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»Forums Index »IQFeed Developer »IQFeed Developer Wish List »Trade Corrections & Cancellations
Author Topic: Trade Corrections & Cancellations (2 messages, Page 1 of 1)

wpleasant
-Interested User-
Posts: 3
Joined: Apr 16, 2012


Posted: Jan 26, 2016 12:21 PM          Msg. 1 of 2
I've discussed this with developer support recently but I thought a formal request in the forum may help things along.

Please send us trade Corrections & Cancellations. Without them any data grouped by tick or volume following an extra/incorrect trade is garbage or even dangerous. Even the derivative data calculated by iqconnect.exe would be incorrect without a fresh call.

My understanding is that the current workaround is monitoring the "Total Volume" for reductions and then calling HTT comparing some time span of trades to the historical lookup for the error...

Thanks,

William

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1752
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 26, 2016 03:01 PM          Msg. 2 of 2
William,

Thanks for following up with this post. We did receive your request and have it added to our roadmap for IQFeed. I don't have a timeline for if/when it may become available but we do appreciate you taking the time to provide feedback.

I also wanted to note that we currently have full correction/cancellation information being transmitted as part of our NxCore data service. You can take a look at the documentation for NxCore at www.nanex.net.

Jay Froscheiser
Vice President, Active Trader Products
 

 

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