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»Forums Index »Product Support »Data and Content Support »Trade conditions
Author Topic: Trade conditions (2 messages, Page 1 of 1)

arturo didonna
-Interested User-
Posts: 15
Joined: Oct 10, 2008

Posted: May 5, 2018 04:12 PM          Msg. 1 of 2
I was watching yesterday the times and sales of the Septmember put 5 and call 20 on AKRX. At 11:11:12 there was a paired trade on them that was labeled with the code "27", which according to documentation stands for:
"27 SPRD Spread - Trade in Two Options in the Same Class (a buy and a sell in the same class)"

But in this case the two options are not in the same class, since one is a call and the other one is a call. Is this a mistaken report by iqfeed?
Thanks in advance.

"time" "price" "volume" "size" "bid" "ask" "tick_id" "basis_for_last" "trade_market_center" "trade_conditions"
"1" 2018-05-04 11:11:12 0.5 5000 5000 0.45 0.9 72877805 "C" "108" "27"

"time" "price" "volume" "size" "bid" "ask" "tick_id" "basis_for_last" "trade_market_center" "trade_conditions"
"1" 2018-05-04 11:11:12 2 5000 5000 1.6 2 72877810 "C" "108" "27"

DTN_Tim Walter
-DTN Guru-
Posts: 1159
Joined: Apr 25, 2006

Posted: May 7, 2018 06:57 AM          Msg. 2 of 2
Good morning,

I tried to go back and look at this, but unfortunately we do not save that original message from the exchange for very long, just due to the volume of data that equity options have. I am fairly confident that was what we were sent by the exchange, since we do not have any code that inserts, deletes, or changes trade conditions.

I wish I could provide some more detail/evidence to support my claim, but if you continue to see issues let us know and we can try to do some additional debugging.



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