,153.7200,153.7150,37,15614897,O,13441
2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15615197,C,27766
2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15615297,C,13442
2017-10-02 15:39:19,153.7100,153.7200,153.7100,53,15615350,O,27767
2017-10-02 15:39:19,153.7100,153.7200,153.7145,100,15615450,C,27768
2017-10-02 15:39:19,153.7100,153.7200,153.7150,163,15615613,C,27769
2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15615713,C,13631
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15615813,C,3114
2017-10-02 15:39:19,153.7100,153.7200,153.7150,100,15615913,C,27770
2017-10-02 15:39:19,153.7100,153.7200,153.7100,600,15616513,C,2147
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15616613,C,30886
2017-10-02 15:39:19,153.7100,153.7200,153.7100,14,15616627,O,30887
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15616727,C,30888
2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15617027,C,30889
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617127,C,14735
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617227,C,13443
2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15617427,C,14736
2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15617727,C,30890
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617827,C,30891
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617927,C,13444
2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15618127,C,14737
2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15618327,C,14738
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618427,C,13632
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618527,C,13633
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618627,C,13634
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618727,C,1056
2017-10-02 15:39:19,153.7100,153.7200,153.7100,20,15618747,O,13635
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618847,C,13636
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618947,C,13637
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619047,C,13638
2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15619247,C,30892
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619347,C,30893
2017-10-02 15:39:19,153.7100,153.7200,153.7100,53,15619400,O,30894
2017-10-02 15:39:19,153.7100,153.7200,153.7100,47,15619447,O,30895
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619547,C,14739
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619647,C,13639
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619747,C,13640
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619847,C,13641
2017-10-02 15:39:19,153.7100,153.7200,153.7124,100,15619947,C,27771
2017-10-02 15:39:19,153.7100,153.7200,153.7127,300,15620247,C,27772
2017-10-02 15:39:19,153.7100,153.7200,153.7127,300,15620547,C,27773
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620647,C,27774
2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15620747,C,3115
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620847,C,27775
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620947,C,27776
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15621047,C,27777
2017-10-02 15:39:19,153.7100,153.7200,153.7127,200,15621247,C,27778
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15621347,C,27779
2017-10-02 15:39:19,153.7100,153.7200,153.7127,53,15621400,O,27780
2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15621500,C,13445
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621600,C,3116
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621700,C,3727
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621800,C,3728
2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621900,C,13642
2017-10-02 15:39:19,153.7100,153.7200,153.7100,3,15621903,O,13643
2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15622003,C,3729
2017-10-02 15:39:19,153.7100,153.7200,153.7100,97,15622100,O,13644
2017-10-02 15:39:19,153.7100,153.7200,153.7100,3,15622103,O,13645
2017-10-02 15:39:19,153.7100,153.7200,153.7150,100,15622203,C,1057
2017-10-02 15:39:19,153.7100,153.7200,153.7126,47,15622250,O,27781
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622350,C,27782
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622450,C,27783
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622550,C,27784
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622650,C,27785
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622750,C,27786
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622850,C,27787
2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622950,C,27788
2017-10-02 15:39:19,153.7100,153.7200,153.7126,3,15622953,O,27789
2017-10-02 15:39:19,153.7100,153.7200,153.7127,3,15622956,O,27790
2017-10-02 15:39:19,153.7100,153.7200,153.7127,97,15623053,O,27791
2017-10-02 15:39:19,153.7000,153.7100,153.7100,37,15623090,O,30896
2017-10-02 15:39:19,153.7000,153.7100,153.7100,100,15623190,C,13446
2017-10-02 15:39:19,153.7000,153.7100,153.7100,116,15623306,C,30897
2017-10-02 15:39:19,153.7000,153.7100,153.7150,100,15623406,C,27792
2017-10-02 15:39:20,153.7000,153.7100,153.7140,100,15623506,C,27793
2017-10-02 15:39:21,153.7100,153.7200,153.7100,100,15623606,C,30898
2017-10-02 15:39:23,153.7100,153.7200,153.7153,100,15623706,C,27794
2017-10-02 15:39:23,153.7100,153.7200,153.7199,10,15623716,O,27795
2017-10-02 15:39:24,153.7100,153.7200,153.7100,44,15623760,O,30899
2017-10-02 15:39:26,153.7100,153.7200,153.7200,10,15623770,O,27796
2017-10-02 15:39:26,153.7100,153.7200,153.7101,2,15623772,O,27797
2017-10-02 15:39:27,153.7100,153.7200,153.7101,20,15623792,O,27798
2017-10-02 15:39:27,153.7100,153.7200,153.7199,8,15623800,O,27799
2017-10-02 15:39:28,153.7200,153.7300,153.7200,19,15623819,O,3730
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15623919,C,30900
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624019,C,30901
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624119,C,30902
2017-10-02 15:39:28,153.7200,153.7300,153.7200,200,15624319,C,30903
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624419,C,2148
2017-10-02 15:39:28,153.7200,153.7300,153.7200,35,15624454,O,13447
2017-10-02 15:39:28,153.7200,153.7300,153.7200,210,15624664,C,30904
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624764,C,30905
2017-10-02 15:39:28,153.7200,153.7300,153.7200,500,15625264,C,30906
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15625364,C,14740
2017-10-02 15:39:28,153.7200,153.7300,153.7200,65,15625429,O,13448
2017-10-02 15:39:28,153.7200,153.7300,153.7200,5,15625434,O,13646
2017-10-02 15:39:28,153.7200,153.7300,153.7200,195,15625629,C,13647
2017-10-02 15:39:28,153.7200,153.7300,153.7200,105,15625734,C,13648
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15625834,C,27800
2017-10-02 15:39:28,153.7200,153.7300,153.7200,2000,15627834,C,4365
2017-10-02 15:39:28,153.7200,153.7300,153.7300,100,15627934,C,13449
2017-10-02 15:39:28,153.7200,153.7300,153.7300,100,15628034,C,13450
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628134,C,30907
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628234,C,30908
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628334,C,30909
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628434,C,30910
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628534,C,30911
2017-10-02 15:39:28,153.7200,153.7300,153.7100,56,15628590,O,30912
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628690,C,30913
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628790,C,30914
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628890,C,30915
2017-10-02 15:39:28,153.7200,153.7300,153.7100,44,15628934,O,30916
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629034,C,3731
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629134,C,14741
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629234,C,2149
2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629334,C,13451
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629434,C,13452
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629534,C,13453
2017-10-02 15:39:28,153.7200,153.7300,153.7100,15,15629549,O,13454
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629649,C,13455
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629749,C,13456
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629849,C,13457
2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629949,C,14742
2017-10-02 15:39:28,153.7200,153.7300,153.7100,200,15630149,C,14743
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630249,C,14744
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630349,C,14745
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630449,C,14746
2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630549,C,27801
2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630649,C,27802
2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630749,C,27803
2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630849,C,27804
2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630949,C,27805
2017-10-02 15:39:28,153.7100,153.7200,153.7100,600,15631549,C,3117
2017-10-02 15:39:28,153.7100,153.7200,153.7150,200,15631749,C,13458
2017-10-02 15:39:28,153.7100,153.7200,153.7150,85,15631834,O,13459
2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15631934,C,13649
2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15632034,C,13650
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632134,C,13651
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632234,C,13652
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632334,C,13653
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632434,C,13654
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632534,C,13655
2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632634,C,13460
2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15632734,C,3118
2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15632834,C,27806
2017-10-02 15:39:31,153.7100,153.7200,153.7160,19,15632853,O,27807
2017-10-02 15:39:32,153.7100,153.7200,153.7200,100,15632953,C,13461
2017-10-02 15:39:32,153.7100,153.7200,153.7150,400,15633353,C,27808
2017-10-02 15:39:33,153.7100,153.7200,153.7163,67,15633420,O,4366
2017-10-02 15:39:33,153.7100,153.7200,153.7200,25,15633445,O,13656
2017-10-02 15:39:35,153.7100,153.7200,153.7200,7,15633452,O,30917
2017-10-02 15:39:35,153.7300,153.7400,153.7200,193,15633645,C,30918
2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15633745,C,30919
2017-10-02 15:39:35,153.7300,153.7400,153.7200,7,15633752,O,30920
2017-10-02 15:39:35,153.7300,153.7400,153.7200,93,15633845,O,30921
2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15633945,C,14747
2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15634045,C,14748
2017-10-02 15:39:35,153.7300,153.7400,153.7300,10,15634055,O,30922
2017-10-02 15:39:35,153.7300,153.7400,153.7300,6,15634061,O,30923
2017-10-02 15:39:35,153.7300,153.7400,153.7300,90,15634151,O,30924
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634251,C,30925
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634351,C,30926
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634451,C,30927
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634551,C,2150
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634651,C,30928
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634751,C,30929
2017-10-02 15:39:35,153.7300,153.7400,153.7300,94,15634845,O,30930
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634945,C,13462
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15635045,C,13463
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15635145,C,13657
2017-10-02 15:39:35,153.7300,153.7400,153.7300,800,15635945,C,13658
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15636045,C,13659
2017-10-02 15:39:35,153.7300,153.7400,153.7300,6,15636051,O,30931
2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15636151,C,27809
2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636251,C,30932
2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636351,C,30933
2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636451,C,30934
2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636551,C,30935
2017-10-02 15:39:35,153.7300,153.7400,153.7400,400,15636951,C,30936
2017-10-02 15:39:35,153.7300,153.7400,153.7400,10,15636961,O,30937
2017-10-02 15:39:35,153.7300,153.7400,153.7400,63,15637024,O,30938
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637124,C,27810
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637224,C,13660
2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15637324,C,3119
2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15637424,C,13464
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637524,C,13465
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637624,C,13466
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637724,C,13661
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637824,C,13662
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637924,O,27811
2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15638024,C,30939
2017-10-02 15:39:36,153.7300,153.7400,153.7355,17,15638041,O,27812
2017-10-02 15:39:36,153.7300,153.7400,153.7300,100,15638141,C,3120
2017-10-02 15:39:36,153.7300,153.7400,153.7300,100,15638241,C,3121
2017-10-02 15:39:37,153.7300,153.7400,153.7400,15,15638256,O,13467
2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638356,C,30940
2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638456,C,30941
2017-10-02 15:39:37,153.7400,153.7500,153.7400,1,15638457,O,14749
2017-10-02 15:39:37,153.7400,153.7500,153.7400,250,15638707,C,14750
2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638807,C,13663
2017-10-02 15:39:37,153.7400,153.7500,153.7399,1,15638808,O,27813
2017-10-02 15:39:37,153.7400,153.7500,153.7399,250,15639058,C,27814
2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639158,C,27815
2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639258,C,27816
2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639358,C,27817
2017-10-02 15:39:37,153.7400,153.7500,153.7400,1449,15640807,C,27818
2017-10-02 15:39:37,153.7400,153.7500,153.7400,39,15640846,O,4367
2017-10-02 15:39:38,153.7300,153.7400,153.7400,200,15641046,C,30942
2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641146,C,30943
2017-10-02 15:39:38,153.7300,153.7400,153.7400,200,15641346,C,14751
2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641446,C,14752
2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641546,C,14753
2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641646,C,14754
2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641746,C,13468
2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641846,C,3122
2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15641946,C,3732
2017-10-02 15:39:38,153.7300,153.7400,153.7300,37,15641983,O,1183
2017-10-02 15:39:38,153.7300,153.7400,153.7300,261,15642244,C,3123
2017-10-02 15:39:38,153.7300,153.7400,153.7300,139,15642383,C,3124
2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642483,C,3733
2017-10-02 15:39:38,153.7300,153.7400,153.7300,57,15642540,O,13664
2017-10-02 15:39:38,153.7300,153.7400,153.7300,254,15642794,C,1184
2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642894,C,1185
2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642994,C,13469
2017-10-02 15:39:39,153.7300,153.7400,153.7300,100,15643094,C,3734
2017-10-02 15:39:39,153.7300,153.7400,153.7350,100,15643194,C,3125
2017-10-02 15:39:39,153.7300,153.7400,153.7373,600,15643794,C,27819
2017-10-02 15:39:39,153.7300,153.7400,153.7360,100,15643894,C,4368
2017-10-02 15:39:40,153.7300,153.7400,153.7344,137,15644031,C,27820
2017-10-02 15:39:40,153.7300,153.7400,153.7389,100,15644131,C,27821
2017-10-02 15:39:40,153.7300,153.7400,153.7360,1000,15645131,C,4369
2017-10-02 15:39:40,153.7300,153.7400,153.7400,100,15645231,C,13470
2017-10-02 15:39:41,153.7300,153.7400,153.7400,20,15645251,O,27822
2017-10-02 15:39:42,153.7300,153.7400,153.7375,25,15645276,O,27823
2017-10-02 15:39:42,153.7300,153.7400,153.7362,13,15645289,O,27824
2017-10-02 15:39:43,153.7300,153.7400,153.7400,25,15645314,O,27825
2017-10-02 15:39:44,153.7300,153.7400,153.7350,100,15645414,C,1058
2017-10-02 15:39:44,153.7300,153.7400,153.7350,100,15645514,C,27826
2017-10-02 15:39:44,153.7300,153.7400,153.7400,400,15645914,C,27827
2017-10-02 15:39:44,153.7300,153.7400,153.7300,1,15645915,O,4370
2017-10-02 15:39:45,153.7300,153.7400,153.7300,21,15645936,O,3735
2017-10-02 15:39:45,153.7300,153.7400,153.7319,21,15645957,O,27828
2017-10-02 15:39:46,153.7300,153.7400,153.7300,100,15646057,C,3126
2017-10-02 15:39:46,153.7300,153.7400,153.7300,100,15646157,C,1186
2017-10-02 15:39:46,153.7300,153.7400,153.7300,200,15646357,C,1059
2017-10-02 15:39:47,153.7300,153.7400,153.7400,5,15646362,O,4371
2017-10-02 15:39:47,153.7300,153.7400,153.7351,5,15646367,O,27829
2017-10-02 15:39:48,153.7300,153.7400,153.7350,100,15646467,C,27830
2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646567,C,1060
2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646667,C,27831
2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646767,C,1061
2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646867,C,27832
2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646967,C,27833
2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647067,C,27834
2017-10-02 15:39:49,153.7300,153.7400,153.7310,100,15647167,C,13665
2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647267,C,27835
2017-10-02 15:39:49,153.7300,153.7400,153.7400,100,15647367,C,13471
2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647467,C,27836
2017-10-02 15:39:50,153.7300,153.7400,153.7400,5,15647472,O,13472
2017-10-02 15:39:52,153.7300,153.7400,153.7300,26,15647498,O,13666
2017-10-02 15:39:53,153.7300,153.7400,153.7301,135,15647633,C,4372
2017-10-02 15:39:53,153.7300,153.7400,153.7353,150,15647783,C,27837
2017-10-02 15:39:54,153.7300,153.7400,153.7300,44,15647827,O,3736
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15647927,C,3127
2017-10-02 15:39:54,153.7300,153.7400,153.7300,35,15647962,O,3737
2017-10-02 15:39:54,153.7300,153.7400,153.7300,65,15648027,O,3738
2017-10-02 15:39:54,153.7300,153.7400,153.7300,35,15648062,O,3739
2017-10-02 15:39:54,153.7300,153.7400,153.7331,44,15648106,O,27838
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648206,C,30944
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648306,C,30945
2017-10-02 15:39:54,153.7300,153.7400,153.7300,58,15648364,O,30946
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648464,C,30947
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648564,C,30948
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648664,C,30949
2017-10-02 15:39:54,153.7300,153.7400,153.7300,142,15648806,C,30950
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648906,C,2151
2017-10-02 15:39:54,153.7300,153.7400,153.7300,158,15649064,C,30951
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649164,C,30952
2017-10-02 15:39:54,153.7300,153.7400,153.7300,42,15649206,O,30953
2017-10-02 15:39:54,153.7300,153.7400,153.7300,200,15649406,C,13473
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649506,C,14755
2017-10-02 15:39:54,153.7300,153.7400,153.7300,200,15649706,C,14756
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649806,C,14757
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649906,C,14758
2017-10-02 15:39:54,153.7300,153.7400,153.7300,5,15649911,O,30954
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650011,C,30955
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650111,C,30956
2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650211,C,30957
2017-10-02 15:39:54,153.7300,153.7400,153.7300,7,15650218,O,30958
2017-10-02 15:39:54,153.7300,153.7400,153.7300,74,15650292,O,13667
2017-10-02 15:39:54,153.7100,153.7200,153.7300,5,15650297,O,13668
2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15650397,C,13669
2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15650497,C,13670
2017-10-02 15:39:54,153.7100,153.7200,153.7300,26,15650523,O,13671
2017-10-02 15:39:54,153.7100,153.7200,153.7300,74,15650597,O,13672
2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15650697,C,30959
2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15650797,C,30960
2017-10-02 15:39:54,153.7100,153.7200,153.7200,200,15650997,C,13474
2017-10-02 15:39:54,153.7100,153.7200,153.7200,51,15651048,O,14759
2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651148,C,13673
2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651248,C,14760
2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651348,C,13674
2017-10-02 15:39:54,153.7100,153.7200,153.7350,100,15651448,C,27839
2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651548,C,13475
2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15651648,C,27840
2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651748,C,13476
2017-10-02 15:39:54,153.7200,153.7200,153.7200,100,15651848,C,13675
2017-10-02 15:39:54,153.7200,153.7200,153.7200,200,15652048,C,30961
2017-10-02 15:39:54,153.7200,153.7200,153.7200,100,15652148,C,30962
2017-10-02 15:39:54,153.7200,153.7300,153.7300,3,15652151,O,30963
2017-10-02 15:39:55,153.7200,153.7300,153.7300,5,15652156,O,4373
2017-10-02 15:39:55,153.7300,153.7400,153.7300,200,15652356,C,2152
2017-10-02 15:39:56,153.7300,153.7400,153.7300,20,15652376,O,3740
2017-10-02 15:39:56,153.7300,153.7400,153.7392,2000,15654376,C,27841
2017-10-02 15:39:56,153.7300,153.7400,153.7400,95,15654471,O,13477
2017-10-02 15:39:56,153.7300,153.7400,153.7400,5,15654476,O,13478
2017-10-02 15:39:58,153.7300,153.7400,153.7400,100,15654576,C,13676
2017-10-02 15:39:58,153.7300,153.7400,153.7400,100,15654676,C,13677
2017-10-02 15:39:58,153.7300,153.7400,153.7400,5,15654681,O,1187
2017-10-02 15:39:59,153.7300,153.7400,153.7332,1600,15656281,C,27842
2017-10-02 15:39:59,153.7300,153.7400,153.7400,95,15656376,O,13479
2017-10-02 15:39:59,153.7300,153.7400,153.7400,5,15656381,O,13480
2017-10-02 15:39:59,153.7300,153.7400,153.7309,2000,15658381,C,27843
2017-10-02 15:39:59,153.7300,153.7400,153.7400,95,15658476,O,13481
2017-10-02 15:39:59,153.7300,153.7400,153.7400,5,15658481,O,13482
2017-10-02 15:39:59,153.7300,153.7400,153.7218,100,15658581,O,27844

If I compute the open, close, high and low prices with tick data, they are equal to the candle values.

However, If I add all the tick volumes (discarding those tagged with an 'O'), the number is not equal to the candle volume.

Volume from the candle retrieved using HIT command = 45385
Volume calculated from the ticks retrieved using HTT command = 45685

Data and Content Support » Divergences in volume Oct 4, 2017 02:07 AM (Total replies: 9)

Hello,

I have detected an issue in the volume that is obtained using the HIT command when requesting one minute candles.

The thing is that if I request a one minute candle using the HIT command, the volume of the candle does not match with the volume that can be calculated retrieving each trade tick for the same interval using the HTT command.

I have to say that in order to calculate the volume of the candle with ticks retrieved by the HTT command, I am not having into account those ticks that are tagged as "O" (Other trade)

Why are such differences? Is something else that I have to take into account when calculating the volume with trade ticks retrieved using the HTT command?

Thanks


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