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Joined: Sep 29, 2019 03:11 PM
Last Post: Oct 3, 2019 03:46 AM
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trader_8317 has contributed to 3 posts out of 19450 total posts (0.02%) in 186 days (0.02 posts per day).

20 Most recent posts:
IQFeed Developer Support » HTT Trade Aggressor Oct 3, 2019 03:46 AM (Total replies: 5)

Hi Gary,

I've just re-run it, and I can confirm that it's now working correctly (with 0 in the TradeAggressor field). Weird that it gave that result before.


IQFeed Developer Support » HTT Trade Aggressor Oct 2, 2019 03:35 AM (Total replies: 5)

Hi Gary,

Thanks for getting back to me. Please comment on this thread when the issue is resolved.

Also, thanks for the extra detail around data availability - that's useful to know.

IQFeed Developer Support » HTT Trade Aggressor Sep 29, 2019 03:18 PM (Total replies: 5)


I'm trying to execute a HTT request, as per the example on: I find that when I execute: "HTT,GOOGL,20190409 000000,20190409 235959,10,155959,160004,1,TESTREQUEST"
I get:
TESTREQUEST,2019-04-09 16:00:00.391602,1203.6000,100,948999,1203.2900,1203.3900,10031,E,5,17,48,9,
TESTREQUEST,2019-04-09 16:00:00.391610,1203.7100,200,949199,1203.2900,1203.3900,10032,E,5,17,48,9,
TESTREQUEST,2019-04-09 16:00:00.391615,1203.7700,50,949249,1203.2900,1203.3900,10033,O,5,8717,48,9,
TESTREQUEST,2019-04-09 16:00:00.479088,1202.6900,118,949367,1203.2900,1203.3900,5885,E,19,17,48,9,
TESTREQUEST,2019-04-09 16:00:00.701530,1203.2900,1,949368,1203.2900,1203.3900,10034,O,5,8717,48,9,
TESTREQUEST,2019-04-09 16:00:01.215912,1202.6900,41,949409,1203.2900,1203.3900,5886,O,19,8717,48,9,
TESTREQUEST,2019-04-09 16:00:01.215982,1202.6900,6,949415,1203.2900,1203.3900,5887,O,19,8717,48,9,
TESTREQUEST,2019-04-09 16:00:01.227863,1202.6900,14,949429,1203.2900,1203.3900,5888,O,19,8717,48,9,
TESTREQUEST,2019-04-09 16:00:01.259771,1202.6900,39,949468,1203.2900,1203.3900,5889,O,19,8717,48,9,
TESTREQUEST,2019-04-09 16:00:02.630410,1203.2900,100,949568,1203.2900,1203.7100,10035,E,5,17,48,9,

This almost lines up with the example response given at the bottom of the link I gave, apart from the penultimate column (which I understand should be trade aggressor, with values 0-3) is 48. I've (at least tried to) set the protocol to 6.1. Could anyone shine any light on why my trade aggressor field appears to have an invalid value?

Thanks for your help in advance.

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