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»Forums Index »IQFeed Developer »IQFeed Developer Support »CRBN Tick Data Volumes.
Author Topic: CRBN Tick Data Volumes. (9 messages, Page 1 of 1)

Craig
-DTN Guru-
Posts: 284
Joined: Apr 16, 2010


Posted: Mar 13, 2022 09:13 PM          Msg. 1 of 9
I was trying to do an historical trade data download for CRBN, but I get lines like this...
16287,2021-11-26 12:23:38.547819,170.0400,7,10845,169.8900,170.0900,827606091,O,11,87,
Is 827606091 the correct volume? It seems a little high.

Craig
-DTN Guru-
Posts: 284
Joined: Apr 16, 2010


Posted: Mar 16, 2022 12:19 AM          Msg. 2 of 9
No really...it does.

DTN_Stephen
-DTN Guru-
Posts: 437
Joined: Aug 22, 2014


Posted: Mar 16, 2022 07:28 AM          Msg. 3 of 9
I appreciate your patience in receiving this response.

827606091 is the TICK ID. 10845 is the volume. (Also this was an oddlot trade that is non last qualifying)

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Stephen
-DTN Guru-
Posts: 437
Joined: Aug 22, 2014


Posted: Mar 16, 2022 07:30 AM          Msg. 4 of 9
Attached screenshot from IQ Feed Time and Sales

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



File Attached: CRBN.jpg (downloaded 135 times)

Craig
-DTN Guru-
Posts: 284
Joined: Apr 16, 2010


Posted: Mar 16, 2022 01:01 PM          Msg. 5 of 9
Thanks for that - I'll have another look.
I downloaded GBs for the trade data but only had this problem with this contract.
I'll let you know what I find.

Craig
-DTN Guru-
Posts: 284
Joined: Apr 16, 2010


Posted: Mar 16, 2022 10:44 PM          Msg. 6 of 9
OK - I misidentified the specific line, it's this -

"1,2021-11-26 13:10:00.004684,169.9060,0,11871,148.0300,1000000.0000,843337523,C,11,88,\r"

There are actually a bunch of them:

04:45:12.2875537 PM [T: 01]1,2021-11-26 12:59:46.849333,170.1100,90,11864,169.7900,170.1300,808728173,O,28,87,
04:45:12.2875537 PM [T: 01]1,2021-11-26 12:59:52.747675,169.7500,6,11870,169.7500,170.1300,808728640,O,28,3D87,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:00.097170,170.0200,1,11871,169.7700,170.0300,843334706,O,11,87,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:00.097536,169.9060,0,11871,169.7700,170.0300,843334708,O,11,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:01.976280,169.6500,0,11871,169.7100,170.3700,1815163197,O,5,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:10:00.004684,169.9060,0,11871,148.0300,1000000.0000,843337523,C,11,88,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:10:00.004688,169.9060,0,11871,148.0300,1000000.0000,843337524,O,11,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-26 15:30:00.004700,169.9060,0,11871,148.0300,1000000.0000,843401296,C,11,88,
04:45:12.2875537 PM [T: 01]1,2021-11-26 15:30:00.004705,169.9060,0,11871,148.0300,1000000.0000,843401297,O,11,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-26 17:00:00.044702,169.9060,0,11871,148.0300,1000000.0000,843403825,C,11,88,
04:45:12.2875537 PM [T: 01]1,2021-11-26 17:00:00.044702,169.9060,0,11871,148.0300,1000000.0000,843403826,O,11,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-29 08:00:00.626056,169.9100,2,2,160.1400,179.8600,808466264,O,19,870617,
04:45:12.2875537 PM [T: 01]1,2021-11-29 09:30:00.635468,171.5700,278,280,171.5000,171.6300,808863795,C,11,8A,

So the ask is 1000000.0000 - which is what was causing the error in my software.
Is this something that you guys want to know about?
Edited by Craig on Mar 16, 2022 at 10:46 PM

DTN_Stephen
-DTN Guru-
Posts: 437
Joined: Aug 22, 2014


Posted: Mar 17, 2022 07:06 AM          Msg. 7 of 9
I will have Development support take a look and reply later today.

Thank you

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Gary_Stephen
-DTN Guru-
Posts: 265
Joined: Jul 3, 2019


Posted: Mar 17, 2022 08:56 AM          Msg. 8 of 9
Yes, please let us know about any seemingly strange data you see.

It is possible for market makers to enter an unrealistically high Buy or Sell for a symbol, when they want to remain active but don't want to actually buy or sell anything. But 1000000 would be excessive, even for that purpose. Is this also happening with CRBN, or a different symbol?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Craig
-DTN Guru-
Posts: 284
Joined: Apr 16, 2010


Posted: Mar 17, 2022 12:03 PM          Msg. 9 of 9
Yep, this is CRBN.
 

 

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