Hello,

I am a new user and I have gone through most of the documentation and samples and understand most of it. I have a very specific question that I thought would save me time if I just asked here.

In real-time Level 1 data response I have access to field number 15 (Tick) with values 173, 175 and 183. I am looking for the same data in historical queries and streaming bars (derivative feed). Ideally in streaming bars or historical data intervals, this would be the sum of the ticks (1 for up, -1 for down). Is this available? If not, is there a way to programmatically achieve this?

Thanks.

Hello,

Unfortunately no, this would need to be built from the underlying tick data. Up/Down volume is not stored in our historical data sets.

Tim

Thanks Tim.

Since this is a value calculated by IQConnect.exe in real-time based on the last trade, is it safe to say that the appropriate logic to use would be that if a trade takes place higher than the last trade, its an uptick, if lower then its a downtick, if equal then it is the previous tick value?

Thanks.

That would be correct.

Tim

Thank you.