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20 Most recent posts:
IQFeed Developer Support » Market snapshot error on EDS / 5MS command Sep 30, 2019 09:48 PM (Total replies: 10)

Any updates?

IQFeed Developer Support » Market snapshot error on EDS / 5MS command Sep 23, 2019 11:42 AM (Total replies: 10)

Hi Gary. Any updates on this?

IQFeed Developer Support » Market snapshot error on EDS / 5MS command Sep 20, 2019 02:02 PM (Total replies: 10)

Update: I just saw this error in the DAY @ 13:15:46 EDT.

[lastMsg=5MS,2,14,5MS_10_2_14_20190920]

13:15:46.744 [nioEventLoopGroup-2-2] msg=5MS_10_2_14_20190920,E,Incomplete file from server. 534364/23566744,,


One other question that applies to my original one as well...Why do we see trade dates other than the current date when using 5MS or the date specified with EDS?

I thought these API's are for the most recent trades on the current date or specified date.


I am running the following command:

5MS,2,14,5MS_10_2_14_20190919

And see the results below (I only paste the first few records). Why do I see missing TradeDate values, and trade time value of 999999? Can I assume these were not traded in the current day, and skip them? Are they trade updates?

5MS_10_2_14_20190919,Symbol,Exchange,Type,Last,TradeSize,TradedMarket,TradeDate,TradeTime,Open,High,Low,Close,Bid,BidMarket,BidSize,Ask,AskMarket,AskSize,Volume,PDayVolume,UpVolume,DownVolume,NeutralVolume,TradeCount,UpTrades,DownTrades,NeutralTrades,VWAP,MutualDiv,SevenDayYield,OpenInterest,Settlement,SettlementDate,ExpirationDate,Strike
5MS_10_2_14_20190919,A1915K100,14,2,0.08,1,9,20190515,151339,,,,0.08,,,,1.17,17,31,0,1,0,0,0,0,0,0,0,,,,3,,,20191115,100.00000
5MS_10_2_14_20190919,A1915K105,14,2,,,18,,999999,,,,,,,,0.50,17,33,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,105.00000
5MS_10_2_14_20190919,A1915K110,14,2,,,18,,999999,,,,,,,,0.50,17,34,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,110.00000
5MS_10_2_14_20190919,A1915K115,14,2,,,17,,999999,,,,,,,,0.75,17,34,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,115.00000
5MS_10_2_14_20190919,A1915K45,14,2,,,17,,999999,0.00,,,,30.60,9,20,34.40,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,45.00000
5MS_10_2_14_20190919,A1915K47.5,14,2,,,17,,999999,0.00,,,,28.20,9,20,32.30,5,10,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,47.50000
5MS_10_2_14_20190919,A1915K50,14,2,21.30,19,156,20190815,93602,,,,21.30,25.60,9,20,29.70,5,10,0,20,0,0,0,0,0,0,0,,,,20,,,20191115,50.00000
5MS_10_2_14_20190919,A1915K55,14,2,14.60,2,17,20190722,121101,,,,14.60,20.70,5,9,24.00,17,42,0,2,0,0,0,0,0,0,0,,,,3,,,20191115,55.00000
5MS_10_2_14_20190919,A1915K60,14,2,10.35,2,150,20190722,131119,,,,10.35,15.75,9,20,19.00,17,42,0,2,0,0,0,0,0,0,0,,,,5,,,20191115,60.00000
5MS_10_2_14_20190919,A1915K62.5,14,2,14.26,1,17,20190917,121935,,,,14.26,13.30,5,10,17.20,17,30,0,1,0,0,0,0,0,0,0,,,,5,,,20191115,62.50000
5MS_10_2_14_20190919,A1915K65,14,2,9.30,1,16,20190905,145533,,,,9.30,11.20,9,23,14.75,17,38,0,2,0,0,0,0,0,0,0,,,,106,,,20191115,65.00000
5MS_10_2_14_20190919,A1915K67.5,14,2,6.75,2,9,20190822,93011,,,,6.75,9.55,9,30,11.75,17,32,0,2,0,0,0,0,0,0,0,,,,111,,,20191115,67.50000
5MS_10_2_14_20190919,A1915K70,14,2,8.55,3,17,20190913,143912,,,,8.55,7.05,156,21,9.00,17,38,0,5,0,0,0,0,0,0,0,,,,342,,,20191115,70.00000
5MS_10_2_14_20190919,A1915K72.5,14,2,6.46,1,9,20190912,152530,,,,6.46,5.75,9,30,6.60,9,30,0,1,0,0,0,0,0,0,0,,,,218,,,20191115,72.50000
5MS_10_2_14_20190919,A1915K75,14,2,4.15,1,17,20190918,132155,,,,4.15,4.50,88,20,5.10,17,31,0,1,0,0,0,0,0,0,0,,,,303,,,20191115,75.00000
5MS_10_2_14_20190919,A1915K77.5,14,2,2.44,10,9,20190918,105212,,,,2.44,3.00,9,38,3.30,17,30,0,10,0,0,0,0,0,0,0,,,,449,,,20191115,77.50000
5MS_10_2_14_20190919,A1915K80,14,2,2.04,10,5,20190919,112519,1.96,2.04,1.91,1.42,1.90,5,6,1.99,156,16,100,248,0,0,0,26,0,0,0,,,,979,,,20191115,80.00000
5MS_10_2_14_20190919,A1915K82.5,14,2,0.72,2,5,20190918,111959,,,,0.72,1.06,5,30,1.26,17,44,0,2,0,0,0,0,0,0,0,,,,111,,,20191115,82.50000
5MS_10_2_14_20190919,A1915K85,14,2,0.51,4,17,20190918,143457,,,,0.51,0.16,18,60,0.72,18,32,0,4,0,0,0,0,0,0,0,,,,22,,,20191115,85.00000
5MS_10_2_14_20190919,A1915K87.5,14,2,0.30,1,108,20190919,110731,0.30,0.30,0.30,0.10,0.20,18,1,0.37,18,20,1,10,0,0,0,1,0,0,0,,,,124,,,20191115,87.50000
5MS_10_2_14_20190919,A1915K90,14,2,0.07,1,17,20190913,134315,,,,0.07,,,,0.25,18,1,0,1,0,0,0,0,0,0,0,,,,267,,,20191115,90.00000
5MS_10_2_14_20190919,A1915K95,14,2,0.04,1,17,20190812,93141,,,,0.04,,,,0.80,17,31,0,1,0,0,0,0,0,0,0,,,,21,,,20191115,95.00000
5MS_10_2_14_20190919,A1915W100,14,2,,,17,,999999,0.00,,,,20.25,9,20,23.95,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,100.00000
5MS_10_2_14_20190919,A1915W105,14,2,,,121,,999999,0.00,,,,25.25,9,10,29.40,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,105.00000
5MS_10_2_14_20190919,A1915W110,14,2,,,17,,999999,0.00,,,,30.25,9,10,34.35,17,42,0,0,0,0,0,0,0,0,0,,,,0,,,20191115,110.00000
5MS_10_2_14_20190919,A1915W115,14,2,,,121,,999999,0.00,,

IQFeed Developer Support » Market snapshot error on EDS / 5MS command Sep 19, 2019 09:31 PM (Total replies: 10)

I am testing out this command:

EDS,2,14,20190919,EDS_TODAY

And recieve this from the server (at 20:27 EDT)

EDS_TODAY,E,Incomplete file from server. 534364/23476219,
EDS_TODAY,!ENDMSG!,
EDS_TODAY,!ENDMSG!,

Not sure why the file is incomplete so late at night. Also, i am seeing TWO !endmsg!

I see the same error with the 5MS command at the same time period:

5MS,2,14,5MS_10_2_14_20190919
5MS_10_2_14_20190919,E,Incomplete file from server. 534364/23391401,
5MS_10_2_14_20190919,!ENDMSG!,
5MS_10_2_14_20190919,!ENDMSG!,

5MS,2,14,5MS_10_2_14_20190919
5MS_10_2_14_20190919,E,Incomplete file from server. 534364/23391401,
5MS_10_2_14_20190919,!ENDMSG!,
5MS_10_2_14_20190919,!ENDMSG!,

IQFeed Developer Support » market snapshot api Sep 13, 2019 10:22 PM (Total replies: 9)

Thank you Gary.

Before I dig into this deeper development wise, do you know if there will be an extra charge for these new APIs?

I wouldn't want to spend time on these if the cost is high, and new sub fees would be required.

IQFeed Developer Support » market snapshot api Sep 11, 2019 09:42 PM (Total replies: 9)

Correct me if I am wrong, but the EDS command looks like it only returns the last trade of the security for the day.
ie:
EDS,2,14,20190911

Returns the last option trade for the day for all symbols from the OPRA exchange. It would have been nice to get all trades for each symbol on the exchange. (any plans for that in the future)?


Does the 5MS do the same thing on a 5 min basis? the most recent trade in the last 5 min?

IQFeed Developer Support » market snapshot api Sep 3, 2019 07:22 PM (Total replies: 9)

I tried the above with v6.1 client.

I just used telnet, and set the protocol to 6.1 (worked)
Then did your command above (EDS,1,5,20190903)
and got an app crash in iqconnect.exe...but the data did come in all the way to zzzof....i guess thats why it is in beta still :)

Problem signature:
Problem Event Name: APPCRASH
Application Name: iqconnect.exe
Application Version: 6.1.0.19
Application Timestamp: 5d650e2b
Fault Module Name: StackHash_a3f4
Fault Module Version: 6.1.7601.18247
Fault Module Timestamp: 521ea8e7
Exception Code: c0000374
Exception Offset: 000ce753
OS Version: 6.1.7601.2.1.0.256.1
Locale ID: 1033
Additional Information 1: a3f4
Additional Information 2: a3f47b376b11670e11c776e7705e851d
Additional Information 3: 31a3
Additional Information 4: 31a3586f4bc16981f46e1165fc9612cf


It would be very helpful if we could set the protocol version via a registry setting, so we don't have to use the SET PROTOCOL command on each new connection.

Any chance we can get this in 6.1?

IQFeed Developer Support » market snapshot api Sep 3, 2019 03:55 PM (Total replies: 9)

Hi...Any updates?

IQFeed Developer Support » market snapshot api Aug 30, 2019 10:51 AM (Total replies: 9)

It would also be nice to see a snapshot sample file.

Thanks.

IQFeed Developer Support » market snapshot api Aug 29, 2019 09:02 AM (Total replies: 9)

I'd like to know some more info on the market snapshot being added to iqfeed 6.1.

Any documentation on what can be received in the snapshot, and a sample API to call? Are there any limitations etc?

There was an older thread about getting a snapshot of expired options:
http://forums.iqfeed.net/index.cfm?page=topic&topicID=3326

But is this all what this new feature is about?


Is there an easy way to determine if an option traded for an underlying during the day, without actually having to download the tick or daily data for that option for the day?

ie, AAPL has A LOT of options... Not all options have a trade during the day. Right now, in order to determine what was traded, I have to download all the option symbols for AAPL, then download the tick data for those symbols to see the daily trades. Is there a better way to do this?

I guess I can try to filter out the trades by downloading the DAILY data for each option, and if there is any data, I can assume tick data is avail for that option, and then download the tick data...but I still have to look at the history of all option symbols for AAPL... which in both cases, takes a while.

It would be nice to have an API that helps with this. ie a CEO command with a date, and it will return true/false or the # of trades made for the chain returned.


I am seeing the following errors in my logs when requesting older TICK data using the HTD command.

What do the numbers after E mean? I thought it should always be:
E,"error string"

My command is something like:
HTD,SPY,250,,,,1,HTD_10_SPY,

I've tried 100 days and same error. It seems like it has to do with non-RTH (extend hours) trades.

My logs...you will see a lot of E, . The rest of the data looks fine.

2016-11-28 00:50:19,111 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:18:11.045,114.5700,100,63434,114.5700,114.5900,896,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,111 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:12:15.224,110.1500,170,35346,110.1500,110.1600,1895,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,111 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:18:49.210,13.7200,300,87630,13.7100,13.7200,269,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,111 [ERROR] [nioEventLoopGroup-2-6] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_TLT,2016-06-01 09:28:13.603,130.6400,1590,15368,130.6000,130.6400,5815,E,5,17,, lastMsg= ]
2016-11-28 00:50:19,111 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:09:10.344,22.9000,800,70709,22.9000,22.9100,684,E,26,173D,, lastMsg= ]
2016-11-28 00:50:19,111 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:18:49.210,13.7200,500,88130,13.7100,13.7200,270,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,111 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.868,114.5800,800,64234,114.5800,114.6000,901,E,25,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-6] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_TLT,2016-06-01 09:28:13.604,130.6400,400,15768,130.6000,130.6400,5816,E,80,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:09:10.344,22.9000,200,70909,22.9000,22.9100,685,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:14:17.200,110.1700,100,35477,110.1700,110.1800,1903,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.868,114.5800,1000,65234,114.5800,114.6000,902,E,18,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:18:56.466,13.7200,500,88630,13.7100,13.7200,271,E,5,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-6] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_TLT,2016-06-01 09:28:13.604,130.6400,100,15868,130.6000,130.6400,5817,E,26,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:18:56.466,13.7200,500,89130,13.7100,13.7200,272,E,5,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.868,114.5800,1000,66234,114.5800,114.6000,903,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-6] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_TLT,2016-06-01 09:28:13.604,130.6400,1000,16868,130.6000,130.6400,5818,E,26,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:18:57.327,13.7200,500,89630,13.7100,13.7200,273,E,5,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.868,114.5800,1000,67234,114.5800,114.6000,904,E,26,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:24:56.945,13.7300,1000,90630,13.7300,13.7500,274,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-6] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_TLT,2016-06-01 09:28:13.604,130.6400,100,16968,130.6000,130.6400,5819,E,18,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.868,114.5800,600,67834,114.5800,114.6000,905,E,26,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:24:56.945,13.7300,1000,91630,13.7300,13.7500,275,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-6] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_TLT,2016-06-01 09:28:13.604,130.6400,1000,17968,130.6000,130.6400,5820,E,18,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:14:20.944,110.1800,100,35578,110.1800,110.2000,1905,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.869,114.5800,1000,68834,114.5800,114.6000,906,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:24:56.945,13.7300,1000,92630,13.7300,13.7500,276,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-6] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_TLT,2016-06-01 09:28:13.604,130.6400,800,18768,130.6000,130.6400,5821,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:10:27.703,22.9100,1000,71909,22.9000,22.9100,696,E,19,17,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.869,114.5800,1000,69834,114.5800,114.6000,907,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,116 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:16:25.416,110.1700,100,35678,110.1600,110.1700,1910,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,126 [ERROR] [nioEventLoopGroup-2-2] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_SPY,2016-06-01 04:26:33.282,209.8600,100,1053,209.8200,209.8900,129,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,131 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:24:56.945,13.7300,200,92830,13.7300,13.7500,277,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,131 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:10:54.215,22.9100,500,72409,22.9000,22.9100,709,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,131 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:16:25.417,110.1800,722,36400,110.1600,110.1700,1911,E,18,173D,, lastMsg= ]
2016-11-28 00:50:19,131 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:24:56.945,13.7400,1000,93830,13.7300,13.7500,278,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,131 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.869,114.5800,600,70434,114.5800,114.6000,908,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,131 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:16:26.435,110.1800,822,37222,110.1700,110.1800,1912,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,131 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:25:43.512,13.7400,1000,94850,13.7400,13.7500,280,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,131 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:43.565,22.9000,600,73082,22.9000,22.9100,722,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.869,114.5800,1000,71434,114.5800,114.6000,909,E,80,173D,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:16:53.635,110.1800,1000,38222,110.1800,110.1900,1915,E,19,17,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:25:43.512,13.7400,1000,95850,13.7400,13.7500,281,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.869,114.5800,1000,72434,114.5800,114.6000,910,E,80,173D,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:17:50.615,110.1700,100,38322,110.1700,110.1800,1922,E,19,17,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:25:43.512,13.7400,1000,96850,13.7400,13.7500,282,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:23.957,114.5800,1000,73434,114.5700,114.5800,911,E,10,173D,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:19:31.598,114.5800,5000,78434,114.5700,114.5800,929,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:25:43.512,13.7400,1900,98750,13.7400,13.7500,283,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:43.565,22.9000,100,73182,22.9000,22.9100,723,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:20:51.114,114.6000,100,78534,114.6100,114.6300,937,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,136 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:20:44.238,110.1600,822,39145,110.1500,110.1600,1945,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,151 [ERROR] [nioEventLoopGroup-2-2] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_SPY,2016-06-01 04:31:53.960,209.8100,100,1229,209.8100,209.8600,137,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,176 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:25:43.512,13.7400,100,98850,13.7400,13.7500,284,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,176 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:43.566,22.9000,300,73482,22.9000,22.9100,724,E,25,173D,, lastMsg= ]
2016-11-28 00:50:19,181 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:24:39.305,114.6200,100,78634,114.6200,114.6400,978,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,181 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:21:35.853,110.1500,822,39967,110.1400,110.1500,1948,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,181 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:26:55.037,13.7300,100,98950,13.7300,13.7500,285,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,181 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:44.698,22.9000,1000,74482,22.9000,22.9100,725,E,25,173D,, lastMsg= ]
2016-11-28 00:50:19,181 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:24:50.587,114.6200,800,79434,114.6100,114.6200,979,E,25,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:21:38.986,110.1500,700,40667,110.1400,110.1500,1949,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:27:06.353,13.7400,100,99050,13.7300,13.7500,286,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:44.698,22.9000,300,74782,22.9000,22.9100,726,E,25,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:24:50.587,114.6200,600,80034,114.6100,114.6200,980,E,26,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:21:38.987,110.1500,122,40789,110.1400,110.1500,1950,E,18,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:29:00.759,13.7200,300,99350,13.7100,13.7300,287,E,5,17,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:24:50.587,114.6200,1000,81034,114.6100,114.6200,981,E,18,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:21:46.187,110.1500,822,41611,110.1400,110.1500,1951,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:29:32.516,13.7200,600,99950,13.7200,13.7300,288,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:24:50.587,114.6200,600,81634,114.6100,114.6200,982,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:44.698,22.9000,700,75482,22.9000,22.9100,727,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:21:47.582,110.1500,700,42311,110.1400,110.1500,1952,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:29:32.527,13.7200,100,100050,13.7200,13.7300,289,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:24:50.587,114.6200,900,82534,114.6100,114.6200,983,E,28,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:45.702,22.9000,600,76082,22.8900,22.9000,728,E,26,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:21:47.582,110.1500,122,42433,110.1400,110.1500,1953,E,18,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:34:14.752,13.7300,1500,101550,13.7200,13.7300,290,E,11,17,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:25:16.717,114.6200,100,82634,114.6100,114.6300,984,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:45.702,22.9000,300,76382,22.8900,22.9000,729,E,5,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-3] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_QQQ,2016-06-01 08:21:48.900,110.1500,600,43033,110.1400,110.1500,1954,E,18,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-5] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_VXX,2016-06-01 06:40:55.329,13.7200,500,102050,13.7000,13.7200,291,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-4] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_IWM,2016-06-01 09:25:16.717,114.6200,1000,83634,114.6100,114.6300,985,E,11,173D,, lastMsg= ]
2016-11-28 00:50:19,186 [ERROR] [nioEventLoopGroup-2-8] n.o.s.service.netty.HistoryHandler - [decodeTickOrIntervalRequest: msg=HTD_10_GDX,2016-06-01 08:13:45.707,22.9000,2100,78482,22.8900,22.9000,730,E,11,173D,, lastMsg= ]


Thanks for the quick reply Tim.

The BID/ASK was the first example I used, but the more important one is the updated trade (see second example). The volume ends up being different, and a trade was added. To me, it seems like this happens often. I can show you a hundred or so examples. Here is another: IWM1626N99:

FEB27
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:48:25.836,0.76,1,240,0.76,0.78,10427304,O,17,45,
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:52:22.354,0.81,1,241,0.8,0.81,12788913,C,88,01,
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:52:25.567,0.81,3,244,0.8,0.82,12812730,O,13,45,

Mar1
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:48:25.836,0.76,1,240,0.76,0.78,10427304,O,17,45,
** IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:50:04.723,0.84,54,294,0.83,0.84,11425202,C,88,01,
*** this trade above was added on Mar1
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:52:22.354,0.81,1,295,0.8,0.81,12788913,C,88,01,
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:52:25.567,0.81,3,298,0.8,0.82,12812730,O,13,45,
IWM1626N99,HTT_10_IWM1626N99,2016-02-24 09:55:04.626,0.82,1,299,0.82,0.84,13992041,O,17,45,

So I am wondering when I can trust the data is complete and won't change.


I've noticed that sometimes, when I download the HISTORY for an OPTION symbol on a recent day (lets say for GOOG and BAC data). If I download the same history 2 or 3 days later, the data may be different.

I download this data for: GOOG1626N695

This data was downloaded on FEB27.2016
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:31:28.668,11.23,1,1,10.0,11.8,308412,C,17,45,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:33:11.166,11.3,1,2,10.1,11.3,680519,C,26,20,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:33:58.401,11.5,1,3,10.2,11.5,816964,C,13,01,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:39:10.158,9.5,1,4,9.2,9.5,1740837,C,5,20,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:41:42.637,10.0,1,5,9.2,10.0,2105406,C,13,01,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:46:12.441,12.6,1,6,11.7,12.6,3144102,C,9,20,
>>>GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:50:04.736,12.5,2,8,11.7,12.2,3774041,C,9,20,
*** Note bid/offer is: 11.7/12.2

This data was downloaded on: MAR1.2016
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:31:28.668,11.23,1,1,10.0,11.8,308412,C,17,45,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:33:11.166,11.3,1,2,10.1,11.3,680519,C,26,20,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:33:58.401,11.5,1,3,10.2,11.5,816964,C,13,01,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:39:10.158,9.5,1,4,9.2,9.5,1740837,C,5,20,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:41:42.637,10.0,1,5,9.2,10.0,2105406,C,13,01,
GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:46:12.441,12.6,1,6,11.7,12.6,3144102,C,9,20,
>>>GOOG1626N695,HTT_10_GOOG1626N695,2016-02-24 09:50:04.736,12.5,2,8,11.7,12.5,3774041,C,9,20, <<<
*** Note bid/offer is now 11.7/12.5 (offer is different).

-------------------------------------------------------------------------------------
In another situation, I have seen extra trades added for BAC1620Q15:

data downloaded FEB27.
** NOTE that first trade size is 10 and next is 4 (for total 14)
>>BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.607,2.93,10,10,2.93,2.95,2707709,C,13,01,
>>BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.624,2.93,4,14,2.93,2.95,2708377,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.646,2.93,2,16,2.93,2.95,2709111,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.916,2.93,2,18,2.93,2.94,2715320,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.968,2.93,3,21,2.93,2.94,2716355,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.986,2.93,4,25,2.93,2.94,2717013,C,108,20,

data downloaded Mar1.
** 1st trade is now size 3, and 2nd is size 10.
** it appears a new extra trade was added a few days later.
>>>BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.600,2.93,3,3,2.93,2.95,2707408,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.607,2.93,10,13,2.93,2.95,2707709,C,13,01,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.624,2.93,4,17,2.93,2.95,2708377,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.646,2.93,2,19,2.93,2.95,2709111,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.916,2.93,2,21,2.93,2.94,2715320,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.968,2.93,3,24,2.93,2.94,2716355,C,108,20,
BAC1620Q15,HTT_10_BAC1620Q15,2016-02-25 09:33:56.986,2.93,4,28,2.93,2.94,2717013,C,108,20,

I completely understand there may be changes, but my real question is, when can I consider the HISTORICAL options data "final" and not expected to change? Is there a hard and fast rule to use? X days later?


Can someone please answer my question. It has been a while since I posted it.


I have recently started analysis from my end on intramarket sweeps for option exchanges (trade conditions=0x3d).
From what I have read on the topic and from the exchange and regulation documentation, once an order is
sent with this code as an ISO order, all resulting trades should be reported with this trade condition
(since there is almost a guarantee to fill because the book is sweeped accross all exchanges)

So looking at SBUX on FEB-23, I see a trade which I believe was sent to the exchange as a ISO order
(intramarket sweep order), the trade results don't show each reported trade with the 0x3d trade
condition in iqfeed. Here is the data I have (historical tick, using CEO command):

SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 10:09:12.513,4.9,1,1,4.85,4.95,17162907,C,13,45,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 10:09:31.704,4.85,5,6,4.8,4.9,17296825,C,18,20,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 11:04:24.736,4.92,10,16,4.85,4.95,33720319,C,88,45,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 11:08:36.912,4.9,1,17,4.9,5.0,35187012,C,18,20,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 11:09:30.120,4.9,19,36,4.9,5.0,35485583,C,18,20,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 13:20:51.104,5.25,1,37,5.15,5.3,59617450,C,26,20,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 13:33:12.535,5.14,6,43,5.05,5.2,61693366,C,17,45,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 13:33:12.535,5.14,4,47,5.05,5.2,61693367,O,17,45,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:13:09.230,5.0,4,51,4.95,5.05,76226759,C,9,20,
##### ISO order was execute HERE (99.99% sure it was ISO)
##### note that trade conditions show 01,20,and the last 3 trades for this order finally show 0x3D
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,18,69,5.05,5.15,79400601,C,88,01,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,14,83,5.05,5.15,79400602,C,88,01,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,8,91,5.05,5.15,79400603,C,88,01,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,5,96,5.05,5.15,79400603,C,88,01,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,4,100,5.05,5.15,79400604,C,88,01,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,1,101,5.05,5.15,79400605,C,88,01,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,1,102,5.05,5.15,79400605,C,88,01,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,79,181,5.05,5.15,79400608,C,108,20,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,28,209,5.05,5.15,79400610,C,108,20,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,77,286,5.05,5.15,79400612,C,108,20,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,56,342,5.05,5.15,79400613,C,108,20,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.478,5.15,118,460,5.05,5.15,79400614,C,108,20,
##### last 3 trades showing 3d are below.
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.481,5.15,556,1016,5.05,5.15,79400674,C,13,3D, <-- 3d=ISO now showing up
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.481,5.15,19,1035,5.05,5.15,79400675,C,17,3D,
SBUX1720A60,HTT_10_SBUX1720A60,2016-02-23 15:33:06.484,5.15,16,1051,5.05,5.15,79400772,C,17,3D,

Should not all trades starting from 15:33:06.478 show 0x3d?
From the tick trades, it looks like a sweep order was entered AFTERwards, but I find it hard to
believe because of the 3ms time difference between the other orders.

-------------------------
Another example (other way around):
ISO order was entered for NMBL, and trade conditions do show 0x3D. BUT if you look further below,
the trades start to be reported as 0x20 within 1ms of the original fill.

NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,15,15,0.2,0.45,46339033,C,18,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,1,16,0.45,0.45,46339034,C,18,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,2,18,0.45,0.45,46339034,C,26,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,21,39,0.45,0.45,46339034,C,108,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,45,84,0.45,0.45,46339035,C,108,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,85,169,0.45,0.45,46339035,C,88,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,54,223,0.45,0.45,46339036,C,108,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,56,279,0.45,0.45,46339037,C,108,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,21,300,0.45,0.45,46339037,C,26,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,76,376,0.45,0.45,46339038,C,88,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,50,426,0.45,0.45,46339038,C,88,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,46,472,0.45,0.45,46339039,C,88,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,15,487,0.45,0.45,46339040,C,26,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,36,523,0.45,0.45,46339040,C,108,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,10,533,0.45,0.45,46339040,C,108,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,10,543,0.45,0.45,46339042,C,88,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,15,558,0.45,0.45,46339043,C,26,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,11,569,0.45,0.45,46339044,C,108,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,25,594,0.45,0.45,46339050,C,12,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.44,15,609,0.45,0.45,46339050,C,5,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,10,619,0.45,0.45,46339050,C,5,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.769,0.45,51,670,0.45,0.45,46339053,C,12,20, <-- not 3d
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,10,680,0.45,0.45,46339068,C,18,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,82,762,0.45,0.45,46339068,C,9,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,53,815,0.45,0.45,46339078,C,121,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,134,949,0.45,0.45,46339083,C,16,3D,
#### no longer showing 3D - trade is only 1ms off of the 3D trade condition fill..
#### Also trade is at different trade market center from the original trade...making it highly suspect that
#### an HFT could jump the queue and fill it.
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,31,980,0.45,0.45,46339090,C,5,20, <-- not 3d
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,3,983,0.45,0.45,46339091,C,5,20,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,3,986,0.45,0.45,46339091,C,5,20,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,3,989,0.45,0.45,46339091,C,5,20,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,3,992,0.45,0.45,46339091,C,5,20,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.770,0.45,8,1000,0.45,0.45,46339091,C,5,20,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.771,0.45,1,1001,0.45,0.45,46339104,C,18,20,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.774,0.45,175,1176,0.45,0.45,46339259,C,13,3D,
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:08.784,0.45,10,1186,0.45,0.45,46339373,C,26,3D, <--- this could be a new order given 11 ms after original.
NMBL1618C7.5,HTT_10_NMBL1618C7.5,2016-02-23 11:07:26.986,0.45,814,2000,0.2,0.5,46428914,O,13,45, <------ not part of the original order (I believe)

Thanks in advance.
Larry

IQFeed Developer Support » CEO: 'No user specified' error Jan 16, 2016 03:28 PM (Total replies: 16)

Thanks, I will try this out monday.

Can you let me know when the change (date) was implemented.

Also, is the error the same for both versions of the iqfeed client I was using (5.1.1, and 5.1.3), but just shows up with a different error code?

Thanks


Time: Sun February 16, 2020 3:16 PM CFBB v1.2.0 15 ms.
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