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)




"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"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.
"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 ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"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
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
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 »IQFeed Developer »IQFeed Developer Support »Last Trade Time format like 00:37:17a, 00:37:17b, 00:37:17t
Author Topic: Last Trade Time format like 00:37:17a, 00:37:17b, 00:37:17t (2 messages, Page 1 of 1)

andrewm
-Interested User-
Posts: 21
Joined: Feb 23, 2015


Posted: Jul 24, 2019 11:53 PM          Msg. 1 of 2
What do values in the Last Trade Time field like this represent?
00:37:17a
00:37:17b
00:37:17t

Is that bid/ask/trade time?

Where is this documented?

Thanks

DTN_Gary_Stephen
-Interested User-
Posts: 5
Joined: Jul 3, 2019


Posted: Yesterday @ 02:20 PM          Msg. 2 of 2
Andrew,

First, that is from Protocol 4.9, which is the oldest active (but still default) protocol. In all later protocols, this is handled differently.

For protocol 4.9, there is an explanation here: http://www.iqfeed.net/dev/api/docs/docs51/Level1UpdateSummaryMessage.cfm

Quote: The character indicates one of the following:
t - A trade update occurred
T - Extended Trade = Any trade that is counted in volume (field 7) but does not set a new open, high, low, or last.
b - A bid update occurred (an ask update may also have occurred)
a - An ask update occurred
o - Some other type of update occurred


For later protocols, the Message Contents field contains the type of trade(s) this message reflects. As of 6.0, the explanation of the codes is:

Quote: Possible single character values include:
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.


You can get multiple codes in a single message but you will only get one trade identifier per message. It is also possible to receive no codes in a message if the fields that updated were not trade or quote related.

Sincerely,
Gary Stephen
 

 

Time: Sat August 17, 2019 4:23 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003