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)




"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"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
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"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
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »IQFeed 3rd Party Software Support »Form T Intraday Filter
Author Topic: Form T Intraday Filter (6 messages, Page 1 of 1)

Roberts
-Interested User-
Posts: 32
Joined: Mar 26, 2008


Posted: Aug 4, 2020 03:33 AM          Msg. 1 of 6
I couldn't find even one topic addressing "Form T" or extended hours trades for U.S. stocks. Intraday history requests like HID only have time filters. However, occasionally an extended hours trade (or trades) occurs just after 093000, which affects the opening price of the first intraday bar of the regular session. Often a Reg T trade won't match the actual open / daily bar opening price, which should be the first non-Form T full-lot trade. Is there an undocumented method to filter Form T trades from an HID request?

DTN_Stephen
-DTN Guru-
Posts: 358
Joined: Aug 22, 2014


Posted: Aug 4, 2020 07:20 AM          Msg. 2 of 6
It sounds like you are speaking about API requests? Please contact us at support@iqfeed.net with your IQ Login/username so we can direct your question to the appropriate department.

Thank you

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 180
Joined: Jul 3, 2019


Posted: Aug 4, 2020 08:53 AM          Msg. 3 of 6
Roberts,

In the IQFeed API, there is no way to filter an HID request by trade type. However, there are some other possible approaches:

HTD, HTT, and HTX (tick-level) history requests include the Trade Condition. You can't submit a request that filters for this, but you can retrieve all ticks, and use your own code to identify the ones that include the FORMT trade condition. The code "17" as all or part of the Trade Condition code indicates a FORMT Trade Condition. You can see a list of all the Trade Condition codes by sending the command STC to Port 9100. (The codes are in hexadecimal, while the STC list is in decimal. so FORMT is code 17 in the ticks and 23 in that list.)

Another approach is to use the Level 1 feed to follow symbol(s) live. The Most Recent Trade Conditions field contains the Trade Condition code as described above. Also, there is a field Message Contents that more generally tells you what drives this tick:

C - Last Qualified Trade. E - Extended Trade = Form T trade. O - Other Trade = Any trade not accounted for by C or E. b - A bid update occurred. a - An ask update occurred. o - An Open occurred. h - A High occurred. l - A Low occurred. c - A Close occurred. s - A Settlement occurred. v - A volume update occurred.

Please note that you must use Protocol 6.1 to get the Trade Condition. This data point does not exist in earlier protocols. I hope this information is helpful!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Roberts
-Interested User-
Posts: 32
Joined: Mar 26, 2008


Posted: Aug 4, 2020 09:31 AM          Msg. 4 of 6
Thanks for the info Gary. I was aware of the Level 1 approach and we'll do that for streaming charts. That doesn't help for the history, which our customers use for backtests. Instead of bulky tick history requests to just find an opening price, we'll just post-process and massage that data with the daily bar's opening price. I'm hoping that'll work!

NewmanOlivia
-Interested User-
Posts: 2
Joined: Feb 17, 2021


Posted: Feb 23, 2021 02:18 AM          Msg. 5 of 6
[spam message deleted]
Edited by DTN_Gary_Stephen on Feb 23, 2021 at 06:30 AM

Roberts
-Interested User-
Posts: 32
Joined: Mar 26, 2008


Posted: Feb 23, 2021 03:07 AM          Msg. 6 of 6
Newman! (said like Jerry Seinfeld)
Thanks for spamming my topic with your completely unrelated opinion.

But since we're doing that, let's do some more shameless promotion and make sure to visit https://www.wealth-lab.com after March 1st, 2021 to get your all-new Wealth-Lab Version 7. It will most certainly "help to improve and improve the efficiency of trading" (sic.) with auto-trading connections to stock, futures, and crypto-currency brokers, multi-core optimizations, intraday strategy monitoring of complete watchlists, and much, much more.
 

 

Time: Wed April 21, 2021 7:03 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003