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Viewing User Profile for: otterway
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Joined: Mar 6, 2010 01:10 PM
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If the world was so simple
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otterway has contributed to 5 posts out of 18310 total posts (0.03%) in 2,878 days (0.00 posts per day).

20 Most recent posts:

I am capturing level 2 data (TCP). I work under the assumption that the only way for a level 2 transactions to be canceled (ask or bid) is that a zero value be sent to the bid/bid size or the ask/ask size; or a replacement bid/bid size or ask/ask size.

At the end of the day I am left with maybe 10 to 15 unclosed u transactions on the ask side. Usually these exist on the ask side only, and they usually are less than 200 ask size quantity.

I am not checking reason code, condition code, bid info valid, or ask info valid. Are my assumptions correct so far?

The second part of the question when should I consider all transactions not accounted for as "no longer valid?". Should market close determine that... and should I be using the c<cr><lf> to trigger that in the 9200 TCP stream; or should I always expect a canceling "u" transaction?


I have both 2010 and 2005 working on Sockets C#... I must assume that you have the c# examples.... The first one to work on would be connect to iqfeed... using sockets... 9300 admin... then 5009 and then 9100... Once you get 1 socket... the rest will follow... the only difference is you will need to understand that pieces of data will come to you... and you will have to ensure they are together... email me if i can be of further help... i will do my best...


THE ABILITY TO SET THE FIELDS TO REDUCE PARSING... THE ABILITY TO GATHER TICK HISTORY.... ALL THE FUNCTIONALITY OF LOOKUP3.... THAT WOULD BE JUST WONDERFUL... IN THE INTERIM TIME... MAYBE SOMEONE CAN POST SOME MORE C# EXAMPLES... WHILE WAITING ON PRIORITIES FOR THIS ONE.... THANKS...


The OCX is very nice for folks who are not professional programmers. It easily allows me to drop a control on a program and be up and running within 5 minutes..

The inclusion of history.. and other non supported areas outside of level I would be a great benefit for folks like me... I have spent two days trying to include Com (to have ticks) inside a c# program and I'm still missing the boat somewhere...

Thank you for any consideration given to this topic.


New to the board as well as new to the developer side... Please include me in on the c# examples... I would love as many that exist... It's not that I'm Stoop..... Id... but the more ways I see something... the easier it is... and the ole saying... Don't try to re-invent the wheel... cause it still works!!!!!


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