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 just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"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
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"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
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"Excellent datafeed !!!" - Comment from Arely
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»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!
 

 

Time: Sat February 17, 2018 9:13 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003