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»Forums Index »IQFeed Developer »IQFeed Developer Support »Difference between Trade update vs Extended Trade?
Author Topic: Difference between Trade update vs Extended Trade? (3 messages, Page 1 of 1)

senator
-Interested User-
Posts: 22
Joined: Jul 5, 2004


Posted: Jul 5, 2004 09:55 PM          Msg. 1 of 3
I have no way to know if the transactions I recieved are being duplicated? Do Iqfeed assigns an id number to each tick? Since yuo do not give the seconds at which the transaction took place its harder to identify if some trades are being duplicated!

The HH represents the hour of the day in a 24 hour clock. MM represents the minutes of the hour. The character represented by c indicates one of the following:
t - A trade update occured
T - Extended Trade.
b - A bid update occured (an ask update may also have occured)
a - A ask update occured
o - Some other type of update occured


In a simplistic example of two trades could you please explain the difference between a Trade update scenario and one with a Extended Trade?

DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.


Posted: Jul 6, 2004 12:29 PM          Msg. 2 of 3
We do not currently carry seconds or TickID, but we will in the future.

An Extended Trade is commonly referred to as a Form T Trade. These trades generally occur outside market hours, but also infrequently occur during market hours.

Natalie Hannan DTN Market Access, LLC.

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Jul 7, 2004 08:12 AM          Msg. 3 of 3
you could use the value of numtrades to keep track of trades, although this would not work if you are tracking bid/ask updates
 

 

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