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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Understanding the "Update Message Format"

Author	Topic: Understanding the "Update Message Format" (5 messages, Page 1 of 1)
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Aug 26, 2004 08:30 AM Msg. 1 of 5 Hi, Here are some questions concerning the update message format: - When will I get a new message ? On any new trade ? On any change in bid/ask/bid-size/ask-size ... ? - Which field holds the the size of the last trade ? "TotalVolume" ? "Last Size/Incremental Volume" ? - Which field holds the opening price of the current trading session ? "Open" ? - Which field holds the closing price of the previous trading session ? "Close" ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
DTN_Tim_Russell -IQ Server Developer- Posts: 41 Joined: May 3, 2004 DTN Market Access, LLC.	Posted: Aug 31, 2004 03:53 PM Msg. 2 of 5 Dierk - - New messages are sent to customers as they're received from the exchange. This is usually due to a quote (bid/ask) or a trade. However, occaisionally this will be because of a volume correction or a tick correction (tick correction is not currently implemented) - however, these come through as a summary, not an update. - The size of the last trade is stored in field 8, Last Size/Incremental Volume. - The open price of the current trading session is in field 20, Open. - Closing price of the previous trading session is in field 21, Close. Note that this is not updated to reflect the current day's closing price until sometime after midnight, during our overnight processing. Let me know if you need any more details. Tim Russell Software Engineer DTN IQ & FinWin
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 1, 2004 06:30 AM Msg. 3 of 5 Tim, Thanks for providing this information. I still have some questions on getting updates: On receiving an update with the same trade size/price: How could I know if that is a new trade (at same price/size) or just an old one but with new bid/ask price/size ? See the problem ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004	Posted: Sep 1, 2004 07:23 AM Msg. 4 of 5 look at field 18. The 6th character should answer your questions
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 1, 2004 07:34 AM Msg. 5 of 5 Thanks, I'll give it a try. Dierk Droth www.trademagic.net TradeMagic - Trading at its best Edited by Dierk Droth on Sep 1, 2004 at 07:35 AM