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.
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,188.8.131.52,60004,V7Cm0mvJNxcYEwJ,184.108.40.206,0, TRIAL NYSE NASDAQ-L2 NASDAQ L2_SERV AMEX RT_TRADER COMTEX PRIMEZONE DTNNEWS SCROLLNEWS EXFUND BENZINGA INDEX L2 ,Z3TRL1O122Ab1X2Ag1D2DE2EF1a,500,QT_API,20190918,
Looking at the IQFeed Connection Manager, I see IQFeed Version: 220.127.116.11
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