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»Forums Index »Product Support »DTN Satellite Products »Pre-market/post-market trades
Author Topic: Pre-market/post-market trades (2 messages, Page 1 of 1)

tfjield
-Interested User-
Posts: 4
Joined: Jan 10, 2008


Posted: Jan 10, 2008 06:22 PM          Msg. 1 of 2
Hi,

Does the DTN satellite developer's feed transmit pre- and post- market trades? If so, I am unable to catch them.

I'm thinking that it is perhaps due to a flag that I'm checking for to make sure the trade is a current, valid trade, but I'm not sure which it could be.

That flags I'm looking at are illustrated in the following code:

if(csSymbol.CompareNoCase("QMON")) // Don't process the test quote
if(csSymbol.CompareNoCase("ZZZZZZZZ")) // Don't process the test quote
if(!(cUpdateInfoType & 0x60)) // Normal Updates only
if(iQuoteStatus != 0xFFFF) // Quote status is valid
if(iQuoteStatus & 0x0002) // Trade bit
if(iQuoteStatus & 0x0400) // Instant Quote
if(!(iQuoteStatus & 0x0800)) // Not a correction
if(iMarketCondition != 11) // Not out of sequence
if(iMarketCondition != 3) // Not a BunchedSold trade (reported late)
if(iMarketCondition != 6) // Not a PriorReference trade
if(fLast >= 0.0f) // No negative quotes
Process Quote Here...

If anyone has any suggestions, I would appreciate the help. I have already asked Jim F, but I can't seem to get an answer. :(

Thank you!

tfjield
-Interested User-
Posts: 4
Joined: Jan 10, 2008


Posted: Jan 11, 2008 04:45 PM          Msg. 2 of 2
Jim got back to me. There's a bit that I was missing: Quote Status Bit 13 0x2000 After Market Trade. Didn't even see if after I don't know how many readthroughs of the spec!

So the line above was changed to:

if(iQuoteStatus & 0x0002 || iQuoteStatus & 0x2000) // Trade bit or After Hours Trade bit

and all is good.

Anyway, thank you Jim and everyone else!
 

 

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