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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »level 2 'U' message question

Author	Topic: level 2 'U' message question (2 messages, Page 1 of 1)
andrzejs -Interested User- Posts: 23 Joined: May 27, 2004	Posted: Apr 25, 2006 05:13 AM Msg. 1 of 2 What are the possible values for 'reason', 'condition_code', 'source_id' in the level 2 'U' message? Thanks U,symbol,mmid,ask,ask_size,bid,bid_size,date,reason,condition_code,source_id<CR><LF> A Level II Update, a comma separated line of text indicating the values for the update. The message is defined below. symbol - [out] The Security's Stock Symbol mmid - [out] The ID of the Market maker originating the quote update ask - [out] The Buy Offer Price ask_size - [out] The size of the Buy Offer bid - [out] The Sell Offer Price bid_size - [out] The size of the Sell Offer date - [out] The date and time the update occurred reason - [out] The reason code for the update condition_code - [out] The condition of the update source_id - [out] The quote source's id Edited by DTN_Jay_Froscheiser on Apr 25, 2006 at 08:11 AM
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Apr 25, 2006 01:51 PM Msg. 2 of 2 Here is the information I was able to dig up. source_id is simply the Listed Market. You can reference this in the documentation. Edit #2 Correct Values: Reason: 44 - Deleted 48 - Halted 4D - No Active Market Maker 20 - None Condition Code: 52 - Regular - This will include normal quotes, market maker opens, one sided quotes, Ask Depth Quotes, Bid Depth Quotes, and Both Bid and Ask Depth Quotes. 4C - Non-regular Edited by DTN_Steve_S on Apr 25, 2006 at 02:30 PM