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» Update Summary Message Other 'o'
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| Author | Topic: Update Summary Message Other 'o' (4 messages, Page 1 of 1) |
 vikana -Interested User- Posts: 9 Joined: Sep 3, 2009 
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Posted: Mar 11, 2011 08:57 AM
Msg. 1 of 4
This morning i noticed a large number of 'o' messages, ie Update/Status messages with an 'o' appended to the LastTradeTime (#18) field.
Q: Any idea what that might mean? Thanks! |
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DTN_Steve_S -DTN Guru- Posts: 2096 Joined: Nov 21, 2005 
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Posted: Mar 11, 2011 09:02 AM
Msg. 2 of 4
"o" messages will be an update that contains anything other than Trade/bid/ask information. If you are running the current version of IQFeed (4.7.2.0), this will also include non-last-qualifying trades.
For example, settlements will frequently come through the feed as an "o" message. If you can give me an example, I can dig into it further just to make sure there isn't something esle (bad) going on. |
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vikana -Interested User- Posts: 9 Joined: Sep 3, 2009
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Posted: Mar 12, 2011 10:58 AM
Msg. 3 of 4
Thank you for the reply. I am running 4.7.2.0. I've added some logging for Monday morning and we'll see what I capture. Maybe I've just been asleep lately, but today was the first time I noticed a large number of 'o' messages. I skip them, but generate an alarm, which is how I noticed it.
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vikana -Interested User- Posts: 9 Joined: Sep 3, 2009
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Posted: Mar 19, 2011 11:52 AM
Msg. 4 of 4
Must be driver error. I've been logging all week and didn't see anything suspicious this week.
May I suggest you add your initial explanation to the documentation under the 'o' tag. It would have been good to know that I safely could ignore those quotes. Thanks for your assistance. |
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