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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Extended trades have intermittent scaling factor on new beta
Author Topic: Extended trades have intermittent scaling factor on new beta (3 messages, Page 1 of 1)

David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004

I'd rather be...


Posted: Jun 9, 2005 03:46 PM          Msg. 1 of 3
The extended trade fields have intermittent scaling factor that changes the value by x1000
Here are some quotes on INTC today.
I just noticed this today.
The extended field shows 275100 where as the last is 27.7000, 1000x greater.

3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74195880,2500,27.7400,27.0500,27.5000,27.5200,
5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,c,N,,,,06/09/2005,,
275100,,,,275072.9,275072.3,21.5,0.264544432,0.,0.,0.49,0,0.024909747,
170992100.,14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2775.9627,,

3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74196580,700,27.7400,27.0500,27.5000,27.5200,
5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,c,N,,,,06/09/2005,,
275100,,,,275072.9,275072.3,21.5,0.264556362,0.,0.,0.49,0,0.024909747,170992100.,
14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2778.5319,,

3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74196680,100,27.7400,27.0500,27.5000,27.5200,
5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,c,N,,,,06/09/2005,,
275100,,,,275072.9,275072.3,21.5,0.264558067,0.,0.,0.49,0,0.024909747,170992100.,
14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2778.8989,,

3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74197480,800,27.7400,27.0500,27.5000,27.5200,
5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,c,N,,,,06/09/2005,,
275100,,,,275072.9,275072.3,21.5,0.264571701,0.,0.,0.49,0,0.024909747,170992100.,
14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2781.8351,,

3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74198280,800,27.7400,27.0500,27.5000,27.5200,
5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,p,N,,,,06/09/2005,,
275100,,,,275072.9,275072.3,21.5,0.264585336,0.,0.,0.49,0,0.024909747,170992100.,
14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2784.7712,,

Next lines ok...
3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74198280,800,27.7400,27.0500,27.5000,27.
5200,5300,1500,,173,0.69,16:20b,,27.2100,27.1000,0.02,,,,t,N,,,,06/09/2005,,
27.7000,,,,0.6,0,21.5,0.264585336,0.,0.,0.49,1,0.024909747,170992100.,
14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2784.7712,,

3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74198280,800,27.7400,27.0500,27.5000,27.5200,
5300,1300,,173,0.69,16:20b,,27.2100,27.1000,0.02,,,,p,N,,,,06/09/2005,,
27.7000,,,,0.6,0,21.5,0.264585336,0.,0.,0.49,1,0.024909747,170992100.,
14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2784.7712,,

This is occuring on other symbols that are trading after hours like QQQQ

David


IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/

Edited by David on Jun 9, 2005 at 04:32 PM

David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004

I'd rather be...


Posted: Jun 9, 2005 03:52 PM          Msg. 2 of 3
Update:

The initial error was observed on v2.3.0.3

I just downloaded the new beta v2.3.0.4 and I observe the same behavior.
Here is a sample on QQQQ:

First quote ok:
4:09:40 PM Q,QQQQ,F,37.9500,0.24,0.00636436,99377747,300,38.0600,37.5000,37.8900,37.8500,
100000,1600,,173,0.56,17:08b,,37.6600,37.7100,-0.04,,,,c,N,,,,06/09/2005,,
37.9500,,,,0.24,0,,0.194487145,0.,0.,0.29,1,0.014756258,21081225.,
14,4,,79250426,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,68064,,,88.0486,,

Second and third quote has field 1000x greater:
4:09:41 PM Q,QQQQ,F,37.9500,0.24,0.00636436,99379247,1500,38.0600,37.5000,37.8900,37.8500,
100000,1600,,173,0.56,17:09o,,37.6600,37.7100,-0.04,,,,c,N,,,,06/09/2005,,
378470,,,,378432.29,378432.05,,0.194505174,0.,0.,0.29,0,0.014756258,21081225.,
14,4,,79250426,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,68064,,,93.7598,,

4:09:41 PM Q,QQQQ,F,37.9500,0.24,0.00636436,99379347,100,38.0600,37.5000,37.8900,37.8500,
100000,1600,,173,0.56,17:09o,,37.6600,37.7100,-0.04,,,,c,N,,,,06/09/2005,,
378480,,,,378442.29,378442.05,,0.194506376,0.,0.,0.29,0,0.014756258,21081225.,
14,4,,79250426,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,68064,,,94.1405,,

I notice that this occurs when the trade time field has "o" in it.
I noticed that when an actual extended trade comes in then it is ok and remains correct.
It appears to be ok with a b or a in the time field.
I have only seen it occur when the time field has an "o" in it.
This causes the extended trades fields to be off by 1000.

Ciao!

David



IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/

Edited by David on Jun 9, 2005 at 04:30 PM
Edited by David on Jun 9, 2005 at 04:31 PM

DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.


Posted: Jun 14, 2005 09:57 AM          Msg. 3 of 3
David,

Thanks for providing such detailed information! This is exactly what I need in order to quickly reproduce issues. I will look into this, and let you know if I have questions. Thanks!

Natalie

Natalie Hannan DTN Market Access, LLC.
 

 

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