Is there a way to check that a received end-of-day history message or level1 message is a cabinet trade?

In tick history and in the level one feed there are trade conditions that define the contents of each message. If the exchange in question sends us a flag identifying a trade as a cabinet trade we will acknowledge that in the trade conditions. You will want to use the trade conditions lookup (STC) to make sure you have the current condition list, but it looks like 4A and 57 are currently the conditions you might look for.

Tim

Thank you, Tim, for very quick answer.

In addition, could you explain me, how could I indentify a cabinet trade from end-of-day history? If IQFeed stores such information of course.

End of day or daily data will not have any conditions attached to the data that could be checked. You would have to look at the intraday history in addition to the EOD data to know what trade types were used to compile the bar in question.

Tim

Thank you, you've helped me a lot!

Seems like IQFeed doesn't provide CAB trades. Last 3 months I have saved all the Update/Summary messages (Level 1) and the tick history data by the following symbols:
- AD
- BP
- SF
- JY
- CD
- EU
and all its futures and options.
In the current trade conditions list CAB conditions are 4A (decimal 74, "Cabinet") and 57 (decimal 87, "Nominal Cabinet"). But there was no data with trade conditions (for tick history data) or most recent trade conditions (for Update/Summary data) that could be a CAB trade.

Am I understand correctly that IQFeed doesn't provide CAB data?

Hello,

You are correct, we are not processing cabinet trades.

Tim