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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Total Volume vs Last Size tally inconsistency

Author	Topic: Total Volume vs Last Size tally inconsistency (2 messages, Page 1 of 1)
thariman -Interested User- Posts: 16 Joined: Jan 23, 2010	Posted: Jul 17, 2011 03:18 AM Msg. 1 of 2 Hi, How does the total volume calculated in iqfeed ? Using the TCP/IP historical API I found about 10 inconsistency between Last Size tally with Total Volume every day on ES. For example: HTT,@ES#C,20110715 123700,20110715 123706,,,,1,, 2011-07-15 12:37:00, 1308.75, 6, 1552707, 1308.75, 1309.00, 25370537, 0, 0, C, 0 2011-07-15 12:37:01, 1309.00, 1, 1552708, 1308.75, 1309.00, 25370594, 0, 0, C, 0 2011-07-15 12:37:01, 1308.75, 1, 1552709, 1308.75, 1309.00, 25370612, 0, 0, C, 0 2011-07-15 12:37:03, 1308.75, 3, 1553061, 1308.75, 1309.00, 25370622, 0, 0, C, -349 2011-07-15 12:37:03, 1308.75, 2, 1553063, 1308.75, 1309.00, 25370623, 0, 0, C, 0 2011-07-15 12:37:03, 1309.00, 1, 1553064, 1308.75, 1309.00, 25370628, 0, 0, C, 0 2011-07-15 12:37:03, 1309.00, 1, 1553065, 1308.75, 1309.00, 25370632, 0, 0, C, 0 2011-07-15 12:37:06, 1308.75, 1, 1553066, 1308.75, 1309.00, 25370699, 0, 0, C, 0 2011-07-15 12:37:06, 1308.75, 2, 1553068, 1308.75, 1309.00, 25370703, 0, 0, C, 0 2011-07-15 12:37:06, 1308.75, 5, 1553073, 1308.75, 1309.00, 25370704, 0, 0, C, 0 2011-07-15 12:37:06, 1308.75, 4, 1553077, 1308.75, 1309.00, 25370705, 0, 0, C, 0 2011-07-14 17:15:25,9260,1306.75,17 -1 2011-07-14 20:03:51,40295,1306.25,1 -1 2011-07-14 20:33:58,47656,1306.75,1 -2 2011-07-15 06:12:17,177135,1308.50,1 -8 2011-07-15 09:23:01,361335,1312.50,3 -1 2011-07-15 12:36:20,1552110,1308.50,1 -1 2011-07-15 12:37:03,1553061,1308.75,3 -349 2011-07-15 13:54:09,1677340,1306.75,1 -250 2011-07-15 14:30:48,1772066,1305.00,1 -100 2011-07-15 15:59:10,2119628,1312.00,1 -100 2011-07-15 15:59:15,2120203,1311.75,1 -70 2011-07-15 16:09:25,2260962,1315.25,6 -25 2011-07-15 16:13:43,2278425,1314.75,78 -1 Should we relied on Total Volume ? Which is correct the Total using Size Tally or the Total Volume ? Tony Edited by thariman on Jul 17, 2011 at 03:20 AM
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Jul 29, 2011 11:17 AM Msg. 2 of 2 Sorry for the delay in responding. It appears the forums weren't sending notices of new posts.. This is a fairly common question we receive. The reason for the difference is that the exchange periodically will send volume adjustment messages throughout the day. Most of the time these volume adjustments are reporting spread volume that doesn't get reported as trades in the stream. Jay Froscheiser Telvent DTN