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»Forums Index »IQFeed Developer »IQFeed Developer Support »HTT Trade Aggressor
Author Topic: HTT Trade Aggressor (6 messages, Page 1 of 1)

trader_8317
-Interested User-
Posts: 3
Joined: Sep 29, 2019


Posted: Sep 29, 2019 03:18 PM          Msg. 1 of 6
Hi,

I'm trying to execute a HTT request, as per the example on: http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm. I find that when I execute: "HTT,GOOGL,20190409 000000,20190409 235959,10,155959,160004,1,TESTREQUEST"
I get:
TESTREQUEST,2019-04-09 16:00:00.391602,1203.6000,100,948999,1203.2900,1203.3900,10031,E,5,17,48,9,
TESTREQUEST,2019-04-09 16:00:00.391610,1203.7100,200,949199,1203.2900,1203.3900,10032,E,5,17,48,9,
TESTREQUEST,2019-04-09 16:00:00.391615,1203.7700,50,949249,1203.2900,1203.3900,10033,O,5,8717,48,9,
TESTREQUEST,2019-04-09 16:00:00.479088,1202.6900,118,949367,1203.2900,1203.3900,5885,E,19,17,48,9,
TESTREQUEST,2019-04-09 16:00:00.701530,1203.2900,1,949368,1203.2900,1203.3900,10034,O,5,8717,48,9,
TESTREQUEST,2019-04-09 16:00:01.215912,1202.6900,41,949409,1203.2900,1203.3900,5886,O,19,8717,48,9,
TESTREQUEST,2019-04-09 16:00:01.215982,1202.6900,6,949415,1203.2900,1203.3900,5887,O,19,8717,48,9,
TESTREQUEST,2019-04-09 16:00:01.227863,1202.6900,14,949429,1203.2900,1203.3900,5888,O,19,8717,48,9,
TESTREQUEST,2019-04-09 16:00:01.259771,1202.6900,39,949468,1203.2900,1203.3900,5889,O,19,8717,48,9,
TESTREQUEST,2019-04-09 16:00:02.630410,1203.2900,100,949568,1203.2900,1203.7100,10035,E,5,17,48,9,

This almost lines up with the example response given at the bottom of the link I gave, apart from the penultimate column (which I understand should be trade aggressor, with values 0-3) is 48. I've (at least tried to) set the protocol to 6.1. Could anyone shine any light on why my trade aggressor field appears to have an invalid value?

Thanks for your help in advance.

DTN_Gary_Stephen
-Interested User-
Posts: 52
Joined: Jul 3, 2019


Posted: Oct 1, 2019 04:52 PM          Msg. 2 of 6
You are correct. In protocol 6.1 the Trade Aggressor field should only be 0, 1, 2, or 3. We are looking into this now.

As an aside, there will never be any trade aggressor data in the API as far back as April. The exchanges only started providing this data about May 25 of this year. The field should say 0 in this case.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

trader_8317
-Interested User-
Posts: 3
Joined: Sep 29, 2019


Posted: Oct 2, 2019 03:35 AM          Msg. 3 of 6
Hi Gary,

Thanks for getting back to me. Please comment on this thread when the issue is resolved.

Also, thanks for the extra detail around data availability - that's useful to know.

DTN_Gary_Stephen
-Interested User-
Posts: 52
Joined: Jul 3, 2019


Posted: Oct 2, 2019 09:09 AM          Msg. 4 of 6
So far, we haven't been able to reproduce it. I ran the same HTT command last yesterday, and got 0 in the TradeAggressor field where it should be. We are still working on it, though.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

trader_8317
-Interested User-
Posts: 3
Joined: Sep 29, 2019


Posted: Oct 3, 2019 03:46 AM          Msg. 5 of 6
Hi Gary,

I've just re-run it, and I can confirm that it's now working correctly (with 0 in the TradeAggressor field). Weird that it gave that result before.

Cheers!

DTN_Gary_Stephen
-Interested User-
Posts: 52
Joined: Jul 3, 2019


Posted: Oct 3, 2019 02:17 PM          Msg. 6 of 6
My only guess is that maybe you were using a different protocol, but there's no past protocol that would produce the comma-separated list you provided for an HTT command. So I really don't know what happened. Definitely let me know if it happens again.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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