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»Forums Index »Archive (2017 and earlier) »Data and Content Support »When does the accumulative volume declines ?

Author	Topic: When does the accumulative volume declines ? (2 messages, Page 1 of 1)
tamir -Interested User- Posts: 4 Joined: May 5, 2009	Posted: May 17, 2009 04:21 AM Msg. 1 of 2 I am an IQFeed subscriber using XLQ via its C++ API. We are monitoring the Total Accumulative Volume of stocks. Surprisingly, sometimes this number decreases (Without any cancellations). Here are two quotes of DELL from the 5/15/2009. (These lines are taken from the IQConnection log file): 1) TO CLIENT (LEVEL1)=2009-05-15 11:34:15: (Accumulative Total Volume = 11553435) Q,DELL,F,11.0500,0.12,0.010978957,11553435,200,11.1225,10.8000,11.0500,11.0600,19100,6800,,,0.3225,11:34:12b,,10.8550,10.9300,0.01,,,,t,,,,,05/15/2009,,11.0500,,,,0.12,0,0.000000268,-0.593661063,0.,0.,0.195,0,0.02918552,21559058.300000001,14,4,,27409386,BSE-CSE-CHX-NYSE-PSE-NMS,,,,,35174,,,10.9836,0,N,, 2) TO CLIENT (LEVEL1)=2009-05-15 11:34:18: (Accumulative Total Volume = 11473435) Q,DELL,F,11.0500,0.12,0.010978957,11473435,200,11.1225,10.8000,11.0500,11.0600,19200,6800,,,0.3225,11:34:12b,,10.8550,10.9300,0.01,,,,t,,,,,05/15/2009,,11.0500,,,,0.12,0,0.000000268,-0.596474695,0.,0.,0.195,0,0.02918552,21559058.300000001,14,4,,27409386,BSE-CSE-CHX-NYSE-PSE-NMS,,,,,35174,,,10.9836,0,N,, I did not see any cancellation quotes in the log file for that stock in the timeframe at hand. What is the explenation for this phenomena? Am I missing something ? Tamir Tamir
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: May 19, 2009 08:54 AM Msg. 2 of 2 Tamir, corrections/cancelations are not actually sent through the feed to the client app. I see two possible scenarios here. The first (as you mentioned) is that a trade correction was processed by the exchange in between these two messages. The second would be that the exchange sent some sort of volume correction with the 2nd message (but since it also included an updated bid, the message was marked as such).