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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Prints in FSLR
Author Topic: Prints in FSLR (4 messages, Page 1 of 1)

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011


Posted: Jul 24, 2014 12:46 PM          Msg. 1 of 4
In FSLR, today (July 24), around 13:09 pm ET, can you confirm what the low print is? I have a discrepancy and would like to figure out why IQFeed is showing this differently. Also, are all trades reported including odd lots?

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Jul 24, 2014 01:30 PM          Msg. 2 of 4
Josh
I see a low of
62.7975 at 13.08
62.79 at 13.09
62.74 at 13.10
in the tick data you will see all the data. but the Minute bars do not include other trades, such as oddlot trades, implied trades, and more.

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011


Posted: Jul 24, 2014 04:18 PM          Msg. 3 of 4
Thank you Loren -- this is also what I am seeing in the IQFeed tick data. However, I was actually filled for 3 shares (yes, only 3) on a buy order I had sitting at 62.73, as you can see here:

http://screencast.com/t/OdOYnVY3hDge

On my other charts from my order platform it shows a 62.73 low, which is me being filled. I had some more orders below but unfortunately they were not filled, and I only got the 3 shares at 62.73. Can you explain why IQFeed is not showing this print? Note that I have thousandths precision in the above screen so I see when I get price improved to thousandths, so this is an actual 62.73 print, no rounding.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jul 25, 2014 07:44 AM          Msg. 4 of 4
Hello Josh,

Oddlots, by exchange definition, cannot set a last price and due to this many software applications, including DTNIQ, filter out oddlot trades from the default views. But, if your software allows, you can turn on these additional trade types and then you will see the trade that you are looking for.

As an example, this data comes from our DTNIQ time and sales display, where I have enabled extended trades.
13:09:47.311 2014-07-24 62.7600 3 62.7600<< 62.7900 1020419 0 0 1224873 Other Trade NYSE_ARCA ODDLOT

Let us know if you have any questions,

Tim
 

 

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