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»Forums Index »IQFeed Developer »IQFeed Developer Support »Average Volume field in fundamental data
Author Topic: Average Volume field in fundamental data (4 messages, Page 1 of 1)

altmany
-Interested User-
Posts: 69
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: Sep 27, 2019 07:55 AM          Msg. 1 of 4
What is the units of the Average Volume field in the Fundamental data message (http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm)? is it shares or USD? is it the nominal value or specified in thousands/millions?

This question chimes with a similar recent query on this forum (http://forums.iqfeed.net/index.cfm?page=topic&topicID=5615), where it was not clear whether the Common Shares Outstanding field is the nominal value or specified in thousands (the latter, in this case).

I therefore suggest adding a <Units> column to the table in the documentation webpage, to make things clearer to users, for these data fields as well as all the others.

Yair Altman
IQML - IQFeed-MATLAB connector
https://UndocumentedMatlab.com/IQML

I am not a DTN employee; my post reflects my personal opinion

DTN_Gary_Stephen
-DTN Guru-
Posts: 267
Joined: Jul 3, 2019


Posted: Oct 7, 2019 03:43 PM          Msg. 2 of 4
We are discussing making an update to this effect. Adding units for clarity is a good idea, but we want to do it for all columns that might benefit from it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Roberts
-Interested User-
Posts: 37
Joined: Mar 26, 2008


Posted: Aug 15, 2020 05:04 AM          Msg. 3 of 4
I'm looking at fundamental fields for the first time (and trying to find a forum thread that discusses the field order because it dertainly doesn't correlate to the table given at /api/docs/Level1FundamentalMessage.cfm)

Anyway, for TSLA field 4 (starting from 0), which is supposed to be the "Average daily volume in 1000's of shares (4 week average)", returned 13022000. This is the currect value for shares traded (in 1's, not in 1000's).

DTN_Gary_Stephen
-DTN Guru-
Posts: 267
Joined: Jul 3, 2019


Posted: Aug 17, 2020 07:59 AM          Msg. 4 of 4
Are you specifying S,SET PROTOCOL 6.1? If not, you are using the default (older) protocol of 4.9. The default fields in the Fundamental Message differ, are in a different order, and may have different names in prior protocols. In this case, the field is the same, but 4.9 measured it in number of shares instead of 1000's of shares.

In general, you should always specify the latest protocol, unless you have backwards compatibility reasons for using an older one. (If you do, the page http://www.iqfeed.net/dev/api/docs/ArchivedDocs.cfm links to documentation for previous protocols.)

A list of the fields in the Fundamental Message, order, and what they mean in Protocol 6.1 is at http://www.iqfeed.net/dev/api/docs//Level1FundamentalMessage.cfm. The fundamental message cannot be customized.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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