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»Forums Index »IQFeed Developer »IQFeed Developer Support »Bad trade indicates?!
Author Topic: Bad trade indicates?! (5 messages, Page 1 of 1)

Docent
-Interested User-
Posts: 28
Joined: Jan 27, 2009


Posted: Jul 27, 2010 03:29 AM          Msg. 1 of 5
I find bad trade type indicates(field 18 Update Message) for COMEX!
In Level1 data same trades with "t" type not really tick. I can't recognize it. But I want receive only tick data.
Help me please!


Example.
Level1 data continence tick with inc. vol. = 50. But history data do not contains it.

Level1 data for 1 minute(just "t" type):

Q,QGCQ10,71,1185.5,2.4,0.002028569,18698,1,1185.8,1181.5,1185.4,1185.5,1,2,173,,4.3,03:54:02t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4980,,,,1645861,,07/26/2010,,,,03:54:02,,
Q,QGCQ10,71,1185.5,2.4,0.002028569,18719,21,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4981,,,,1645861,,07/26/2010,,,,03:54:02,,
Q,QGCQ10,71,1185.5,2.4,0.002028569,18769,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4982,,,,1645861,,07/26/2010,,,,03:54:02,,
Q,QGCQ10,71,1185.5,2.4,0.002028569,18819,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4983,,,,1645861,,07/26/2010,,,,03:54:02,,
Q,QGCQ10,71,1185.5,2.4,0.002028569,18869,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4984,,,,1645861,,07/26/2010,,,,03:54:02,,
Q,QGCQ10,71,1185.5,2.4,0.002028569,18919,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4985,,,,1645861,,07/26/2010,,,,03:54:02,,
Q,QGCQ10,71,1185.5,2.4,0.002028569,18969,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4986,,,,1645861,,07/26/2010,,,,03:54:02,,
Q,QGCQ10,71,1185.5,2.4,0.002028569,19000,31,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4987,,,,1645861,,07/26/2010,,,,03:54:02,,
Q,QGCQ10,71,1185.3,2.2,0.001859522,19001,1,1185.8,1181.5,1185.3,1185.4,1,2,175,,4.3,03:54:20t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,-0.1,-0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,4988,,,,1645861,,07/26/2010,,,,03:54:20,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19002,1,1185.8,1181.5,1185.4,1185.5,2,3,173,,4.3,03:54:26t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4989,,,,1645861,,07/26/2010,,,,03:54:26,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19003,1,1185.8,1181.5,1185.4,1185.5,1,4,183,,4.3,03:54:26t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4990,,,,1645861,,07/26/2010,,,,03:54:26,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19004,1,1185.8,1181.5,1185.4,1185.5,2,1,183,,4.3,03:54:34t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4991,,,,1645861,,07/26/2010,,,,03:54:34,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19005,1,1185.8,1181.5,1185.4,1185.5,1,2,183,,4.3,03:54:35t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4992,,,,1645861,,07/26/2010,,,,03:54:35,,
Q,QGCQ10,71,1185.3,2.2,0.001859522,19006,1,1185.8,1181.5,1185.4,1185.5,1,2,175,,4.3,03:54:35t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,0.1,0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,4993,,,,1645861,,07/26/2010,,,,03:54:35,,
Q,QGCQ10,71,1185.3,2.2,0.001859522,19007,1,1185.8,1181.5,1185.4,1185.5,1,2,183,,4.3,03:54:35t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,0.1,0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,4994,,,,1645861,,07/26/2010,,,,03:54:35,,
Q,QGCQ10,71,1185.5,2.4,0.002028569,19008,1,1185.8,1181.5,1185.3,1185.5,3,2,173,,4.3,03:54:36t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4995,,,,1645861,,07/26/2010,,,,03:54:36,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19009,1,1185.8,1181.5,1185.3,1185.4,3,1,175,,4.3,03:54:44t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4996,,,,1645861,,07/26/2010,,,,03:54:44,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19010,1,1185.8,1181.5,1185.4,1185.5,1,5,183,,4.3,03:54:44t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4997,,,,1645861,,07/26/2010,,,,03:54:44,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19011,1,1185.8,1181.5,1185.3,1185.4,3,3,183,,4.3,03:54:44t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4998,,,,1645861,,07/26/2010,,,,03:54:44,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19012,1,1185.8,1181.5,1185.3,1185.4,3,3,183,,4.3,03:54:44t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4999,,,,1645861,,07/26/2010,,,,03:54:44,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19013,1,1185.8,1181.5,1185.3,1185.4,2,1,183,,4.3,03:54:46t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5000,,,,1645861,,07/26/2010,,,,03:54:46,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19014,1,1185.8,1181.5,1185.4,1185.5,2,4,183,,4.3,03:54:46t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5001,,,,1645861,,07/26/2010,,,,03:54:46,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19015,1,1185.8,1181.5,1185.4,1185.5,1,4,183,,4.3,03:54:46t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5002,,,,1645861,,07/26/2010,,,,03:54:46,,
Q,QGCQ10,71,1185.3,2.2,0.001859522,19016,1,1185.8,1181.5,1185.3,1185.4,1,3,175,,4.3,03:54:53t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,-0.1,-0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,5003,,,,1645861,,07/26/2010,,,,03:54:53,,
Q,QGCQ10,71,1185.3,2.2,0.001859522,19017,1,1185.8,1181.5,1185.3,1185.4,1,3,183,,4.3,03:54:53t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,-0.1,-0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,5004,,,,1645861,,07/26/2010,,,,03:54:53,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19018,1,1185.8,1181.5,1185.3,1185.4,1,3,173,,4.3,03:54:54t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5005,,,,1645861,,07/26/2010,,,,03:54:54,,
Q,QGCQ10,71,1185.4,2.3,0.001944045,19019,1,1185.8,1181.5,1185.3,1185.4,1,2,183,,4.3,03:54:55t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5006,,,,1645861,,07/26/2010,,,,03:54:55,,
Q,QGCQ10,71,1185.3,2.2,0.001859522,19020,1,1185.8,1181.5,1185.3,1185.4,1,1,175,,4.3,03:54:58t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,-0.1,-0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,5007,,,,1645861,,07/26/2010,,,,03:54:58,,


History data:
QGCQ10,1185.5,18698,1,27-07-2010 03-54-02
QGCQ10,1185.3,19001,1,27-07-2010 03-54-20
QGCQ10,1185.4,19002,1,27-07-2010 03-54-26
QGCQ10,1185.4,19003,1,27-07-2010 03-54-26
QGCQ10,1185.4,19004,1,27-07-2010 03-54-34
QGCQ10,1185.4,19005,1,27-07-2010 03-54-35
QGCQ10,1185.3,19006,1,27-07-2010 03-54-35
QGCQ10,1185.3,19007,1,27-07-2010 03-54-35
QGCQ10,1185.5,19008,1,27-07-2010 03-54-36
QGCQ10,1185.4,19009,1,27-07-2010 03-54-44
QGCQ10,1185.4,19010,1,27-07-2010 03-54-44
QGCQ10,1185.4,19011,1,27-07-2010 03-54-44
QGCQ10,1185.4,19012,1,27-07-2010 03-54-44
QGCQ10,1185.4,19013,1,27-07-2010 03-54-46
QGCQ10,1185.4,19014,1,27-07-2010 03-54-46
QGCQ10,1185.4,19015,1,27-07-2010 03-54-46
QGCQ10,1185.3,19016,1,27-07-2010 03-54-53
QGCQ10,1185.3,19017,1,27-07-2010 03-54-53
QGCQ10,1185.4,19018,1,27-07-2010 03-54-54
QGCQ10,1185.4,19019,1,27-07-2010 03-54-55
QGCQ10,1185.3,19020,1,27-07-2010 03-54-58

DTN Brian Wood
-Interested User-
Posts: 17
Joined: Jun 2, 2004


Posted: Jul 29, 2010 04:23 PM          Msg. 2 of 5
They are non last qualifying trades and they are sent with the last trade price, so the incremental volume is updated. We know about the problem and are working on a fix for it. It has no release date as of yet…

Visit our new online forums! DTN employees actively monitor the forums to provide you the highest level of support in the industry. Our forums also has an announcements area where you can learn about new features or changes within DTN. You can even use the forums to exchange trading ideas or tips and tricks on how you use your DTN data to be more profitable.

Go to http://forums.dtniq.com now to start sharing information with fellow DTN subscribers!

Docent
-Interested User-
Posts: 28
Joined: Jan 27, 2009


Posted: Sep 9, 2010 09:30 AM          Msg. 3 of 5
What about my problem?
When it will fixing?

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Sep 9, 2010 11:41 AM          Msg. 4 of 5
This will be addressed (at least partially) in the next version of IQFeed. We do not yet have a release timeframe for this available.

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Sep 20, 2010 02:05 PM          Msg. 5 of 5
We posted a bug-fix for IQFeed that addresses the issues of NLQ trades comming through the feed as regular trades. You can download the new build here: http://www.iqfeed.net/index.cfm?displayaction=support§ion=download
 

 

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