Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"It’s so nice to be working with real professionals!" - Comment from Len
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»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: 1753
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.
 

 

Time: Sun November 17, 2019 9:41 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003