arturo didonna
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Posts: 22
Joined: Oct 10, 2008
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Posted: Mar 29, 2023 06:05 AM
Msg. 1 of 6
I am trying to figure out the meaning of the trade conditions reported in iqfeed prints.
For instance:
2023-03-27 15:43:58 0.55 2000 2009 0.51 0.57 569841655 C 16 AB
What is meaning of the code 'AB' reported in the last column of the above SWKS2321D125 times&sales? Thanks in advance.
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DTN_Gary_Stephen
-DTN Guru-
Posts: 403
Joined: Jul 3, 2019
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Posted: Mar 29, 2023 09:49 AM
Msg. 2 of 6
The API command STC will list all the trade conditions. The numbers in the STC ist are decimal, while the trade condition codes that appear the messages are hexadecimal. So you would have to convert AB to its decimal equivalent, and then see its meaning in the list. AB in hex is 171, which is:
LS,171,TLCT,OPRA - Stock Options Cross,
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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arturo didonna
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Posts: 22
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Posted: Mar 30, 2023 02:58 AM
Msg. 3 of 6
Thanks for your prompt and informative answer, Gary. Since I have just a subscription to tick data, but no API, would it be possible to get a printout of the STC command? If I am breaking any rule with this request, please feel free to say so. Thanks again for your help ad assistance. Edited by arturo didonna on Mar 30, 2023 at 06:17 AM
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DTN_mark_e
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Joined: Sep 25, 2014
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Posted: Mar 30, 2023 10:41 AM
Msg. 4 of 6
arturo, if you don't have the API, we can only point you to the IQFeed apps found in the IQFeed Applications folder. You can view Trade Conditions via the Time & Sales, per tick view. Trading Markets Customer Service 800-779-7299 (DTNIQ & IQFEED) www.dtn.com/trading | http://www.iqfeed.net
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DTN_Gary_Stephen
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Posts: 403
Joined: Jul 3, 2019
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Posted: Mar 30, 2023 03:34 PM
Msg. 5 of 6
I can add more to this. There are some new (largely OPRA-specific) Trade Conditions, and the messages in Time & Sales are a little terse. We're looking into improving this. Here's a list that should help:
SOLDLAST Sold Last (late reporting) (ttds,utdf,cts,opra) SOLDOSEQ Sold Out of Sequence (ttds,utdf,cts,opra) CANC Cancelled Previous Transaction (opra) CANCLAST Cancelled Last Transaction (opra) CANCOPEN Cancelled Open Transaction (opra) CANCONLY Cancelled Only Transaction (opra) OPEN Late Report of Opening Trade, out of sequence (utdf,ttds,opra) OPNL Late Report of Opening Trade, in correct sequence (opra) AUTO Transaction Executed Electronically (cts, opra) AJST Contract Adjustment for Stock Dividend, Split, etc. (opra) SPRD Spread, Trade in Two Options in the Same Class (a buy and a sell in the same class) (opra) STDL Straddle, Trade in Two Options in the Same Class (a buy and a sell in a put and a call) (opra,) STPD Follow a Non-stopped Trade (opra) CSTP Cancel Stopped Transaction (opra) BWRT Option Portion of a Buy/Write (opra) CMBO Combo, Trade in Two Options in the Same Options Class (a buy and a sell in the same class) (opra) ETH_SESSION Opra extended trading hours session SLAN OPRA - Single Leg Auction Non ISO SLAI OPRA - Single Leg Auction ISO SLCN OPRA - Single Leg Cross Non ISO SCLI OPRA - Single Leg Cross ISO SLFT OPRA - Single Leg Floor Trade MLET OPRA - Multi Leg auto-electronic trade MLAT OPRA - Multi Leg Auction MLCT OPRA - Multi Leg Cross MLFT OPRA - Multi Leg floor trade MESL OPRA - Multi Leg auto-electronic trade against single leg(s) TLAT OPRA - Stock Options Auction MASL OPRA - Multi Leg Auction against single leg(s) MFSL OPRA - Multi Leg Auction against single leg(s) TLET OPRA - Stock Options auto-electronic trade TLCT OPRA - Stock Options Cross TLFT OPRA - Stock Options floor trade TESL OPRA - Stock Options auto-electronic trade against single leg(s) TASL OPRA - Stock Options Auction against single leg(s) TFSL OPRA - Stock Options floor trade against single leg(s) CBMO OPRA - Multi Leg Floor Trade of Proprietary Products MCTP OPRA - multilateral compression
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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arturo didonna
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Posted: Apr 3, 2023 03:45 AM
Msg. 6 of 6
Thanks, Gary. Appreciated.
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