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»Forums Index »IQFeed Developer »IQFeed Developer Support »Most Recent Trade Aggressor blank
Author Topic: Most Recent Trade Aggressor blank (3 messages, Page 1 of 1)

keohir808
-Interested User-
Posts: 4
Joined: Sep 16, 2019


Posted: Sep 16, 2019 10:52 AM          Msg. 1 of 3
Hello, I noticed that the "most recent trade aggressor" field always seems to be empty.

The output:

echo: S,SERVER DISCONNECTED
echo: S,CURRENT PROTOCOL,6.1,
echo: S,CURRENT UPDATE FIELDNAMES,Symbol,Bid,Ask,Spread,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Aggressor
echo: S,SERVER CONNECTED
echo: S,CUST,real_time,66.112.156.223,60004,V7Cm0mvJNxcYEwJ,6.1.0.20,0, TRIAL NYSE NASDAQ-L2 NASDAQ L2_SERV AMEX RT_TRADER COMTEX PRIMEZONE DTNNEWS SCROLLNEWS EXFUND BENZINGA INDEX L2 ,Z3TRL1O122Ab1X2Ag1D2DE2EF1a,500,QT_API,20190918,
echo: P,YUMA,5.3600,5.3800,0.0200,5.3782,5,,
echo: Q,YUMA,5.3600,5.3700,0.0100,5.3782,5,,
echo: Q,YUMA,5.3500,5.3700,0.0200,5.3782,5,,
echo: Q,YUMA,5.3500,5.3700,0.0200,5.3782,5,,
echo: Q,YUMA,5.3500,5.3700,0.0200,5.3782,5,,

Looking at the IQFeed Connection Manager, I see IQFeed Version: 6.1.0.20

I see this field is described as, "Limited exchanges - Provided by the exchange or 3rd party data provider". Could this be the reason? I can't seem to find an exchange or a stock where the "Most Recent Trade Aggressor" field doesn't return empty.
Edited by keohir808 on Sep 16, 2019 at 09:16 PM

keohir808
-Interested User-
Posts: 4
Joined: Sep 16, 2019


Posted: Sep 18, 2019 08:40 AM          Msg. 2 of 3
I thought that possibly, the cause was because I was on trial, but it looks like after I subscribed to data, the most recent trade aggressor field still returns empty.
Edited by keohir808 on Sep 18, 2019 at 09:08 AM

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


Posted: Sep 20, 2019 09:48 AM          Msg. 3 of 3
Keohir,

This wouldn't be a trial or permissions issue. IQFeed wouldn't limit access to individual data points like that, except that some exchanges have separate Level 1 and Level 2 data subscriptions.

I can see trade aggressor data in IQFeed Time & Sales app for the symbol YUMA, so it isn't a matter of it being missing for this exchange.

But, honestly, I'm seeing the same thing you are. I can generate API messages that have a blank, whereas they are indicated in Time & Sales. I am investigating this now and will post my findings here as soon as I have them.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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