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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Any way to tell PRECISELY what exchange a trade just occurred on?
Author Topic: Any way to tell PRECISELY what exchange a trade just occurred on? (1 messages, Page 1 of 1)

-Interested User-
Posts: 14
Joined: Feb 18, 2005

Posted: Feb 15, 2006 03:24 PM          Msg. 1 of 1
For purposes of this discussion, assume that just US equities are under consideration.

I am assuming the information should be embedded in IQFeed's update messages somewhere. The documentation for these messages is here:

Assuming that
--the message Type is Q (update)
--the "Time" field ends with 't' or 'T' (i.e. a trade occurred)
then where in the message is the exchange info stored?

Note that the "Exchange ID" codes seem to be worthless: for US Equities, the main values that should be returned are either
according to
But the above exchange code list has no values for the various ECNs, and the ECNs in aggregate are a big source of liquidity!

Similarly, the "Market Center" field seems like it might store this info, but its possible values
again say nothing about ECNs, mainly just regional US exchanges.

Am I missing something, or is this a huge limitation with IQFeed (no ECN info)?


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