Docent
-Interested User-
Posts: 28
Joined: Jan 27, 2009
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Posted: Jul 27, 2010 03:29 AM
Msg. 1 of 5
I find bad trade type indicates(field 18 Update Message) for COMEX! In Level1 data same trades with "t" type not really tick. I can't recognize it. But I want receive only tick data. Help me please!
Example. Level1 data continence tick with inc. vol. = 50. But history data do not contains it.
Level1 data for 1 minute(just "t" type):
Q,QGCQ10,71,1185.5,2.4,0.002028569,18698,1,1185.8,1181.5,1185.4,1185.5,1,2,173,,4.3,03:54:02t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4980,,,,1645861,,07/26/2010,,,,03:54:02,, Q,QGCQ10,71,1185.5,2.4,0.002028569,18719,21,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4981,,,,1645861,,07/26/2010,,,,03:54:02,, Q,QGCQ10,71,1185.5,2.4,0.002028569,18769,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4982,,,,1645861,,07/26/2010,,,,03:54:02,, Q,QGCQ10,71,1185.5,2.4,0.002028569,18819,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4983,,,,1645861,,07/26/2010,,,,03:54:02,, Q,QGCQ10,71,1185.5,2.4,0.002028569,18869,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4984,,,,1645861,,07/26/2010,,,,03:54:02,, Q,QGCQ10,71,1185.5,2.4,0.002028569,18919,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4985,,,,1645861,,07/26/2010,,,,03:54:02,, Q,QGCQ10,71,1185.5,2.4,0.002028569,18969,50,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4986,,,,1645861,,07/26/2010,,,,03:54:02,, Q,QGCQ10,71,1185.5,2.4,0.002028569,19000,31,1185.8,1181.5,1185.3,1185.5,4,2,183,,4.3,03:54:02t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,-0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4987,,,,1645861,,07/26/2010,,,,03:54:02,, Q,QGCQ10,71,1185.3,2.2,0.001859522,19001,1,1185.8,1181.5,1185.3,1185.4,1,2,175,,4.3,03:54:20t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,-0.1,-0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,4988,,,,1645861,,07/26/2010,,,,03:54:20,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19002,1,1185.8,1181.5,1185.4,1185.5,2,3,173,,4.3,03:54:26t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4989,,,,1645861,,07/26/2010,,,,03:54:26,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19003,1,1185.8,1181.5,1185.4,1185.5,1,4,183,,4.3,03:54:26t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4990,,,,1645861,,07/26/2010,,,,03:54:26,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19004,1,1185.8,1181.5,1185.4,1185.5,2,1,183,,4.3,03:54:34t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4991,,,,1645861,,07/26/2010,,,,03:54:34,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19005,1,1185.8,1181.5,1185.4,1185.5,1,2,183,,4.3,03:54:35t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4992,,,,1645861,,07/26/2010,,,,03:54:35,, Q,QGCQ10,71,1185.3,2.2,0.001859522,19006,1,1185.8,1181.5,1185.4,1185.5,1,2,175,,4.3,03:54:35t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,0.1,0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,4993,,,,1645861,,07/26/2010,,,,03:54:35,, Q,QGCQ10,71,1185.3,2.2,0.001859522,19007,1,1185.8,1181.5,1185.4,1185.5,1,2,183,,4.3,03:54:35t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,0.1,0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,4994,,,,1645861,,07/26/2010,,,,03:54:35,, Q,QGCQ10,71,1185.5,2.4,0.002028569,19008,1,1185.8,1181.5,1185.3,1185.5,3,2,173,,4.3,03:54:36t,128768,1182.7,1183.1,0.2,,1183.1,,,,,,,07/27/2010,,1185.5,08/27/2010,,,2.4,0,,,-0.1,0.1,2.8,1,0.003627162,,11,1,31,00,,0,0,0,0,4995,,,,1645861,,07/26/2010,,,,03:54:36,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19009,1,1185.8,1181.5,1185.3,1185.4,3,1,175,,4.3,03:54:44t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4996,,,,1645861,,07/26/2010,,,,03:54:44,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19010,1,1185.8,1181.5,1185.4,1185.5,1,5,183,,4.3,03:54:44t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4997,,,,1645861,,07/26/2010,,,,03:54:44,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19011,1,1185.8,1181.5,1185.3,1185.4,3,3,183,,4.3,03:54:44t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4998,,,,1645861,,07/26/2010,,,,03:54:44,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19012,1,1185.8,1181.5,1185.3,1185.4,3,3,183,,4.3,03:54:44t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,4999,,,,1645861,,07/26/2010,,,,03:54:44,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19013,1,1185.8,1181.5,1185.3,1185.4,2,1,183,,4.3,03:54:46t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5000,,,,1645861,,07/26/2010,,,,03:54:46,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19014,1,1185.8,1181.5,1185.4,1185.5,2,4,183,,4.3,03:54:46t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5001,,,,1645861,,07/26/2010,,,,03:54:46,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19015,1,1185.8,1181.5,1185.4,1185.5,1,4,183,,4.3,03:54:46t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,0.1,0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5002,,,,1645861,,07/26/2010,,,,03:54:46,, Q,QGCQ10,71,1185.3,2.2,0.001859522,19016,1,1185.8,1181.5,1185.3,1185.4,1,3,175,,4.3,03:54:53t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,-0.1,-0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,5003,,,,1645861,,07/26/2010,,,,03:54:53,, Q,QGCQ10,71,1185.3,2.2,0.001859522,19017,1,1185.8,1181.5,1185.3,1185.4,1,3,183,,4.3,03:54:53t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,-0.1,-0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,5004,,,,1645861,,07/26/2010,,,,03:54:53,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19018,1,1185.8,1181.5,1185.3,1185.4,1,3,173,,4.3,03:54:54t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5005,,,,1645861,,07/26/2010,,,,03:54:54,, Q,QGCQ10,71,1185.4,2.3,0.001944045,19019,1,1185.8,1181.5,1185.3,1185.4,1,2,183,,4.3,03:54:55t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.4,08/27/2010,,,2.3,0,,,-0.1,-0.1,2.7,1,0.003627468,,11,1,31,00,,0,0,0,0,5006,,,,1645861,,07/26/2010,,,,03:54:55,, Q,QGCQ10,71,1185.3,2.2,0.001859522,19020,1,1185.8,1181.5,1185.3,1185.4,1,1,175,,4.3,03:54:58t,128768,1182.7,1183.1,0.1,,1183.1,,,,,,,07/27/2010,,1185.3,08/27/2010,,,2.2,0,,,-0.1,-0.1,2.6,1,0.003627774,,11,1,31,00,,0,0,0,0,5007,,,,1645861,,07/26/2010,,,,03:54:58,,
History data: QGCQ10,1185.5,18698,1,27-07-2010 03-54-02 QGCQ10,1185.3,19001,1,27-07-2010 03-54-20 QGCQ10,1185.4,19002,1,27-07-2010 03-54-26 QGCQ10,1185.4,19003,1,27-07-2010 03-54-26 QGCQ10,1185.4,19004,1,27-07-2010 03-54-34 QGCQ10,1185.4,19005,1,27-07-2010 03-54-35 QGCQ10,1185.3,19006,1,27-07-2010 03-54-35 QGCQ10,1185.3,19007,1,27-07-2010 03-54-35 QGCQ10,1185.5,19008,1,27-07-2010 03-54-36 QGCQ10,1185.4,19009,1,27-07-2010 03-54-44 QGCQ10,1185.4,19010,1,27-07-2010 03-54-44 QGCQ10,1185.4,19011,1,27-07-2010 03-54-44 QGCQ10,1185.4,19012,1,27-07-2010 03-54-44 QGCQ10,1185.4,19013,1,27-07-2010 03-54-46 QGCQ10,1185.4,19014,1,27-07-2010 03-54-46 QGCQ10,1185.4,19015,1,27-07-2010 03-54-46 QGCQ10,1185.3,19016,1,27-07-2010 03-54-53 QGCQ10,1185.3,19017,1,27-07-2010 03-54-53 QGCQ10,1185.4,19018,1,27-07-2010 03-54-54 QGCQ10,1185.4,19019,1,27-07-2010 03-54-55 QGCQ10,1185.3,19020,1,27-07-2010 03-54-58
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