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»Forums Index »Product Support »Data and Content Support »Trade types
Author Topic: Trade types (7 messages, Page 1 of 1)

damarcant
-Interested User-
Posts: 8
Joined: Oct 4, 2017


Posted: Oct 16, 2017 06:29 AM          Msg. 1 of 7
Hello,

I can see that when I request real time trades, there is a field named "Message Contents" that can have different values. Some of these values are the following:

C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.

I understand C and E values, but I was wondering why some trades are classified as O. Is there any reason for this? When is a trade considered as O?

Thank you

DTN_Tim Walter
-DTN Guru-
Posts: 1103
Joined: Apr 25, 2006


Posted: Oct 17, 2017 04:01 AM          Msg. 2 of 7
Good morning,

The exchange has many trade conditions, many they mark as non-last qualifying. The O designation is the bucket we use for those.

A common example would be an oddlot trade. These are trades of less than 100 shares that, generally, do not show up in most trading apps. The reason being is that it helps to prevent people from manipulating the current market value by buying one share at an unrealistic price.

Each exchange is different in what their requirements are for what is last-qualifying and what is not. But, the C, E, and O designate is how we try to simplify all of that for you, so that you don't have to parse out the trade conditions yourself.

Tim

jacknsa
-Interested User-
Posts: 9
Joined: Nov 1, 2017


Posted: Nov 1, 2017 07:55 AM          Msg. 3 of 7
In addition to Trade Condition the documentation describes the field "Most Recent Trade Conditions" as a string of 2 digit hex numbers. These values are "provided by the exchange". In order to determine the cause of an "O" designation I assume we need to parse the Trade Condition values. Do you have (or know where I can find) descriptions of these hex values (for NYSE and NASD say)? Examples of the kinds of values I'm seeing are: 873D17 and 40010101

Thanks.

DTN_Tim Walter
-DTN Guru-
Posts: 1103
Joined: Apr 25, 2006


Posted: Nov 1, 2017 08:14 AM          Msg. 4 of 7
You first need to convert the hex to decimal, then compare that value to the conditions that are returned by the trades condition lookup detailed on this page. I believe this alone may be enough. But, if not I have included links where the exchanges have more on how they send these values.

http://www.iqfeed.net/dev/api/docs/SymbolLookupviaTCPIP.cfm

http://www.utpplan.com/DOC/utdfspecification.pdf

https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf

jacknsa
-Interested User-
Posts: 9
Joined: Nov 1, 2017


Posted: Nov 1, 2017 08:38 AM          Msg. 5 of 7
Sorry if I'm missing something but I can't seem to find the page you're referring to as: "trades condition lookup" . The first link seems to be the symbol lookup description.

jacknsa
-Interested User-
Posts: 9
Joined: Nov 1, 2017


Posted: Nov 1, 2017 08:41 AM          Msg. 6 of 7
Is this what you're referring to?

"Request a list of Trade Conditions from the feed."

Edited by DTN_Tim Walter on Nov 1, 2017 at 08:51 AM

DTN_Tim Walter
-DTN Guru-
Posts: 1103
Joined: Apr 25, 2006


Posted: Nov 1, 2017 08:50 AM          Msg. 7 of 7
Yes, but the API is not open sourced, so I don't post specifics generally. Via email, is probably the best way to go to communicate on issues when you need specifics.

Tim
 

 

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