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damarcant has contributed to 11 posts out of 21185 total posts
(0.05%) in 2,389 days (0.00 posts per day).
20 Most recent posts:
What is the meaning of the H type of interval bars?
The documentation says:
"[Type] - Update type; 'U' - updated interval bar; 'H' - complete interval bar from history; 'C' - complete interval bar from stream"
But I do not really know what "from history" means.
Maybe that the received bar is not a real time bar?
Hi,
I am having some issues with historical data, more precisely, with HIT requests.
The thing is that I am receiving odd data from IQFeed.
For instance, let's take TRIP symbol. This symbol was first listed in stock exchange in 2011.
However, If I make a request to get 1 minute candles from year 2005 up to now, I am getting some odd candles in 2008 and 2009.
This also happens with other symbols, like AVGO, which was first listed in 2009 but there is data from 2007
Is there any reason for this?
Hi,
I am using IQFeed API in order to get Fundamental Data from the Streaming Data socket.
There is a field named "Short Interest" in the Fundamental Message Format, but I am getting no value for that field.
Is this normal? Should I have to update or activate something extra in my IQFeed account in order to get this field's value?
Thank you!
Hello,
I can see that when I request real time trades, there is a field named "Message Contents" that can have different values. Some of these values are the following:
C - Last Qualified Trade. E - Extended Trade = Form T trade. O - Other Trade = Any trade not accounted for by C or E.
I understand C and E values, but I was wondering why some trades are classified as O. Is there any reason for this? When is a trade considered as O?
Thank you
Hello,
I am obtaining data with HTT command. One of the fields is "Trade Market Center", which is a number.
Where can I get the name of the market center for each number?
Thank you
Hello,
I am obtaining data with HTT command. One of the fields is "Trade Market Center", which is a number.
Where can I get the name of the market center for each number?
Thank you
Thank you very much for your support Tim.
If I set the Message Contents field in the command as following:
S,SELECT UPDATE FIELDS,Trade Time,Last,Incremental Volume,TickID,Exchange ID,Trade Market Center,Extended Trading Last,Message Contents
I get an error message "E,Message Contents is not a valid fieldset field.,"
Am I doing something wrong?
Thank you
Sorry Tim, you are right.
I supposed that ticks tagged with "O" where the ones with less than 100 of volume.
If you filter trades based on the volume (less than 100) you get 45685, but if you filter by the "O" tag, you get 45385.
So my new question is the following.
I am creating one minute candles based on a Level 1 stream that gives me the trade ticks using the command "S,SELECT UPDATE FIELDS,Trade Time,Last,Incremental Volume,TickID,Exchange ID,Trade Market Center,Extended Trading Last"
In real time, I have no way to know if the tick is "O" type because I can´t see any field with this information, so I am filtering ticks with a volume less than 100, and that is why I get volume divergences with history data.
Is there a way to filter those ticks tagged in historoy data with "O" in the real time stream?
Thank you
For instance, let us take the following one minute candle for AAPL that has been retrieved using the HIT command.
ny_date_time,open,high,low,close,volume 2017-10-02 15:40,153.6900,153.7400,153.6900,153.7309,45385
If I then request the trade ticks for the same candle using the HTT command, I get the following list.
ny_datetime,bid,ask,last,last-size,total volume, basis for last, tickid 2017-10-02 15:39:00,153.6900,153.7000,153.7000,25,15609357,O,2144 2017-10-02 15:39:00,153.6900,153.7000,153.6999,75,15609432,O,27751 2017-10-02 15:39:00,153.6900,153.7000,153.6900,100,15609532,C,13624 2017-10-02 15:39:00,153.6900,153.7000,153.6900,100,15609632,C,13625 2017-10-02 15:39:00,153.6900,153.7000,153.6900,180,15609812,C,13626 2017-10-02 15:39:02,153.6900,153.7000,153.6950,40,15609852,O,27752 2017-10-02 15:39:02,153.6900,153.7000,153.6944,100,15609952,C,27753 2017-10-02 15:39:02,153.6900,153.7000,153.7000,1,15609953,O,3725 2017-10-02 15:39:03,153.6900,153.7000,153.6944,200,15610153,C,4363 2017-10-02 15:39:03,153.6900,153.7000,153.6925,2,15610155,O,27754 2017-10-02 15:39:04,153.6900,153.7000,153.6910,35,15610190,O,27755 2017-10-02 15:39:05,153.6900,153.7000,153.7000,52,15610242,O,30874 2017-10-02 15:39:06,153.6900,153.7000,153.6927,20,15610262,O,27756 2017-10-02 15:39:06,153.6900,153.7000,153.6901,40,15610302,O,27757 2017-10-02 15:39:06,153.6900,153.7000,153.6950,40,15610342,O,27758 2017-10-02 15:39:08,153.6900,153.7000,153.6900,100,15610442,C,3111 2017-10-02 15:39:09,153.6900,153.7000,153.6950,50,15610492,O,27759 2017-10-02 15:39:11,153.6900,153.7000,153.6900,27,15610519,O,27760 2017-10-02 15:39:14,153.6900,153.7000,153.6988,59,15610578,O,27761 2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15610678,C,3112 2017-10-02 15:39:15,153.6900,153.7000,153.7000,199,15610877,C,3726 2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15610977,C,1182 2017-10-02 15:39:15,153.6900,153.7000,153.7000,649,15611626,C,27762 2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15611726,C,2145 2017-10-02 15:39:15,153.6900,153.7000,153.7000,2,15611728,O,4364 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15611828,C,30875 2017-10-02 15:39:15,153.7000,153.7100,153.7000,50,15611878,O,30876 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15611978,C,30877 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612078,C,30878 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612178,C,13627 2017-10-02 15:39:15,153.7000,153.7100,153.7000,200,15612378,C,13628 2017-10-02 15:39:15,153.7000,153.7100,153.7000,80,15612458,O,13629 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612558,C,13436 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612658,C,14732 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612758,C,13437 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612858,C,14733 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612958,C,13438 2017-10-02 15:39:16,153.7000,153.7100,153.7100,50,15613008,O,30879 2017-10-02 15:39:16,153.7000,153.7100,153.7100,50,15613058,O,30880 2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15613158,C,3113 2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15613258,C,13439 2017-10-02 15:39:16,153.7000,153.7100,153.7100,650,15613908,C,27763 2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15614008,C,2146 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614108,C,30881 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614208,C,30882 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614308,C,30883 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614408,C,13440 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614508,C,14734 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614608,C,13630 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614708,O,27764 2017-10-02 15:39:17,153.7100,153.7200,153.7199,52,15614760,O,27765 2017-10-02 15:39:18,153.7100,153.7200,153.7200,10,15614770,O,30884 2017-10-02 15:39:18,153.7100,153.7200,153.7200,90,15614860,O,30885 2017-10-02 15:39:18,153.7100,153.7200,153.7150,37,15614897,O,13441 2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15615197,C,27766 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15615297,C,13442 2017-10-02 15:39:19,153.7100,153.7200,153.7100,53,15615350,O,27767 2017-10-02 15:39:19,153.7100,153.7200,153.7145,100,15615450,C,27768 2017-10-02 15:39:19,153.7100,153.7200,153.7150,163,15615613,C,27769 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15615713,C,13631 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15615813,C,3114 2017-10-02 15:39:19,153.7100,153.7200,153.7150,100,15615913,C,27770 2017-10-02 15:39:19,153.7100,153.7200,153.7100,600,15616513,C,2147 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15616613,C,30886 2017-10-02 15:39:19,153.7100,153.7200,153.7100,14,15616627,O,30887 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15616727,C,30888 2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15617027,C,30889 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617127,C,14735 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617227,C,13443 2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15617427,C,14736 2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15617727,C,30890 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617827,C,30891 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617927,C,13444 2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15618127,C,14737 2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15618327,C,14738 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618427,C,13632 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618527,C,13633 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618627,C,13634 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618727,C,1056 2017-10-02 15:39:19,153.7100,153.7200,153.7100,20,15618747,O,13635 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618847,C,13636 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618947,C,13637 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619047,C,13638 2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15619247,C,30892 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619347,C,30893 2017-10-02 15:39:19,153.7100,153.7200,153.7100,53,15619400,O,30894 2017-10-02 15:39:19,153.7100,153.7200,153.7100,47,15619447,O,30895 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619547,C,14739 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619647,C,13639 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619747,C,13640 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619847,C,13641 2017-10-02 15:39:19,153.7100,153.7200,153.7124,100,15619947,C,27771 2017-10-02 15:39:19,153.7100,153.7200,153.7127,300,15620247,C,27772 2017-10-02 15:39:19,153.7100,153.7200,153.7127,300,15620547,C,27773 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620647,C,27774 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15620747,C,3115 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620847,C,27775 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620947,C,27776 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15621047,C,27777 2017-10-02 15:39:19,153.7100,153.7200,153.7127,200,15621247,C,27778 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15621347,C,27779 2017-10-02 15:39:19,153.7100,153.7200,153.7127,53,15621400,O,27780 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15621500,C,13445 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621600,C,3116 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621700,C,3727 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621800,C,3728 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621900,C,13642 2017-10-02 15:39:19,153.7100,153.7200,153.7100,3,15621903,O,13643 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15622003,C,3729 2017-10-02 15:39:19,153.7100,153.7200,153.7100,97,15622100,O,13644 2017-10-02 15:39:19,153.7100,153.7200,153.7100,3,15622103,O,13645 2017-10-02 15:39:19,153.7100,153.7200,153.7150,100,15622203,C,1057 2017-10-02 15:39:19,153.7100,153.7200,153.7126,47,15622250,O,27781 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622350,C,27782 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622450,C,27783 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622550,C,27784 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622650,C,27785 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622750,C,27786 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622850,C,27787 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622950,C,27788 2017-10-02 15:39:19,153.7100,153.7200,153.7126,3,15622953,O,27789 2017-10-02 15:39:19,153.7100,153.7200,153.7127,3,15622956,O,27790 2017-10-02 15:39:19,153.7100,153.7200,153.7127,97,15623053,O,27791 2017-10-02 15:39:19,153.7000,153.7100,153.7100,37,15623090,O,30896 2017-10-02 15:39:19,153.7000,153.7100,153.7100,100,15623190,C,13446 2017-10-02 15:39:19,153.7000,153.7100,153.7100,116,15623306,C,30897 2017-10-02 15:39:19,153.7000,153.7100,153.7150,100,15623406,C,27792 2017-10-02 15:39:20,153.7000,153.7100,153.7140,100,15623506,C,27793 2017-10-02 15:39:21,153.7100,153.7200,153.7100,100,15623606,C,30898 2017-10-02 15:39:23,153.7100,153.7200,153.7153,100,15623706,C,27794 2017-10-02 15:39:23,153.7100,153.7200,153.7199,10,15623716,O,27795 2017-10-02 15:39:24,153.7100,153.7200,153.7100,44,15623760,O,30899 2017-10-02 15:39:26,153.7100,153.7200,153.7200,10,15623770,O,27796 2017-10-02 15:39:26,153.7100,153.7200,153.7101,2,15623772,O,27797 2017-10-02 15:39:27,153.7100,153.7200,153.7101,20,15623792,O,27798 2017-10-02 15:39:27,153.7100,153.7200,153.7199,8,15623800,O,27799 2017-10-02 15:39:28,153.7200,153.7300,153.7200,19,15623819,O,3730 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15623919,C,30900 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624019,C,30901 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624119,C,30902 2017-10-02 15:39:28,153.7200,153.7300,153.7200,200,15624319,C,30903 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624419,C,2148 2017-10-02 15:39:28,153.7200,153.7300,153.7200,35,15624454,O,13447 2017-10-02 15:39:28,153.7200,153.7300,153.7200,210,15624664,C,30904 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624764,C,30905 2017-10-02 15:39:28,153.7200,153.7300,153.7200,500,15625264,C,30906 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15625364,C,14740 2017-10-02 15:39:28,153.7200,153.7300,153.7200,65,15625429,O,13448 2017-10-02 15:39:28,153.7200,153.7300,153.7200,5,15625434,O,13646 2017-10-02 15:39:28,153.7200,153.7300,153.7200,195,15625629,C,13647 2017-10-02 15:39:28,153.7200,153.7300,153.7200,105,15625734,C,13648 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15625834,C,27800 2017-10-02 15:39:28,153.7200,153.7300,153.7200,2000,15627834,C,4365 2017-10-02 15:39:28,153.7200,153.7300,153.7300,100,15627934,C,13449 2017-10-02 15:39:28,153.7200,153.7300,153.7300,100,15628034,C,13450 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628134,C,30907 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628234,C,30908 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628334,C,30909 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628434,C,30910 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628534,C,30911 2017-10-02 15:39:28,153.7200,153.7300,153.7100,56,15628590,O,30912 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628690,C,30913 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628790,C,30914 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628890,C,30915 2017-10-02 15:39:28,153.7200,153.7300,153.7100,44,15628934,O,30916 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629034,C,3731 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629134,C,14741 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629234,C,2149 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629334,C,13451 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629434,C,13452 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629534,C,13453 2017-10-02 15:39:28,153.7200,153.7300,153.7100,15,15629549,O,13454 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629649,C,13455 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629749,C,13456 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629849,C,13457 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629949,C,14742 2017-10-02 15:39:28,153.7200,153.7300,153.7100,200,15630149,C,14743 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630249,C,14744 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630349,C,14745 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630449,C,14746 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630549,C,27801 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630649,C,27802 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630749,C,27803 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630849,C,27804 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630949,C,27805 2017-10-02 15:39:28,153.7100,153.7200,153.7100,600,15631549,C,3117 2017-10-02 15:39:28,153.7100,153.7200,153.7150,200,15631749,C,13458 2017-10-02 15:39:28,153.7100,153.7200,153.7150,85,15631834,O,13459 2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15631934,C,13649 2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15632034,C,13650 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632134,C,13651 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632234,C,13652 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632334,C,13653 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632434,C,13654 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632534,C,13655 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632634,C,13460 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15632734,C,3118 2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15632834,C,27806 2017-10-02 15:39:31,153.7100,153.7200,153.7160,19,15632853,O,27807 2017-10-02 15:39:32,153.7100,153.7200,153.7200,100,15632953,C,13461 2017-10-02 15:39:32,153.7100,153.7200,153.7150,400,15633353,C,27808 2017-10-02 15:39:33,153.7100,153.7200,153.7163,67,15633420,O,4366 2017-10-02 15:39:33,153.7100,153.7200,153.7200,25,15633445,O,13656 2017-10-02 15:39:35,153.7100,153.7200,153.7200,7,15633452,O,30917 2017-10-02 15:39:35,153.7300,153.7400,153.7200,193,15633645,C,30918 2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15633745,C,30919 2017-10-02 15:39:35,153.7300,153.7400,153.7200,7,15633752,O,30920 2017-10-02 15:39:35,153.7300,153.7400,153.7200,93,15633845,O,30921 2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15633945,C,14747 2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15634045,C,14748 2017-10-02 15:39:35,153.7300,153.7400,153.7300,10,15634055,O,30922 2017-10-02 15:39:35,153.7300,153.7400,153.7300,6,15634061,O,30923 2017-10-02 15:39:35,153.7300,153.7400,153.7300,90,15634151,O,30924 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634251,C,30925 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634351,C,30926 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634451,C,30927 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634551,C,2150 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634651,C,30928 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634751,C,30929 2017-10-02 15:39:35,153.7300,153.7400,153.7300,94,15634845,O,30930 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634945,C,13462 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15635045,C,13463 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15635145,C,13657 2017-10-02 15:39:35,153.7300,153.7400,153.7300,800,15635945,C,13658 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15636045,C,13659 2017-10-02 15:39:35,153.7300,153.7400,153.7300,6,15636051,O,30931 2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15636151,C,27809 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636251,C,30932 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636351,C,30933 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636451,C,30934 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636551,C,30935 2017-10-02 15:39:35,153.7300,153.7400,153.7400,400,15636951,C,30936 2017-10-02 15:39:35,153.7300,153.7400,153.7400,10,15636961,O,30937 2017-10-02 15:39:35,153.7300,153.7400,153.7400,63,15637024,O,30938 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637124,C,27810 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637224,C,13660 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15637324,C,3119 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15637424,C,13464 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637524,C,13465 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637624,C,13466 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637724,C,13661 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637824,C,13662 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637924,O,27811 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15638024,C,30939 2017-10-02 15:39:36,153.7300,153.7400,153.7355,17,15638041,O,27812 2017-10-02 15:39:36,153.7300,153.7400,153.7300,100,15638141,C,3120 2017-10-02 15:39:36,153.7300,153.7400,153.7300,100,15638241,C,3121 2017-10-02 15:39:37,153.7300,153.7400,153.7400,15,15638256,O,13467 2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638356,C,30940 2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638456,C,30941 2017-10-02 15:39:37,153.7400,153.7500,153.7400,1,15638457,O,14749 2017-10-02 15:39:37,153.7400,153.7500,153.7400,250,15638707,C,14750 2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638807,C,13663 2017-10-02 15:39:37,153.7400,153.7500,153.7399,1,15638808,O,27813 2017-10-02 15:39:37,153.7400,153.7500,153.7399,250,15639058,C,27814 2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639158,C,27815 2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639258,C,27816 2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639358,C,27817 2017-10-02 15:39:37,153.7400,153.7500,153.7400,1449,15640807,C,27818 2017-10-02 15:39:37,153.7400,153.7500,153.7400,39,15640846,O,4367 2017-10-02 15:39:38,153.7300,153.7400,153.7400,200,15641046,C,30942 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641146,C,30943 2017-10-02 15:39:38,153.7300,153.7400,153.7400,200,15641346,C,14751 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641446,C,14752 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641546,C,14753 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641646,C,14754 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641746,C,13468 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641846,C,3122 2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15641946,C,3732 2017-10-02 15:39:38,153.7300,153.7400,153.7300,37,15641983,O,1183 2017-10-02 15:39:38,153.7300,153.7400,153.7300,261,15642244,C,3123 2017-10-02 15:39:38,153.7300,153.7400,153.7300,139,15642383,C,3124 2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642483,C,3733 2017-10-02 15:39:38,153.7300,153.7400,153.7300,57,15642540,O,13664 2017-10-02 15:39:38,153.7300,153.7400,153.7300,254,15642794,C,1184 2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642894,C,1185 2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642994,C,13469 2017-10-02 15:39:39,153.7300,153.7400,153.7300,100,15643094,C,3734 2017-10-02 15:39:39,153.7300,153.7400,153.7350,100,15643194,C,3125 2017-10-02 15:39:39,153.7300,153.7400,153.7373,600,15643794,C,27819 2017-10-02 15:39:39,153.7300,153.7400,153.7360,100,15643894,C,4368 2017-10-02 15:39:40,153.7300,153.7400,153.7344,137,15644031,C,27820 2017-10-02 15:39:40,153.7300,153.7400,153.7389,100,15644131,C,27821 2017-10-02 15:39:40,153.7300,153.7400,153.7360,1000,15645131,C,4369 2017-10-02 15:39:40,153.7300,153.7400,153.7400,100,15645231,C,13470 2017-10-02 15:39:41,153.7300,153.7400,153.7400,20,15645251,O,27822 2017-10-02 15:39:42,153.7300,153.7400,153.7375,25,15645276,O,27823 2017-10-02 15:39:42,153.7300,153.7400,153.7362,13,15645289,O,27824 2017-10-02 15:39:43,153.7300,153.7400,153.7400,25,15645314,O,27825 2017-10-02 15:39:44,153.7300,153.7400,153.7350,100,15645414,C,1058 2017-10-02 15:39:44,153.7300,153.7400,153.7350,100,15645514,C,27826 2017-10-02 15:39:44,153.7300,153.7400,153.7400,400,15645914,C,27827 2017-10-02 15:39:44,153.7300,153.7400,153.7300,1,15645915,O,4370 2017-10-02 15:39:45,153.7300,153.7400,153.7300,21,15645936,O,3735 2017-10-02 15:39:45,153.7300,153.7400,153.7319,21,15645957,O,27828 2017-10-02 15:39:46,153.7300,153.7400,153.7300,100,15646057,C,3126 2017-10-02 15:39:46,153.7300,153.7400,153.7300,100,15646157,C,1186 2017-10-02 15:39:46,153.7300,153.7400,153.7300,200,15646357,C,1059 2017-10-02 15:39:47,153.7300,153.7400,153.7400,5,15646362,O,4371 2017-10-02 15:39:47,153.7300,153.7400,153.7351,5,15646367,O,27829 2017-10-02 15:39:48,153.7300,153.7400,153.7350,100,15646467,C,27830 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646567,C,1060 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646667,C,27831 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646767,C,1061 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646867,C,27832 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646967,C,27833 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647067,C,27834 2017-10-02 15:39:49,153.7300,153.7400,153.7310,100,15647167,C,13665 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647267,C,27835 2017-10-02 15:39:49,153.7300,153.7400,153.7400,100,15647367,C,13471 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647467,C,27836 2017-10-02 15:39:50,153.7300,153.7400,153.7400,5,15647472,O,13472 2017-10-02 15:39:52,153.7300,153.7400,153.7300,26,15647498,O,13666 2017-10-02 15:39:53,153.7300,153.7400,153.7301,135,15647633,C,4372 2017-10-02 15:39:53,153.7300,153.7400,153.7353,150,15647783,C,27837 2017-10-02 15:39:54,153.7300,153.7400,153.7300,44,15647827,O,3736 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15647927,C,3127 2017-10-02 15:39:54,153.7300,153.7400,153.7300,35,15647962,O,3737 2017-10-02 15:39:54,153.7300,153.7400,153.7300,65,15648027,O,3738 2017-10-02 15:39:54,153.7300,153.7400,153.7300,35,15648062,O,3739 2017-10-02 15:39:54,153.7300,153.7400,153.7331,44,15648106,O,27838 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648206,C,30944 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648306,C,30945 2017-10-02 15:39:54,153.7300,153.7400,153.7300,58,15648364,O,30946 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648464,C,30947 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648564,C,30948 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648664,C,30949 2017-10-02 15:39:54,153.7300,153.7400,153.7300,142,15648806,C,30950 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648906,C,2151 2017-10-02 15:39:54,153.7300,153.7400,153.7300,158,15649064,C,30951 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649164,C,30952 2017-10-02 15:39:54,153.7300,153.7400,153.7300,42,15649206,O,30953 2017-10-02 15:39:54,153.7300,153.7400,153.7300,200,15649406,C,13473 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649506,C,14755 2017-10-02 15:39:54,153.7300,153.7400,153.7300,200,15649706,C,14756 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649806,C,14757 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649906,C,14758 2017-10-02 15:39:54,153.7300,153.7400,153.7300,5,15649911,O,30954 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650011,C,30955 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650111,C,30956 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650211,C,30957 2017-10-02 15:39:54,153.7300,153.7400,153.7300,7,15650218,O,30958 2017-10-02 15:39:54,153.7300,153.7400,153.7300,74,15650292,O,13667 2017-10-02 15:39:54,153.7100,153.7200,153.7300,5,15650297,O,13668 2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15650397,C,13669 2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15650497,C,13670 2017-10-02 15:39:54,153.7100,153.7200,153.7300,26,15650523,O,13671 2017-10-02 15:39:54,153.7100,153.7200,153.7300,74,15650597,O,13672 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15650697,C,30959 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15650797,C,30960 2017-10-02 15:39:54,153.7100,153.7200,153.7200,200,15650997,C,13474 2017-10-02 15:39:54,153.7100,153.7200,153.7200,51,15651048,O,14759 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651148,C,13673 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651248,C,14760 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651348,C,13674 2017-10-02 15:39:54,153.7100,153.7200,153.7350,100,15651448,C,27839 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651548,C,13475 2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15651648,C,27840 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651748,C,13476 2017-10-02 15:39:54,153.7200,153.7200,153.7200,100,15651848,C,13675 2017-10-02 15:39:54,153.7200,153.7200,153.7200,200,15652048,C,30961 2017-10-02 15:39:54,153.7200,153.7200,153.7200,100,15652148,C,30962 2017-10-02 15:39:54,153.7200,153.7300,153.7300,3,15652151,O,30963 2017-10-02 15:39:55,153.7200,153.7300,153.7300,5,15652156,O,4373 2017-10-02 15:39:55,153.7300,153.7400,153.7300,200,15652356,C,2152 2017-10-02 15:39:56,153.7300,153.7400,153.7300,20,15652376,O,3740 2017-10-02 15:39:56,153.7300,153.7400,153.7392,2000,15654376,C,27841 2017-10-02 15:39:56,153.7300,153.7400,153.7400,95,15654471,O,13477 2017-10-02 15:39:56,153.7300,153.7400,153.7400,5,15654476,O,13478 2017-10-02 15:39:58,153.7300,153.7400,153.7400,100,15654576,C,13676 2017-10-02 15:39:58,153.7300,153.7400,153.7400,100,15654676,C,13677 2017-10-02 15:39:58,153.7300,153.7400,153.7400,5,15654681,O,1187 2017-10-02 15:39:59,153.7300,153.7400,153.7332,1600,15656281,C,27842 2017-10-02 15:39:59,153.7300,153.7400,153.7400,95,15656376,O,13479 2017-10-02 15:39:59,153.7300,153.7400,153.7400,5,15656381,O,13480 2017-10-02 15:39:59,153.7300,153.7400,153.7309,2000,15658381,C,27843 2017-10-02 15:39:59,153.7300,153.7400,153.7400,95,15658476,O,13481 2017-10-02 15:39:59,153.7300,153.7400,153.7400,5,15658481,O,13482 2017-10-02 15:39:59,153.7300,153.7400,153.7218,100,15658581,O,27844
If I compute the open, close, high and low prices with tick data, they are equal to the candle values.
However, If I add all the tick volumes (discarding those tagged with an 'O'), the number is not equal to the candle volume.
Volume from the candle retrieved using HIT command = 45385 Volume calculated from the ticks retrieved using HTT command = 45685
Hello,
I have detected an issue in the volume that is obtained using the HIT command when requesting one minute candles.
The thing is that if I request a one minute candle using the HIT command, the volume of the candle does not match with the volume that can be calculated retrieving each trade tick for the same interval using the HTT command.
I have to say that in order to calculate the volume of the candle with ticks retrieved by the HTT command, I am not having into account those ticks that are tagged as "O" (Other trade)
Why are such differences? Is something else that I have to take into account when calculating the volume with trade ticks retrieved using the HTT command?
Thanks
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