Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"Version has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Last Trade Time format like 00:37:17a, 00:37:17b, 00:37:17t
Author Topic: Last Trade Time format like 00:37:17a, 00:37:17b, 00:37:17t (2 messages, Page 1 of 1)

-Interested User-
Posts: 21
Joined: Feb 23, 2015

Posted: Jul 24, 2019 11:53 PM          Msg. 1 of 2
What do values in the Last Trade Time field like this represent?

Is that bid/ask/trade time?

Where is this documented?


-Interested User-
Posts: 50
Joined: Jul 3, 2019

Posted: Aug 16, 2019 02:20 PM          Msg. 2 of 2

First, that is from Protocol 4.9, which is the oldest active (but still default) protocol. In all later protocols, this is handled differently.

For protocol 4.9, there is an explanation here:

Quote: The character indicates one of the following:
t - A trade update occurred
T - Extended Trade = Any trade that is counted in volume (field 7) but does not set a new open, high, low, or last.
b - A bid update occurred (an ask update may also have occurred)
a - An ask update occurred
o - Some other type of update occurred

For later protocols, the Message Contents field contains the type of trade(s) this message reflects. As of 6.0, the explanation of the codes is:

Quote: Possible single character values include:
C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.
b - A bid update occurred.
a - An ask update occurred.
o - An Open occurred.
h - A High occurred.
l - A Low occurred.
c - A Close occurred.
s - A Settlement occurred.
v - A volume update occurred.

You can get multiple codes in a single message but you will only get one trade identifier per message. It is also possible to receive no codes in a message if the fields that updated were not trade or quote related.

Gary Stephen


Time: Sun February 16, 2020 3:41 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003