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»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: 52
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


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