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»Forums Index »IQFeed Developer »IQFeed Developer Support »Level II via TCP Questions
Author Topic: Level II via TCP Questions (3 messages, Page 1 of 1)

PTS
-Interested User-
Posts: 8
Joined: Jun 7, 2004


Posted: Jun 17, 2004 04:40 PM          Msg. 1 of 3
I tried to follow your instructions on how to get the Nasdaq code definitions by clicking on the www.nasdaq.com link you supplied.

"Note: Please use the information from www.nasdaq.com to decode the Reason and Condition codes."

1. The www.nasdaq.com link is incorrect and points to "http://www.nasdaw.com/" which is clearly not correct.

I looked at www.nasdaq.com for quite a while and could not find the code definitions.

1. Can you supply the Reason Code definitions?
2. Can you supply the Condition Code definitions?
3. Can you explain what the Source ID's is?

Or supply the exact nasdaq.com links.

Thanks

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1754
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jun 18, 2004 08:38 PM          Msg. 2 of 3
Until I can dig a bit further, this information is from the DTN.IQ manual:

http://www.dtniq.com/product/help/v2.4/level2/index.cfm#_Level_ll_Data_Description

Jay Froscheiser
DTN Market Access, LLC.

PTS
-Interested User-
Posts: 8
Joined: Jun 7, 2004


Posted: Jun 22, 2004 07:26 AM          Msg. 3 of 3
According to the Level II TCP/IP documentation after the date field and time fields are:
Reason Code, Condition Code, Source ID

Here are some sample Level II TCP/IP data lines:
U,DELL,BRUT,34.6,35.45,1000,900,08:09:04,2004-06-22,20,52,5
U,DELL,AMEX,24.6,44.72,100,100,08:09:08,2004-06-22,20,52,6
U,DELL,ARCX,34.62,35.77,3000,500,08:11:02,2004-06-22,20,52,11
U,DELL,AMEX,24.62,44.72,100,100,08:11:06,2004-06-22,20,52,6

It looks to me like the codes following the date field are numbers.
The link you provided to obtain the definitions of the reason and condition codes
show Letters not Numbers for the Codes.

Am I missing something?

Also, I didn't see any Source ID definitions in the link.
 

 

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