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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Question about Price Stream Data Structure

Author	Topic: Question about Price Stream Data Structure (3 messages, Page 1 of 1)
enflow -Interested User- Posts: 2 Joined: Sep 13, 2004	Posted: Sep 13, 2004 08:57 AM Msg. 1 of 3 Interested in signing up for your API developer feed... have question about the data structure string supplied in your feed We need this data structure info for each ascii string received symbol, timestamp, price, size(volume), bid, ask & trade only (no quotes - just trades) or flag something to filter the trades from the quotes definitely NEED bid price / ask price on SAME line as last price or something showing trade was a buy or sell... cj
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Sep 13, 2004 02:03 PM Msg. 2 of 3 If I understand your question correctly, yes, we offer everything you need. You can differentiate trades from quotes. While obviously every trade is both a buy and a sell, we do show the bid or ask price at the time of the trade so you can see if the trade occurred at the bid or as (or somewhere inbetween or outside). Jay Froscheiser DTN Market Access, LLC.
enflow -Interested User- Posts: 2 Joined: Sep 13, 2004	Posted: Sep 13, 2004 03:34 PM Msg. 3 of 3 Hi Jay, yes, exactly, we would just compare the trade price against the bid ask values within the same string to see if the trade went off at the Bid or Ask and that would so flag the trade fo us as a buy or sell. followup Question 1) also from what i saw - the way for us to know it is a TRADE insead of a QUOTE is the number 18 data stream field on the data strucutre page - right... followup Question 2) (HH:MMc) with the little c being replaced with a t for trades so we know to keep that string as a trade and anything else is a bid quote or ask quote update... right??? I agree, every trade is both a buy and a sell but this tells us who initiated the trade who was the aggressor in the trade - thanks... cj