I decided to ask my question in a different way: Is there anyway for me to understand that a new trade is done in a market, even if the price, volume and occurance minute are the same as the previous trade?

The volume won't be the same if a trade comes in. The volume will increase.

---

Jay Froscheiser
DTN Market Access, LLC.

Currently the only way to determine a subsequent trade at the same price, size and on the same market in the same minute would be the receipt of a market update (Q) with the trade indicator set in which those fields do not change. Not the best way.
We expect to be adding a tick identifier to the data feed in first quarter. That will be a better way of determining that a new trade like the previous trade has come in.

---

Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS

Thanks for the answer it really can solve my big problem. my next question is : if there is a change in bid and last at the same time, are there two messages coming, or is the sole message marked as bid update or last update ? Which marker has the priority?