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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Trade conditions
Author Topic: Trade conditions (6 messages, Page 1 of 1)

arturo didonna
-Interested User-
Posts: 22
Joined: Oct 10, 2008


Posted: Mar 29, 2023 06:05 AM          Msg. 1 of 6
I am trying to figure out the meaning of the trade conditions reported in iqfeed prints.

For instance:

2023-03-27 15:43:58 0.55 2000 2009 0.51 0.57 569841655 C 16 AB

What is meaning of the code 'AB' reported in the last column of the above SWKS2321D125 times&sales?
Thanks in advance.

DTN_Gary_Stephen
-DTN Guru-
Posts: 392
Joined: Jul 3, 2019


Posted: Mar 29, 2023 09:49 AM          Msg. 2 of 6
The API command STC will list all the trade conditions. The numbers in the STC ist are decimal, while the trade condition codes that appear the messages are hexadecimal. So you would have to convert AB to its decimal equivalent, and then see its meaning in the list. AB in hex is 171, which is:

LS,171,TLCT,OPRA - Stock Options Cross,

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

arturo didonna
-Interested User-
Posts: 22
Joined: Oct 10, 2008


Posted: Mar 30, 2023 02:58 AM          Msg. 3 of 6
Thanks for your prompt and informative answer, Gary. Since I have just a subscription to tick data, but no API, would it be possible to get a printout of the STC command?
If I am breaking any rule with this request, please feel free to say so.
Thanks again for your help ad assistance.
Edited by arturo didonna on Mar 30, 2023 at 06:17 AM

DTN_mark_e
-Interested User-
Posts: 49
Joined: Sep 25, 2014


Posted: Mar 30, 2023 10:41 AM          Msg. 4 of 6
arturo, if you don't have the API, we can only point you to the IQFeed apps found in the IQFeed Applications folder. You can view Trade Conditions via the Time & Sales, per tick view.

Trading Markets Customer Service
800-779-7299 (DTNIQ & IQFEED)
www.dtn.com/trading | http://www.iqfeed.net

DTN_Gary_Stephen
-DTN Guru-
Posts: 392
Joined: Jul 3, 2019


Posted: Mar 30, 2023 03:34 PM          Msg. 5 of 6
I can add more to this. There are some new (largely OPRA-specific) Trade Conditions, and the messages in Time & Sales are a little terse. We're looking into improving this. Here's a list that should help:

SOLDLAST Sold Last (late reporting) (ttds,utdf,cts,opra)
SOLDOSEQ Sold Out of Sequence (ttds,utdf,cts,opra)
CANC Cancelled Previous Transaction (opra)
CANCLAST Cancelled Last Transaction (opra)
CANCOPEN Cancelled Open Transaction (opra)
CANCONLY Cancelled Only Transaction (opra)
OPEN Late Report of Opening Trade, out of sequence (utdf,ttds,opra)
OPNL Late Report of Opening Trade, in correct sequence (opra)
AUTO Transaction Executed Electronically (cts, opra)
AJST Contract Adjustment for Stock Dividend, Split, etc. (opra)
SPRD Spread, Trade in Two Options in the Same Class (a buy and a sell in the same class) (opra)
STDL Straddle, Trade in Two Options in the Same Class (a buy and a sell in a put and a call) (opra,)
STPD Follow a Non-stopped Trade (opra)
CSTP Cancel Stopped Transaction (opra)
BWRT Option Portion of a Buy/Write (opra)
CMBO Combo, Trade in Two Options in the Same Options Class (a buy and a sell in the same class) (opra)
ETH_SESSION Opra extended trading hours session
SLAN OPRA - Single Leg Auction Non ISO
SLAI OPRA - Single Leg Auction ISO
SLCN OPRA - Single Leg Cross Non ISO
SCLI OPRA - Single Leg Cross ISO
SLFT OPRA - Single Leg Floor Trade
MLET OPRA - Multi Leg auto-electronic trade
MLAT OPRA - Multi Leg Auction
MLCT OPRA - Multi Leg Cross
MLFT OPRA - Multi Leg floor trade
MESL OPRA - Multi Leg auto-electronic trade against single leg(s)
TLAT OPRA - Stock Options Auction
MASL OPRA - Multi Leg Auction against single leg(s)
MFSL OPRA - Multi Leg Auction against single leg(s)
TLET OPRA - Stock Options auto-electronic trade
TLCT OPRA - Stock Options Cross
TLFT OPRA - Stock Options floor trade
TESL OPRA - Stock Options auto-electronic trade against single leg(s)
TASL OPRA - Stock Options Auction against single leg(s)
TFSL OPRA - Stock Options floor trade against single leg(s)
CBMO OPRA - Multi Leg Floor Trade of Proprietary Products
MCTP OPRA - multilateral compression

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

arturo didonna
-Interested User-
Posts: 22
Joined: Oct 10, 2008


Posted: Apr 3, 2023 03:45 AM          Msg. 6 of 6
Thanks, Gary. Appreciated.
 

 

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