DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe

"Can I get another account from you? I am tired of ******* going down so often" - Comment from George

"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim

"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei

"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum

"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike

"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post

"Everything is working great with the API. I love it." - Comment from Calvin

"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal

"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »Data and Content Support »Basis for Last Trade - Qualified Trade vs Other?

Author	Topic: Basis for Last Trade - Qualified Trade vs Other? (6 messages, Page 1 of 1)
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Aug 3, 2019 06:35 AM Msg. 1 of 6 With respect to the "Basis for Last Trade" field in tick data, what is the difference between a qualified trade (C or E) and not qualified (O)? It appears "O" is not included in interval data, but is in tick data. For CRD# at ICEEC, this happens to be a quite large amount of volume, around 75% of the volume is marked "O" and thus excluded from intervals. Jay Jay
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Aug 5, 2019 08:26 AM Msg. 2 of 6 This is last qualifying vs. non-last qualifying trades (implied). These implied trades are mostly from the spread market and are deemed non-last qualifying per the exchange. These implied are also excluded from setting highs or lows, only implied volume is included in the day’s total. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 stephen.shockey@dtn.com
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Aug 5, 2019 11:02 AM Msg. 3 of 6 Ah, interesting, thanks! Is the non-qual from spread volume ICE specific, or more general? Is there a way to map this onto ICE market data documentation? Thanks again, that's super helpful and interesting to know! Jay
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Aug 5, 2019 02:13 PM Msg. 4 of 6 The non-qualified volume is more general, however ICE and some other European exchanges currently send implied trades. For example CME group used to send implied trades, but this could change in the future. In regards to your mapping question, are you speaking about the IQ API? Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 stephen.shockey@dtn.com
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Aug 5, 2019 02:21 PM Msg. 5 of 6 Interesting, thanks again. By mapping to exchange, I mean can I go to the ICE market data spec somewhere and see a message flag that says "Implied trade"? Just wondering if it's possible for me to try to walk through exchange docs to figure these things out, or do I just need to post questions here? Jay
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Aug 5, 2019 02:44 PM Msg. 6 of 6 IQ Feed sends trade conditions in our tick data labeled " Implied Trade". You can see this in our Time and Sales Application after turning ENABLE EXTENDED TRADES in the settings. It is also passed through our API information. If you have an API License with us you can locate the information at the following link within our API Documents. http://www.iqfeed.net/dev/index.cfm?login=login Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 stephen.shockey@dtn.com File Attached: Implied.png (downloaded 937 times)