Today I started subscribing to more symbols. I used the field set:
Symbol,Last,Bid,Ask,Most Recent Trade Size,Message Contents,Most Recent Trade Market Center,Bid Size,Ask Size

I noticed at the open I get messages with no 'Most Recent Trade Size' field, for example:

Q,SSRI,5.9500,5.5100,6.1600,,ba,5,100,5000,

The documentation suggests that this is a directed replacement for 'Incremental Volume'.
Quote: 'Only valid for 4.9 protocol. In other protocols, use one or more of the following fields instead: Most Recent Trade Size (direct replacement), Last Size (size of last qualified trade), Extended Trade Size (size of last qualified or Extended Trade).' Which is confusing since it obviously not an incrementing volume.

Anyway, should I expect nothing in this field for symbols which have not traded yet? This seems odd given there is a value in the 'Last' field.

Edited by Craig on Sep 14, 2015 at 01:24 PM

Hello Craig,

This is something we have identified and hope to have corrected later this afternoon.

Sorry for the inconvenience. We will get it fixed asap.

Tim

Hi Tim,
Cheers for that.
More info if it helps, it's not just at the open, it's whenever I subscribe to a new symbol.

Correct, it is based around the summary message, after it trades the first time the size will fill in.

Tim

Still happening today.

Q,MEOH,36.2000,35.6700,37.2000,,ba,5,200,500,
Q,PAAS,6.3600,6.3100,6.3900,,ba,5,500,100,
Q,GPOR,32.9000,31.5300,34.8500,,ba,5,200,200,

We are expecting the fix to go LIVE this evening. We decided to postpone the release for a day to allow thorough testing.

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Lonnie Shumate
Development Manager, IQ Systems
Telvent DTN

All good today. Thank you.