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» Last Trade Time format like 00:37:17a, 00:37:17b, 00:37:17t
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| Author | Topic: Last Trade Time format like 00:37:17a, 00:37:17b, 00:37:17t (2 messages, Page 1 of 1) |
 andrewm -Interested User- Posts: 52 Joined: Feb 23, 2015 |
Posted: Jul 24, 2019 11:53 PM
Msg. 1 of 2
What do values in the Last Trade Time field like this represent?
00:37:17a 00:37:17b 00:37:17t Is that bid/ask/trade time? Where is this documented? Thanks |
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DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019 
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Posted: Aug 16, 2019 02:20 PM
Msg. 2 of 2
Andrew,
First, that is from Protocol 4.9, which is the oldest active (but still default) protocol. In all later protocols, this is handled differently. For protocol 4.9, there is an explanation here: http://www.iqfeed.net/dev/api/docs/docs51/Level1UpdateSummaryMessage.cfm Quote: The character indicates one of the following: t - A trade update occurred T - Extended Trade = Any trade that is counted in volume (field 7) but does not set a new open, high, low, or last. b - A bid update occurred (an ask update may also have occurred) a - An ask update occurred o - Some other type of update occurred For later protocols, the Message Contents field contains the type of trade(s) this message reflects. As of 6.0, the explanation of the codes is: Quote: Possible single character values include: C - Last Qualified Trade. E - Extended Trade = Form T trade. O - Other Trade = Any trade not accounted for by C or E. b - A bid update occurred. a - An ask update occurred. o - An Open occurred. h - A High occurred. l - A Low occurred. c - A Close occurred. s - A Settlement occurred. v - A volume update occurred. You can get multiple codes in a single message but you will only get one trade identifier per message. It is also possible to receive no codes in a message if the fields that updated were not trade or quote related. Sincerely, Gary Stephen |
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