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»Forums Index »Archive (2017 and earlier) »DTN.IQ Client Software Support »Question about HIT request - bad total volume value
Author Topic: Question about HIT request - bad total volume value (11 messages, Page 1 of 1)

mfeuermann
-Interested User-
Posts: 5
Joined: Jan 18, 2010


Posted: Aug 10, 2011 02:27 PM          Msg. 1 of 11
Hello

i would like to ask about TOTAL VOLUME column in resultset.
If i try to request HIT data ex for RKT symbol i receiving

RKT 15:30,2011-08-08 09:31:00,51.7100,50.7400,51.5600,51.4500,3448,3448, 3448 OK
RKT 15:30,2011-08-08 09:32:00,51.6500,51.4000,51.6500,51.4100,4248,800, 4248 OK
RKT 15:30,2011-08-08 09:33:00,51.2700,51.2300,51.2300,51.2500,4648,400, 4648 OK
RKT 15:30,2011-08-08 09:34:00,51.3800,50.9300,51.1700,51.2800,35283,30635, 35283 OK
RKT 15:30,2011-08-08 09:35:00,51.3800,51.2601,51.2800,51.3800,37243,1760, 37243 OK
RKT 15:30,2011-08-08 09:36:00,51.4100,51.3000,51.4000,51.3450,38443,1200, 38443 OK
RKT 15:30,2011-08-08 09:37:00,51.4100,51.3100,51.3100,51.4100,40243,1800, 40243 OK
RKT 15:30,2011-08-08 09:38:00,51.4300,51.3800,51.4000,51.4250,41443,1200, 41443 OK
RKT 15:30,2011-08-08 09:39:00,51.4700,51.3300,51.4200,51.4200,50916,9473, 50916 OK
RKT 15:30,2011-08-08 09:40:00,51.4150,51.2300,51.3600,51.3100,55716,4800, 55716 OK
RKT 15:30,2011-08-08 09:41:00,51.3900,51.2300,51.3200,51.3900,58316,2600, 58316 OK
RKT 15:30,2011-08-08 09:42:00,51.4200,51.2900,51.4100,51.2980,62916,4600, 62916 OK
RKT 15:30,2011-08-08 09:43:00,51.5300,51.3300,51.3300,51.4700,67516,4600, 67516 OK
RKT 15:30,2011-08-08 09:44:00,51.6300,51.4100,51.5300,51.5950,68616,1100, 68616 OK
RKT 15:30,2011-08-08 09:45:00,51.7300,51.6000,51.6200,51.6300,73413,4797, 73413 OK
RKT 15:30,2011-08-08 09:46:00,51.6400,51.5600,51.6400,51.5800,79013,5600, 79013 OK
RKT 15:30,2011-08-08 09:47:00,51.6300,51.5400,51.5800,51.6050,87313,8300, 87313 OK
RKT 15:30,2011-08-08 09:48:00,51.6800,51.5300,51.5800,51.6800,102013,14700, 102013 OK
RKT 15:30,2011-08-08 09:49:00,51.7000,51.5900,51.6700,51.6900,106813,4800, 106813 OK
RKT 15:30,2011-08-08 09:50:00,51.6900,51.5500,51.6900,51.5500,109813,3000, 109813 OK
RKT 15:30,2011-08-08 09:51:00,51.6400,51.4400,51.5500,51.4400,111013,1200, 111013 OK
RKT 15:30,2011-08-08 09:52:00,51.6300,51.5000,51.5000,51.6100,114320,3307, 114320 OK
RKT 15:30,2011-08-08 09:53:00,51.8200,51.4800,51.6000,51.6450,122756,8436, 122756 OK
RKT 15:30,2011-08-08 09:54:00,51.5700,51.4100,51.5000,51.5100,126790,4034, 126790 OK
RKT 15:30,2011-08-08 09:55:00,51.4900,51.3300,51.4100,51.3500,130877,4087, 130877 OK
RKT 15:30,2011-08-08 09:57:00,51.6900,51.6500,51.6900,51.6900,2300,2300, 2300 BAD
RKT 15:30,2011-08-08 09:58:00,51.7300,51.5300,51.7000,51.5400,5299,2999, 5299 BAD
RKT 15:30,2011-08-08 09:59:00,51.6500,51.5500,51.6500,51.5800,14931,9632, 14931 BAD
RKT 15:30,2011-08-08 10:00:00,51.7300,51.5236,51.5900,51.7200,154812,4004, 154812 OK
RKT 15:30,2011-08-08 10:01:00,51.8000,51.6100,51.7300,51.6600,157612,2800, 157612 OK
RKT 15:30,2011-08-08 10:02:00,51.8200,51.6200,51.6450,51.6200,163162,5550, 163162 OK
RKT 15:30,2011-08-08 10:03:00,51.7900,51.5850,51.6200,51.6000,166962,3800, 166962 OK
RKT 15:30,2011-08-08 10:04:00,51.6900,51.5600,51.5900,51.6000,181662,14700, 181662 OK
RKT 15:30,2011-08-08 10:05:00,51.6500,51.4880,51.6100,51.5700,185672,4010, 185672 OK
RKT 15:30,2011-08-08 10:06:00,51.6300,51.4800,51.4800,51.6200,195272,9600, 195272 OK
RKT 15:30,2011-08-08 10:07:00,51.5900,51.4100,51.5900,51.4700,199272,4000, 199272 OK
RKT 15:30,2011-08-08 10:08:00,51.5500,51.2900,51.4900,51.2900,202122,2850, 202122 OK
RKT 15:30,2011-08-08 10:09:00,51.3500,51.2500,51.2900,51.3100,212006,9884, 212006 OK
RKT 15:30,2011-08-08 10:10:00,51.4100,51.2975,51.3100,51.3500,216154,4148, 216154 OK
RKT 15:30,2011-08-08 10:11:00,51.3500,51.2500,51.3500,51.3200,220720,4566, 220720 OK
RKT 15:30,2011-08-08 10:12:00,51.3800,51.3000,51.3200,51.3700,222826,2106, 222826 OK
RKT 15:30,2011-08-08 10:13:00,51.4100,51.2500,51.3900,51.2500,225126,2300, 225126 OK
RKT 15:30,2011-08-08 10:14:00,51.3000,51.1900,51.2600,51.2850,229179,4053, 229179 OK
RKT 15:30,2011-08-08 10:15:00,51.2350,51.1800,51.2200,51.1800,230183,1004, 230183 OK
RKT 15:30,2011-08-08 10:16:00,51.1700,51.0100,51.1400,51.1250,234648,4465, 234648 OK
RKT 15:30,2011-08-08 10:17:00,51.0900,51.0000,51.0900,51.0250,240048,5400, 240048 OK
RKT 15:30,2011-08-08 10:18:00,51.0400,50.9000,51.0000,50.9000,249848,9800, 249848 OK
RKT 15:30,2011-08-08 10:19:00,50.9300,50.7500,50.8700,50.8300,252448,2600, 252448 OK
RKT 15:30,2011-08-08 10:20:00,51.0000,50.8300,50.8300,50.9200,255948,3500, 255948 OK
RKT 15:30,2011-08-08 10:21:00,50.9100,50.7400,50.9100,50.7400,259318,3370, 259318 OK
RKT 15:30,2011-08-08 10:22:00,50.8000,50.7300,50.7500,50.7800,270088,10770, 270088 OK
RKT 15:30,2011-08-08 10:23:00,50.9000,50.7400,50.7700,50.8600,274862,4774, 274862 OK
RKT 15:30,2011-08-08 10:24:00,50.9500,50.7100,50.9000,50.7100,276962,2100, 276962 OK
RKT 15:30,2011-08-08 10:25:00,50.8100,50.6900,50.7200,50.6900,281030,4068, 281030 OK
RKT 15:30,2011-08-08 10:26:00,50.7000,50.5800,50.7000,50.6600,284399,3369, 284399 OK
RKT 15:30,2011-08-08 10:27:00,50.6600,50.5600,50.6600,50.6200,288199,3800, 288199 OK
RKT 15:30,2011-08-08 10:28:00,50.6700,50.5900,50.6200,50.6100,292199,4000, 292199 OK
RKT 15:30,2011-08-08 10:29:00,50.6000,50.5100,50.5700,50.5200,301306,9107, 301306 OK
RKT 15:30,2011-08-08 10:30:00,50.4500,50.3700,50.4100,50.4100,304450,3144, 304450 OK
RKT 15:30,2011-08-08 10:31:00,50.5500,50.4300,50.4400,50.5000,307194,2744, 307194 OK
RKT 15:30,2011-08-08 10:32:00,50.5400,50.3600,50.5000,50.3600,337777,30583, 337777 OK
RKT 15:30,2011-08-08 10:33:00,50.3400,50.3400,50.3400,50.3400,337965,188, 337965 OK
RKT 15:30,2011-08-08 10:34:00,50.3300,50.2800,50.2800,50.2900,11700,11700, 11700 BAD
RKT 15:30,2011-08-08 10:35:00,50.4300,50.2800,50.3250,50.3200,29174,17474, 29174 BAD
RKT 15:30,2011-08-08 10:36:00,50.3800,50.2400,50.3100,50.2400,46762,17588, 46762 BAD
RKT 15:30,2011-08-08 10:37:00,50.3200,50.1800,50.2500,50.1800,60033,13171, 60033 BAD
RKT 15:30,2011-08-08 10:38:00,50.2000,50.1000,50.1800,50.1612,64810,4777, 64810 BAD
RKT 15:30,2011-08-08 10:39:00,50.1700,50.1000,50.1700,50.1000,66210,1400, 66210 BAD
RKT 15:30,2011-08-08 10:40:00,50.1900,50.1000,50.1100,50.1600,85452,19242, 85452 BAD
RKT 15:30,2011-08-08 10:41:00,50.1600,50.0800,50.1400,50.1200,97644,12192, 97644 BAD
RKT 15:30,2011-08-08 10:42:00,50.1000,50.0000,50.1000,50.0300,103943,6299, 103943 BAD
RKT 15:30,2011-08-08 10:43:00,50.1600,50.0200,50.0300,50.1000,132393,28450, 132393 BAD
RKT 15:30,2011-08-08 10:44:00,50.1100,50.0600,50.1100,50.0600,134093,900, 134093 BAD
RKT 15:30,2011-08-08 10:45:00,50.0100,49.9000,50.0000,49.9500,147206,13113, 147206 BAD
RKT 15:30,2011-08-08 10:46:00,49.9600,49.8000,49.9500,49.8300,156532,9326, 156532 BAD
RKT 15:30,2011-08-08 10:47:00,49.9800,49.8126,49.8300,49.8900,532103,23500, 532103 OK
RKT 15:30,2011-08-08 10:48:00,49.8900,49.7500,49.8900,49.7700,553503,21400, 553503 OK
RKT 15:30,2011-08-08 10:49:00,50.0000,49.6700,49.7700,49.6700,612183,58680, 612183 OK
RKT 15:30,2011-08-08 10:50:00,49.7900,49.6400,49.6700,49.7100,634024,21841, 634024 OK
RKT 15:30,2011-08-08 10:51:00,49.8100,49.7000,49.8100,49.7600,643724,9700, 643724 OK
RKT 15:30,2011-08-08 10:52:00,49.8700,49.7700,49.7700,49.8600,661084,17360, 661084 OK
RKT 15:30,2011-08-08 10:53:00,49.8800,49.7700,49.8500,49.8000,666484,5400, 666484 OK
RKT 15:30,2011-08-08 10:54:00,49.8700,49.7800,49.8600,49.7900,669584,3100, 669584 OK
RKT 15:30,2011-08-08 10:55:00,49.8700,49.7900,49.7900,49.7900,677084,7500, 677084 OK
RKT 15:30,2011-08-08 10:56:00,49.7900,49.7300,49.7900,49.7900,680384,3300, 680384 OK
RKT 15:30,2011-08-08 10:57:00,49.8100,49.5860,49.7650,49.5860,701404,21020, 701404 OK
RKT 15:30,2011-08-08 10:58:00,49.6100,49.5000,49.5800,49.5500,711804,10400, 711804 OK
RKT 15:30,2011-08-08 10:59:00,49.6750,49.5400,49.5600,49.6200,720804,9000, 720804 OK
RKT 15:30,2011-08-08 11:00:00,49.7400,49.6300,49.6300,49.6600,735105,14301, 735105 OK
RKT 15:30,2011-08-08 11:01:00,49.6400,49.5400,49.6300,49.5800,742205,7100, 742205 OK
RKT 15:30,2011-08-08 11:02:00,49.6925,49.5600,49.5600,49.6400,751799,9594, 751799 OK
RKT 15:30,2011-08-08 11:03:00,49.7100,49.5700,49.7100,49.6100,762041,10242, 762041 OK
RKT 15:30,2011-08-08 11:04:00,49.7200,49.5900,49.6100,49.6900,768341,6300, 768341 OK
RKT 15:30,2011-08-08 11:06:00,49.7400,49.6000,49.6800,49.6200,3400,3400, 3400 BAD
RKT 15:30,2011-08-08 11:07:00,49.6600,49.5800,49.6000,49.6600,7600,4200, 7600 BAD
RKT 15:30,2011-08-08 11:08:00,49.7500,49.6400,49.6600,49.6800,14355,6755, 14355 BAD
RKT 15:30,2011-08-08 11:09:00,49.9800,49.6700,49.6900,49.9800,21655,7300, 21655 BAD
RKT 15:30,2011-08-08 11:10:00,50.1100,49.7800,49.9800,50.1100,24455,2800, 24455 BAD
RKT 15:30,2011-08-08 11:11:00,50.1400,49.9400,50.1100,49.9400,27945,3490, 27945 BAD
RKT 15:30,2011-08-08 11:12:00,49.9600,49.8760,49.8841,49.9200,32945,5000, 32945 BAD
RKT 15:30,2011-08-08 11:13:00,50.0000,49.9500,50.0000,49.9700,836956,4770, 836956 OK
RKT 15:30,2011-08-08 11:14:00,50.1500,49.9300,49.9300,50.0800,844832,7876, 844832 OK
RKT 15:30,2011-08-08 11:15:00,50.1100,49.8700,50.1100,49.8900,851432,6600, 851432 OK
RKT 15:30,2011-08-08 11:16:00,49.9600,49.8900,49.8900,49.9500,861832,10400, 861832 OK
RKT 15:30,2011-08-08 11:17:00,49.9500,49.8900,49.9100,49.8900,865032,3200, 865032 OK
RKT 15:30,2011-08-08 11:18:00,49.9300,49.8600,49.9050,49.8900,871032,6000, 871032 OK
RKT 15:30,2011-08-08 11:19:00,50.0100,49.8500,49.9300,49.9800,875732,4700, 875732 OK
RKT 15:30,2011-08-08 11:20:00,50.0500,49.8700,49.9700,49.8700,880032,4300, 880032 OK
RKT 15:30,2011-08-08 11:21:00,49.9400,49.8200,49.9000,49.9000,929332,49300, 929332 OK
RKT 15:30,2011-08-08 11:22:00,49.8600,49.7500,49.8500,49.8400,933302,3970, 933302 OK
RKT 15:30,2011-08-08 11:23:00,49.7900,49.7300,49.7800,49.7300,935802,2500, 935802 OK
RKT 15:30,2011-08-08 11:24:00,49.7200,49.6100,49.7200,49.6300,938302,2500, 938302 OK
RKT 15:30,2011-08-08 11:25:00,49.7200,49.5700,49.5700,49.7200,941402,3100, 941402 OK
RKT 15:30,2011-08-08 11:26:00,49.7128,49.5300,49.7128,49.5750,944702,3300, 944702 OK
RKT 15:30,2011-08-08 11:27:00,49.6900,49.5500,49.5600,49.6900,948302,3600, 948302 OK
RKT 15:30,2011-08-08 11:28:00,49.8200,49.6600,49.6700,49.7800,952502,4200, 952502 OK
RKT 15:30,2011-08-08 11:29:00,49.8700,49.7500,49.7500,49.8400,955802,3300, 955802 OK
RKT 15:30,2011-08-08 11:30:00,49.9300,49.8000,49.8000,49.8800,963997,8195, 963997 OK
RKT 15:30,2011-08-08 11:31:00,49.8600,49.7400,49.8000,49.7700,971697,7700, 971697 OK
RKT 15:30,2011-08-08 11:32:00,49.8100,49.7500,49.7700,49.8100,975897,4200, 975897 OK
RKT 15:30,2011-08-08 11:33:00,49.8200,49.7700,49.7800,49.7800,982777,6880, 982777 OK
RKT 15:30,2011-08-08 11:34:00,49.8300,49.7000,49.7600,49.7200,994827,12050, 994827 OK
RKT 15:30,2011-08-08 11:35:00,49.8800,49.7000,49.7350,49.8300,1003727,8900, 1003727 OK
RKT 15:30,2011-08-08 11:36:00,49.8600,49.7400,49.8600,49.7800,1008337,4610, 1008337 OK
RKT 15:30,2011-08-08 11:37:00,49.8100,49.7300,49.8100,49.7300,1013537,5200, 1013537 OK
RKT 15:30,2011-08-08 11:38:00,49.8000,49.7600,49.7700,49.8000,1019237,5700, 1019237 OK
RKT 15:30,2011-08-08 11:39:00,49.8900,49.7800,49.7950,49.8400,1028237,9000, 1028237 OK
RKT 15:30,2011-08-08 11:40:00,49.8500,49.7500,49.8300,49.8500,1033087,4850, 1033087 OK
RKT 15:30,2011-08-08 11:41:00,49.9500,49.8800,49.8800,49.9100,1039081,5994, 1039081 OK
RKT 15:30,2011-08-08 11:42:00,49.9500,49.8800,49.9390,49.9100,1043981,4900, 1043981 OK
RKT 15:30,2011-08-08 11:43:00,49.9500,49.8800,49.9400,49.9100,1045881,1900, 1045881 OK
RKT 15:30,2011-08-08 11:44:00,49.9600,49.9100,49.9200,49.9450,1050181,4300, 1050181 OK
RKT 15:30,2011-08-08 11:45:00,50.0000,49.8600,50.0000,49.9100,1064681,14500, 1064681 OK
RKT 15:30,2011-08-08 11:46:00,49.9400,49.8100,49.9200,49.8500,1073881,9200, 1073881 OK
RKT 15:30,2011-08-08 11:47:00,49.9200,49.8400,49.8400,49.9200,1076781,2900, 1076781 OK
RKT 15:30,2011-08-08 11:48:00,49.9800,49.9200,49.9500,49.9600,1081281,4500, 1081281 OK
RKT 15:30,2011-08-08 11:49:00,49.9800,49.9200,49.9800,49.9600,1085981,4700, 1085981 OK
RKT 15:30,2011-08-08 11:50:00,50.0000,49.8600,49.9700,50.0000,1091081,5100, 1091081 OK
RKT 15:30,2011-08-08 11:51:00,50.1300,49.9900,50.0100,50.0700,1098801,7720, 1098801 OK
RKT 15:30,2011-08-08 11:52:00,50.1100,50.0400,50.0700,50.0400,1101401,2600, 1101401 OK
RKT 15:30,2011-08-08 11:53:00,50.0200,49.9500,50.0200,49.9800,1103605,2204, 1103605 OK
RKT 15:30,2011-08-08 11:54:00,50.0300,49.9700,50.0000,50.0270,1110305,6700, 1110305 OK
RKT 15:30,2011-08-08 11:55:00,50.1000,50.0000,50.0000,50.0800,1114405,4100, 1114405 OK
RKT 15:30,2011-08-08 11:56:00,50.1500,50.0200,50.0900,50.0300,1120505,6100, 1120505 OK
RKT 15:30,2011-08-08 11:57:00,50.0800,49.9900,50.0500,50.0300,1126905,6400, 1126905 OK
RKT 15:30,2011-08-08 11:58:00,50.0550,50.0100,50.0400,50.0550,1130305,3400, 1130305 OK
RKT 15:30,2011-08-08 11:59:00,50.0900,49.9700,50.0300,50.0000,1137205,6900, 1137205 OK
RKT 15:30,2011-08-08 12:00:00,50.0200,49.9500,50.0000,49.9900,1141010,3805, 1141010 OK
RKT 15:30,2011-08-08 12:01:00,49.9700,49.8500,49.9500,49.8500,1144206,3196, 1144206 OK
RKT 15:30,2011-08-08 12:02:00,49.9600,49.8500,49.8500,49.8500,1149106,4900, 1149106 OK
RKT 15:30,2011-08-08 12:03:00,49.9000,49.8100,49.8300,49.8700,1153506,4400, 1153506 OK
RKT 15:30,2011-08-08 12:04:00,49.8550,49.7900,49.8200,49.8150,1155006,1500, 1155006 OK
RKT 15:30,2011-08-08 12:05:00,49.8000,49.6600,49.7600,49.6600,1158006,3000, 1158006 OK
RKT 15:30,2011-08-08 12:06:00,49.7300,49.6600,49.6900,49.6900,1162806,4800, 1162806 OK
RKT 15:30,2011-08-08 12:07:00,49.7300,49.6500,49.6500,49.7100,1165813,3007, 1165813 OK
RKT 15:30,2011-08-08 12:08:00,49.7000,49.6300,49.6600,49.6800,1168713,2900, 1168713 OK
RKT 15:30,2011-08-08 12:09:00,49.8300,49.6700,49.6700,49.8300,1173413,4700, 1173413 OK
RKT 15:30,2011-08-08 12:10:00,49.8400,49.7900,49.8000,49.8000,1180688,7275, 1180688 OK
RKT 15:30,2011-08-08 12:11:00,49.8400,49.7700,49.8200,49.8100,1184488,3800, 1184488 OK
RKT 15:30,2011-08-08 12:12:00,49.8250,49.7800,49.8100,49.7800,1187125,2637, 1187125 OK
RKT 15:30,2011-08-08 12:13:00,49.8400,49.6900,49.6900,49.8400,1191525,4400, 1191525 OK
RKT 15:30,2011-08-08 12:14:00,49.8900,49.7800,49.8400,49.7800,1196825,5300, 1196825 OK
RKT 15:30,2011-08-08 12:15:00,49.8100,49.7700,49.8000,49.8000,1197925,1100, 1197925 OK
RKT 15:30,2011-08-08 12:16:00,49.7800,49.6000,49.7600,49.6400,1202219,4294, 1202219 OK
RKT 15:30,2011-08-08 12:17:00,49.7600,49.6100,49.6500,49.6400,1203619,1400, 1203619 OK
RKT 15:30,2011-08-08 12:18:00,49.6700,49.5800,49.6700,49.6300,1209119,5500, 1209119 OK
RKT 15:30,2011-08-08 12:19:00,49.6700,49.5900,49.6100,49.6150,1214419,5300, 1214419 OK
RKT 15:30,2011-08-08 12:20:00,49.6150,49.5700,49.6000,49.5850,1216919,2500, 1216919 OK
RKT 15:30,2011-08-08 12:21:00,49.5900,49.5000,49.5700,49.5000,1220119,3100, 1220119 OK
RKT 15:30,2011-08-08 12:22:00,49.6200,49.5000,49.5200,49.6200,1228219,8000, 1228219 OK
RKT 15:30,2011-08-08 12:23:00,49.7200,49.6000,49.6200,49.7100,1231119,2900, 1231119 OK
RKT 15:30,2011-08-08 12:24:00,49.8300,49.7400,49.7700,49.8000,1237433,6314, 1237433 OK
RKT 15:30,2011-08-08 12:25:00,49.8100,49.7200,49.8000,49.7200,1241333,3900, 1241333 OK
RKT 15:30,2011-08-08 12:26:00,49.7500,49.6800,49.7500,49.6800,1242633,1300, 1242633 OK
RKT 15:30,2011-08-08 12:27:00,49.7000,49.5700,49.7000,49.5700,1244133,1500, 1244133 OK
RKT 15:30,2011-08-08 12:28:00,49.5700,49.4200,49.5400,49.4800,1249373,5240, 1249373 OK
RKT 15:30,2011-08-08 12:29:00,49.5300,49.4700,49.4900,49.5300,1258573,9200, 1258573 OK
RKT 15:30,2011-08-08 12:30:00,49.5400,49.5280,49.5280,49.5400,1259547,974, 1259547 OK
RKT 15:30,2011-08-08 12:31:00,49.5800,49.5100,49.5500,49.5350,1263607,3960, 1263607 OK
RKT 15:30,2011-08-08 12:32:00,49.5800,49.4550,49.5000,49.5700,1269224,5617, 1269224 OK
RKT 15:30,2011-08-08 12:33:00,49.6100,49.5700,49.5700,49.5900,1270424,1100, 1270424 OK
RKT 15:30,2011-08-08 12:34:00,49.6100,49.5400,49.5700,49.5700,1279424,8900, 1279424 OK
RKT 15:30,2011-08-08 12:35:00,49.5850,49.5400,49.5600,49.5500,1285624,5900, 1285624 OK
RKT 15:30,2011-08-08 12:36:00,49.6100,49.5300,49.5300,49.6100,1285824,200, 1285824 OK
RKT 15:30,2011-08-08 12:37:00,49.6300,49.5400,49.5703,49.5400,1289124,3100, 1289124 OK
RKT 15:30,2011-08-08 12:38:00,49.5400,49.4000,49.5400,49.4800,1292124,3000, 1292124 OK
RKT 15:30,2011-08-08 12:39:00,49.4900,49.4100,49.4300,49.4500,1295624,3500, 1295624 OK
RKT 15:30,2011-08-08 12:40:00,49.4300,49.4100,49.4300,49.4100,1295924,300, 1295924 OK
RKT 15:30,2011-08-08 12:41:00,49.4600,49.3400,49.4100,49.3400,1297724,1800, 1297724 OK
RKT 15:30,2011-08-08 12:42:00,49.3500,49.3100,49.3400,49.3100,1298924,1200, 1298924 OK
RKT 15:30,2011-08-08 12:43:00,49.4100,49.2800,49.3000,49.3400,1304324,5400, 1304324 OK
RKT 15:30,2011-08-08 12:44:00,49.6400,49.3500,49.4000,49.6400,1306324,2000, 1306324 OK
RKT 15:30,2011-08-08 12:45:00,49.5900,49.4300,49.5700,49.4300,1308224,1900, 1308224 OK
RKT 15:30,2011-08-08 12:46:00,49.4400,49.2700,49.4300,49.2700,1314024,5800, 1314024 OK
RKT 15:30,2011-08-08 12:47:00,49.5600,49.3000,49.3000,49.5500,1320422,6398, 1320422 OK
RKT 15:30,2011-08-08 12:48:00,49.5400,49.3100,49.5000,49.3200,1325121,4699, 1325121 OK
RKT 15:30,2011-08-08 12:49:00,49.4600,49.3200,49.3500,49.4600,1327321,2200, 1327321 OK
RKT 15:30,2011-08-08 12:50:00,49.5100,49.3700,49.4300,49.5100,1333617,6296, 1333617 OK
RKT 15:30,2011-08-08 12:51:00,49.5800,49.4600,49.4600,49.5400,1336017,2400, 1336017 OK
RKT 15:30,2011-08-08 12:52:00,49.5300,49.4800,49.5100,49.5300,1339525,3508, 1339525 OK
RKT 15:30,2011-08-08 12:53:00,49.4900,49.3000,49.4800,49.3000,1341425,1900, 1341425 OK
RKT 15:30,2011-08-08 12:54:00,49.3300,49.2600,49.2700,49.2900,1343225,1800, 1343225 OK
RKT 15:30,2011-08-08 12:55:00,49.2800,49.1900,49.2500,49.2800,1348392,4967, 1348392 OK
RKT 15:30,2011-08-08 12:56:00,49.2800,49.2400,49.2800,49.2400,1349792,1400, 1349792 OK
RKT 15:30,2011-08-08 12:57:00,49.2700,49.1900,49.2400,49.1900,1352792,3000, 1352792 OK
RKT 15:30,2011-08-08 12:58:00,49.2600,49.1700,49.2100,49.2200,1357792,5000, 1357792 OK
RKT 15:30,2011-08-08 12:59:00,49.2650,49.1700,49.1700,49.1800,1360692,2900, 1360692 OK
RKT 15:30,2011-08-08 13:00:00,49.1600,49.0800,49.1600,49.0800,1366592,5900, 1366592 OK
RKT 15:30,2011-08-08 13:01:00,49.1700,49.0500,49.0500,49.1400,1371473,4881, 1371473 OK
RKT 15:30,2011-08-08 13:02:00,49.1500,49.0800,49.1500,49.0800,1372873,1400, 1372873 OK
RKT 15:30,2011-08-08 13:03:00,49.1500,49.0900,49.1100,49.1200,1375273,2400, 1375273 OK
RKT 15:30,2011-08-08 13:04:00,49.2100,49.0900,49.1125,49.1600,1378277,3004, 1378277 OK
RKT 15:30,2011-08-08 13:05:00,49.1350,49.1100,49.1200,49.1350,1379377,1100, 1379377 OK
RKT 15:30,2011-08-08 13:06:00,49.1050,49.0800,49.0800,49.0800,1381577,2200, 1381577 OK
RKT 15:30,2011-08-08 13:07:00,49.1100,49.0300,49.0900,49.0550,1385477,3900, 1385477 OK
RKT 15:30,2011-08-08 13:08:00,49.0600,48.9900,49.0400,49.0000,1391577,6100, 1391577 OK
RKT 15:30,2011-08-08 13:09:00,49.0200,48.9800,49.0000,49.0200,1394677,3100, 1394677 OK
RKT 15:30,2011-08-08 13:10:00,49.1025,49.0000,49.0000,49.0400,1399477,4800, 1399477 OK
RKT 15:30,2011-08-08 13:11:00,49.1200,49.0400,49.0400,49.1100,1401277,1700, 1401277 OK
RKT 15:30,2011-08-08 13:12:00,49.1200,49.0600,49.1200,49.0600,1402577,1300, 1402577 OK
RKT 15:30,2011-08-08 13:13:00,49.0800,49.0300,49.0800,49.0500,1404877,2300, 1404877 OK
RKT 15:30,2011-08-08 13:14:00,49.0300,49.0000,49.0300,49.0300,1405777,900, 1405777 OK
RKT 15:30,2011-08-08 13:15:00,49.0300,48.9700,49.0000,48.9900,1420077,14300, 1420077 OK
RKT 15:30,2011-08-08 13:16:00,48.9900,48.9200,48.9700,48.9200,1423377,3300, 1423377 OK
RKT 15:30,2011-08-08 13:17:00,48.9500,48.8800,48.9200,48.9300,1427377,4000, 1427377 OK
RKT 15:30,2011-08-08 13:18:00,48.9700,48.8500,48.9000,48.8500,1429577,2100, 1429577 OK
RKT 15:30,2011-08-08 13:19:00,48.9800,48.8500,48.8500,48.9300,1433477,3900, 1433477 OK
RKT 15:30,2011-08-08 13:20:00,48.9500,48.8800,48.9000,48.9100,1433877,400, 1433877 OK
RKT 15:30,2011-08-08 13:21:00,48.9100,48.8100,48.9100,48.8800,1435177,1300, 1435177 OK
RKT 15:30,2011-08-08 13:22:00,48.9000,48.7800,48.8400,48.8600,1439977,4800, 1439977 OK
RKT 15:30,2011-08-08 13:23:00,48.9800,48.8600,48.8600,48.9500,1442877,2900, 1442877 OK
RKT 15:30,2011-08-08 13:24:00,49.0800,48.9700,48.9700,49.0500,1448277,5400, 1448277 OK
RKT 15:30,2011-08-08 13:25:00,49.1100,49.0100,49.1100,49.0425,1450277,2000, 1450277 OK
RKT 15:30,2011-08-08 13:26:00,49.0500,48.9800,49.0500,48.9800,1450877,600, 1450877 OK
RKT 15:30,2011-08-08 13:27:00,49.0075,48.8900,48.9700,48.9700,1454287,3410, 1454287 OK
RKT 15:30,2011-08-08 13:28:00,49.0800,49.0075,49.0075,49.0200,1459287,5000, 1459287 OK
RKT 15:30,2011-08-08 13:29:00,48.9700,48.9700,48.9700,48.9700,1459787,400, 1459787 OK
RKT 15:30,2011-08-08 13:30:00,48.9400,48.8900,48.9300,48.9000,1462487,2700, 1462487 OK
RKT 15:30,2011-08-08 13:31:00,48.9300,48.8700,48.8700,48.8700,1464287,1800, 1464287 OK
RKT 15:30,2011-08-08 13:32:00,48.9300,48.8800,48.9100,48.9300,1467387,3100, 1467387 OK
RKT 15:30,2011-08-08 13:33:00,49.0400,48.9000,48.9300,49.0400,1472487,5100, 1472487 OK
RKT 15:30,2011-08-08 13:34:00,49.1325,49.0200,49.0600,49.0400,1483587,11100, 1483587 OK
RKT 15:30,2011-08-08 13:35:00,49.0000,48.9600,48.9600,48.9800,1485187,1600, 1485187 OK
RKT 15:30,2011-08-08 13:36:00,48.9700,48.8700,48.9400,48.9200,1487387,2200, 1487387 OK
RKT 15:30,2011-08-08 13:37:00,48.9100,48.8000,48.8800,48.8100,1496687,9300, 1496687 OK
RKT 15:30,2011-08-08 13:38:00,48.8900,48.8200,48.8200,48.8900,1501887,5200, 1501887 OK
RKT 15:30,2011-08-08 13:39:00,48.8900,48.8000,48.8900,48.8300,1504187,2300, 1504187 OK
RKT 15:30,2011-08-08 13:40:00,48.8100,48.7000,48.8000,48.7000,1506587,2400, 1506587 OK
RKT 15:30,2011-08-08 13:41:00,48.6800,48.5700,48.6800,48.6200,1507687,1100, 1507687 OK
RKT 15:30,2011-08-08 13:42:00,48.6500,48.5800,48.5900,48.6400,1513887,6200, 1513887 OK
RKT 15:30,2011-08-08 13:43:00,48.7500,48.6700,48.6900,48.7100,1526263,12376, 1526263 OK
RKT 15:30,2011-08-08 13:44:00,48.7550,48.7000,48.7200,48.7500,1538663,12400, 1538663 OK
RKT 15:30,2011-08-08 13:45:00,48.7700,48.6900,48.7600,48.6900,1544363,5700, 1544363 OK
RKT 15:30,2011-08-08 13:46:00,48.7300,48.5500,48.6900,48.6000,1549463,5100, 1549463 OK
RKT 15:30,2011-08-08 13:47:00,48.6800,48.5400,48.5800,48.6400,1562163,12700, 1562163 OK
RKT 15:30,2011-08-08 13:48:00,48.6500,48.5600,48.6300,48.5950,1563763,1600, 1563763 OK
RKT 15:30,2011-08-08 13:49:00,48.6100,48.5500,48.5800,48.5900,1566463,2700, 1566463 OK
RKT 15:30,2011-08-08 13:50:00,48.6500,48.5200,48.6400,48.5450,1579963,13500, 1579963 OK
RKT 15:30,2011-08-08 13:51:00,48.6100,48.5100,48.5500,48.5300,1591463,11500, 1591463 OK
RKT 15:30,2011-08-08 13:52:00,48.5650,48.4700,48.5250,48.5600,1606863,15400, 1606863 OK
RKT 15:30,2011-08-08 13:53:00,48.5600,48.4700,48.5400,48.4700,1613268,6405, 1613268 OK
RKT 15:30,2011-08-08 13:54:00,48.6800,48.5000,48.5000,48.5400,1626968,13700, 1626968 OK
RKT 15:30,2011-08-08 13:55:00,48.6700,48.4700,48.5200,48.4700,1643168,16200, 1643168 OK
RKT 15:30,2011-08-08 13:56:00,48.5800,48.3400,48.5000,48.4000,1661768,18600, 1661768 OK
RKT 15:30,2011-08-08 13:57:00,48.4000,48.3400,48.3900,48.3400,1676068,14300, 1676068 OK
RKT 15:30,2011-08-08 13:58:00,48.3500,48.2000,48.3400,48.2300,1679677,3609, 1679677 OK
RKT 15:30,2011-08-08 13:59:00,48.2500,47.9900,48.2500,48.0800,1686877,7200, 1686877 OK
RKT 15:30,2011-08-08 14:00:00,48.0600,47.9400,48.0600,47.9400,1689177,2300, 1689177 OK
RKT 15:30,2011-08-08 14:01:00,48.0800,47.9600,47.9600,48.0600,1694377,5200, 1694377 OK
RKT 15:30,2011-08-08 14:02:00,48.1300,48.0600,48.0600,48.1300,1697277,2900, 1697277 OK
RKT 15:30,2011-08-08 14:03:00,48.2300,48.1100,48.1500,48.2000,1701690,4413, 1701690 OK
RKT 15:30,2011-08-08 14:04:00,48.2300,48.1200,48.1500,48.2300,1708990,7300, 1708990 OK
RKT 15:30,2011-08-08 14:05:00,48.3900,48.2100,48.2300,48.3800,1713490,4500, 1713490 OK
RKT 15:30,2011-08-08 14:06:00,48.4400,48.2750,48.3400,48.3100,1725690,12200, 1725690 OK
RKT 15:30,2011-08-08 14:07:00,48.3650,48.1700,48.3650,48.1700,1729098,3408, 1729098 OK
RKT 15:30,2011-08-08 14:08:00,48.1900,48.1500,48.1600,48.1800,1735098,6000, 1735098 OK
RKT 15:30,2011-08-08 14:09:00,48.1900,48.0900,48.1500,48.0900,1738204,3106, 1738204 OK
RKT 15:30,2011-08-08 14:10:00,48.2000,48.0900,48.0900,48.2000,1741612,3408, 1741612 OK
RKT 15:30,2011-08-08 14:11:00,48.2300,48.1700,48.2200,48.1900,1748912,7300, 1748912 OK
RKT 15:30,2011-08-08 14:12:00,48.2700,48.1500,48.1600,48.2150,1754912,6000, 1754912 OK
RKT 15:30,2011-08-08 14:13:00,48.2200,48.0400,48.2200,48.0600,1758712,3800, 1758712 OK
RKT 15:30,2011-08-08 14:14:00,48.1500,48.0600,48.0800,48.1100,1760712,2000, 1760712 OK
RKT 15:30,2011-08-08 14:15:00,48.0900,48.0000,48.0700,48.0200,1767824,7112, 1767824 OK
RKT 15:30,2011-08-08 14:16:00,48.0100,47.8800,48.0100,47.8800,1769524,1700, 1769524 OK
RKT 15:30,2011-08-08 14:17:00,47.8500,47.7200,47.8100,47.7200,1773424,3900, 1773424 OK
RKT 15:30,2011-08-08 14:18:00,47.7200,47.6100,47.7200,47.6300,1777504,4080, 1777504 OK
RKT 15:30,2011-08-08 14:19:00,47.6400,47.5000,47.6400,47.5800,1781104,3600, 1781104 OK
RKT 15:30,2011-08-08 14:20:00,47.7600,47.6300,47.6400,47.7000,1786556,5452, 1786556 OK
RKT 15:30,2011-08-08 14:21:00,47.7000,47.6600,47.6900,47.6600,1788656,2100, 1788656 OK
RKT 15:30,2011-08-08 14:22:00,47.7000,47.6600,47.6600,47.6800,1792079,3423, 1792079 OK
RKT 15:30,2011-08-08 14:23:00,47.7000,47.6700,47.6800,47.7000,1794879,2800, 1794879 OK
RKT 15:30,2011-08-08 14:24:00,47.7000,47.5400,47.6600,47.5500,1799879,5000, 1799879 OK
RKT 15:30,2011-08-08 14:25:00,47.5500,47.3400,47.5500,47.3400,1802379,2500, 1802379 OK
RKT 15:30,2011-08-08 14:26:00,47.3400,47.0000,47.3400,47.0500,1807579,5200, 1807579 OK
RKT 15:30,2011-08-08 14:27:00,47.2100,47.0300,47.0400,47.2100,1810579,3000, 1810579 OK
RKT 15:30,2011-08-08 14:28:00,47.3500,47.0900,47.1800,47.3100,1815579,5000, 1815579 OK
RKT 15:30,2011-08-08 14:29:00,47.2700,47.1900,47.1900,47.2700,1817579,2000, 1817579 OK
RKT 15:30,2011-08-08 14:30:00,47.4100,47.2700,47.2700,47.3600,1821179,3600, 1821179 OK
RKT 15:30,2011-08-08 14:31:00,47.4100,47.3100,47.3800,47.3100,1824979,3800, 1824979 OK
RKT 15:30,2011-08-08 14:32:00,47.3900,47.2500,47.3100,47.3900,1826979,2000, 1826979 OK
RKT 15:30,2011-08-08 14:34:00,47.6925,47.6550,47.6600,47.6925,1500,1500, 1500 BAD
RKT 15:30,2011-08-08 14:35:00,47.7600,47.6800,47.6900,47.7600,6300,4800, 6300 BAD
RKT 15:30,2011-08-08 14:36:00,47.7800,47.7200,47.7700,47.7300,10000,3700, 10000 BAD
RKT 15:30,2011-08-08 14:37:00,47.7000,47.4200,47.7000,47.4200,12700,2700, 12700 BAD
RKT 15:30,2011-08-08 14:38:00,47.4700,47.3500,47.4000,47.3800,19200,6500, 19200 BAD
RKT 15:30,2011-08-08 14:39:00,47.4700,47.3500,47.3700,47.4000,22700,3500, 22700 BAD
RKT 15:30,2011-08-08 14:40:00,47.5800,47.3000,47.4100,47.4700,33540,10840, 33540 BAD
RKT 15:30,2011-08-08 14:41:00,47.5100,47.4700,47.4800,47.4700,35140,1600, 35140 BAD
RKT 15:30,2011-08-08 14:42:00,47.5600,47.5100,47.5300,47.5400,41640,6500, 41640 BAD
RKT 15:30,2011-08-08 14:43:00,47.5700,47.4700,47.5400,47.5500,48240,6600, 48240 BAD
RKT 15:30,2011-08-08 14:44:00,47.5600,47.5150,47.5500,47.5150,1890691,3500, 1890691 OK
RKT 15:30,2011-08-08 14:45:00,47.6000,47.5600,47.5600,47.5600,1893085,2394, 1893085 OK
RKT 15:30,2011-08-08 14:46:00,47.6000,47.5500,47.5600,47.6000,1896685,3600, 1896685 OK
RKT 15:30,2011-08-08 14:47:00,47.6600,47.5500,47.6000,47.5500,1898285,1600, 1898285 OK
RKT 15:30,2011-08-08 14:48:00,47.5600,47.4900,47.5500,47.5600,1903910,5625, 1903910 OK
RKT 15:30,2011-08-08 14:49:00,47.5800,47.5350,47.5400,47.5600,1905910,2000, 1905910 OK
RKT 15:30,2011-08-08 14:50:00,47.6900,47.5700,47.5700,47.6100,1909260,3350, 1909260 OK
RKT 15:30,2011-08-08 14:51:00,47.6300,47.5900,47.6100,47.6200,1912460,3200, 1912460 OK
RKT 15:30,2011-08-08 14:52:00,47.6700,47.5900,47.5900,47.6300,1920584,8124, 1920584 OK
RKT 15:30,2011-08-08 14:53:00,47.6500,47.5800,47.6400,47.5950,1925213,4629, 1925213 OK
RKT 15:30,2011-08-08 14:54:00,47.6100,47.5700,47.6100,47.5700,1926213,1000, 1926213 OK
RKT 15:30,2011-08-08 14:55:00,47.6500,47.5700,47.5900,47.6200,1932013,5800, 1932013 OK
RKT 15:30,2011-08-08 14:56:00,47.6200,47.5600,47.6000,47.5650,1941413,9400, 1941413 OK
RKT 15:30,2011-08-08 14:57:00,47.5700,47.5400,47.5600,47.5600,1947513,6100, 1947513 OK
RKT 15:30,2011-08-08 14:58:00,47.6000,47.5500,47.5700,47.5700,1958313,10800, 1958313 OK
RKT 15:30,2011-08-08 14:59:00,47.6100,47.5600,47.5750,47.5950,1968943,10630, 1968943 OK
RKT 15:30,2011-08-08 15:00:00,47.6100,47.5600,47.5800,47.5900,1972043,3100, 1972043 OK
RKT 15:30,2011-08-08 15:01:00,47.6100,47.5800,47.5800,47.5900,1975461,3418, 1975461 OK

I didnt understand why i receiving bad TOTAL VOLUME values in resultset...

RKT 15:30,2011-08-08 14:32:00,47.3900,47.2500,47.3100,47.3900,1826979,2000, 1826979 OK
RKT 15:30,2011-08-08 14:34:00,47.6925,47.6550,47.6600,47.6925,1500,1500, 1500 BAD
RKT 15:30,2011-08-08 14:35:00,47.7600,47.6800,47.6900,47.7600,6300,4800, 6300 BAD
RKT 15:30,2011-08-08 14:36:00,47.7800,47.7200,47.7700,47.7300,10000,3700, 10000 BAD
RKT 15:30,2011-08-08 14:37:00,47.7000,47.4200,47.7000,47.4200,12700,2700, 12700 BAD
RKT 15:30,2011-08-08 14:38:00,47.4700,47.3500,47.4000,47.3800,19200,6500, 19200 BAD
RKT 15:30,2011-08-08 14:39:00,47.4700,47.3500,47.3700,47.4000,22700,3500, 22700 BAD
RKT 15:30,2011-08-08 14:40:00,47.5800,47.3000,47.4100,47.4700,33540,10840, 33540 BAD
RKT 15:30,2011-08-08 14:41:00,47.5100,47.4700,47.4800,47.4700,35140,1600, 35140 BAD
RKT 15:30,2011-08-08 14:42:00,47.5600,47.5100,47.5300,47.5400,41640,6500, 41640 BAD
RKT 15:30,2011-08-08 14:43:00,47.5700,47.4700,47.5400,47.5500, 48240,6600, 48240 BAD
RKT 15:30,2011-08-08 14:44:00,47.5600,47.5150,47.5500,47.5150,1890691,3500, 1890691 OK

Can somebody help me where is problem ?

Thanks for your help

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


Posted: Aug 10, 2011 05:45 PM          Msg. 2 of 11
Hello, I think we also recieved an email in developer support from you about this issue but I'll reply here so it might be of help to other users as well.

In general, adding tick volume or interval volume and comparing it to total volume is not going to match. This is becuase we do not currently store all trades in historical data (and interval data is built from tick data). We only store last-qualifying and FormT trades in history (FormT trades make up most of the Pre/Post market Trading). Any non-last-qualifying trades will get counted in total volume but they are not stored in tick history so they won't get counted in interval volume.

mfeuermann
-Interested User-
Posts: 5
Joined: Jan 18, 2010


Posted: Aug 10, 2011 05:55 PM          Msg. 3 of 11
Thank you Steve... Its helpful for me !

I have one more question please..

When is minute in historical request (HIT) completed ?

In past, we checked data by HIT request with ex. time 15:15
So if 15:15 will started, we request HIT with 15:14 and take this data as final...

Is possible told me, how can i check that HIST. data (HIT) from minute is completed ?
Is this criterium started of filling of new minute ?

Thank you very much for your time and help

With regards
Marek

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


Posted: Aug 11, 2011 02:44 PM          Msg. 4 of 11
I'm not entirely sure what you are asking so feel free to clarify if I misunderstand but,

IQFeed labels interval data in the second following the range that the data represents. For example, a 1min interval labeled 12:00:00 represents data from 11:59:00 - 11:59:59.

Hope this helps.

mfeuermann
-Interested User-
Posts: 5
Joined: Jan 18, 2010


Posted: Aug 11, 2011 02:57 PM          Msg. 5 of 11
Everythink is about interval data requested by HIT command

if i place request at 09:30 (time returned from IQfeed) on data from range 09:28 / 09:29
i have problem, that in 2 - 3 % percents of lines in resultset data havent right volumes and lately are changed...

if i place request at 09:30 (time returned from IQfeed) on data from range 09:27 / 09:28
(2 minutes delay) Situation is much better !

So my question is how is possible check, that data from minute is completely agregated and finished ? I need to know - data are finished and didnt be changed lately...

Is this criterium start filling of new minute ?

In this moment im using :
time 09:30 - i will check that exist minute 09:31
IF exist minute 09:31 i will ask for minute 09:29
IF not, i will goto check minute 09:31

Problem is, that sometimes volumes from minute 09:29 requested at 09:30 are lately changed...

Thanks
Marek

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


Posted: Aug 12, 2011 09:52 AM          Msg. 6 of 11
Marek, what data are you actually trying to get from the system?

I took a look at your requests on the server and it seems like there has to be an better/easier way for you to get the data you need.

It seems like you are trying build 1min bars for your symbols. If this is the case, you should be doing this from streaming data (not history).

mfeuermann
-Interested User-
Posts: 5
Joined: Jan 18, 2010


Posted: Aug 12, 2011 10:29 AM          Msg. 7 of 11
Hello Steve, thank you for your reply and your time...

Yes my issue is read 1minute bars from max 15 symbols in online process.
Very important is collect this data as soon as possible from end of minute..

So my question is - Is possible to collect 1min bars from online stream ?
Because i know about possibility of reading online stream but this data are not agregated...
I need only 1min bars...

In this moment it working fine but there was problem last 3 days that some lines in hist resultset
was changed in next minutes...

Thank you

With regards
MF

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


Posted: Aug 12, 2011 10:40 AM          Msg. 8 of 11
You are right that the streaming feed is not agregated. However, reading the streaming feed and agregating the bars on your end will be much easier and much more reliable than trying to pull them from the history servers in a reliable manner (due to the issues you are encountering). If you really want to know the current minute bar immedately when the minute ends, you will want to build it from streaming data.

They are intended to backfill missed data while offline so that you can keep the data up to date from that point using the streaming feed.

mfeuermann
-Interested User-
Posts: 5
Joined: Jan 18, 2010


Posted: Aug 12, 2011 11:05 AM          Msg. 9 of 11
OK thanks for info
I will work for streaming data solution...

MF

sma202
-Interested User-
Posts: 24
Joined: Nov 20, 2010


Posted: Aug 16, 2011 12:01 AM          Msg. 10 of 11
how do we identify the non-qualifying trades?

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


Posted: Aug 16, 2011 08:00 AM          Msg. 11 of 11
Currently, the only non-last-qualifying trades that are being identified in the feed (or stored in history) are FormT trades. FormT trades make up the majority of Pre/Post market trades.

Right now, the only way you can identify one in the streaming feed is when you see the volume increase without a trade occuring. However, this isn't foolproof because there are occasional volume corrections or updates that would come through the feed and not represent a non-last-qualifying trade.

We are working on updates to handle identifying non-last-qualifying trades better for a future version.
 

 

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