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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Unusual prices and lot sizes in a some options ticks
Author Topic: Unusual prices and lot sizes in a some options ticks (7 messages, Page 1 of 1)

JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010


Posted: Nov 6, 2010 08:15 AM          Msg. 1 of 7
I am currently only seeing this behavior only for options on T and XRX. I subscribe to options on about 50 symbols.

It began November 2nd and has continued since.

These are my selected update fields:

Last,Bid,Ask,Bid Size,Ask Size,Bid Market Center,Ask Market Center

And here are a couple examples of the unusual ticks, out of 52 total unusual ticks, from the last few days:

Q,T1122A30,0.37,C.38,0.40,C-3600,9,23,5,
Q,XRX1122A12.5,0.39,0.38,C.41,394,C-1000,9,23,

In the same time frame I have received no F messages, and 1 P message, with the bad data:

P,T1122M27,C,0.42,-0.06,-0.125,50,50,0.42,0.42,C.40,0.41,C-5300,475,,,0.,09:55:43t,11684,0.42,0.48,0.41,27.000,,,n,,,,,11/02/2010,,0.42,01/22/2011,,,-0.06,0.,,,,,0.,0,,,12,2,81,116,NYSEALT-BSE-CBOE-ISE-PSE-NMS-PHLX,,,,,1,,,,14099631,,,16,23,16,09:55:43,5-6-9-11-13-16-17-23,

Please advise.

JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010


Posted: Nov 6, 2010 08:17 AM          Msg. 2 of 7
I meant to include examples so that you could see that the C. and C- appear on either the bid or ask.

Q,T1122M29,1.07,C.94,0.98,C-2400,12,23,11,
Q,T1122M29,1.07,0.97,C.99,46,C-1200,11,23,

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Nov 8, 2010 09:35 AM          Msg. 3 of 7
Josh, we haven't had reports of corrupted data in a very long time. In fact, every case we have investigated recently ended up being something in the client app causing the corruption.

However, just to make sure we have a clean and proper installation of the feed, I would recommend that you start by uninstalling the feed and redownload the most recent version. From your logins, it looks like you are using a fairly recent version (4.7.0.9) but I definately recommend that you install the latest (4.7.2.0) since it has a few other bugfixes.

Beyond that, I am going to need more information about how your app uses the feed so that I can see if I can duplicate this locally. If you can provide me with a copy of your app, that would be best but if you can't provide that, I will need a list of requests that your app makes to the feed and an idea of how it functions so I can simulate that locally.

You can send this information to developer support if you would prefer it not be posted on the public forums.

JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010


Posted: Nov 8, 2010 05:03 PM          Msg. 4 of 7
I won't be able to upgrade until the weekend, it can wait until after I do that.

My code has been pretty stable, though.

I didn't see it today.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Nov 15, 2010 02:51 PM          Msg. 5 of 7
Josh, we found a server side issue today that was causing these bad quotes. For the record, the letter C was simply being added to the beginning of the proper values.

This has been fixed and you should no longer receive these bad quotes.

JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010


Posted: Nov 15, 2010 08:00 PM          Msg. 6 of 7
Thank you for the quick fix.

With the sizes, I saw "C-" before the valid value, not just "C".

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Nov 16, 2010 08:13 AM          Msg. 7 of 7
You are right. I was only thinking about the prices. It would have been possible that the sizes had an extra - occasionally as well.
 

 

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