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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Iqfeed Total Volume Vs Emini S&P Time and Sales Globex?
Author Topic: Iqfeed Total Volume Vs Emini S&P Time and Sales Globex? (2 messages, Page 1 of 1)

senator
-Interested User-
Posts: 22
Joined: Jul 5, 2004
Posted: Jul 7, 2004 06:10 PM          Msg. 1 of 2
I wonder, how can I compare if the total volume traded I recieved from Iqfeed on the e-mini S&P matches the Volume posted on the website of the CME Time and Sales of Globex during a particular day?

Since I dont understand what update different that the t, T, b or a....... is happening with the o caracter? I cannot know whether it could be a real trade or what?


The HH represents the hour of the day in a 24 hour clock. MM represents the minutes of the hour. The character represented by c indicates one of the following:
t - A trade update occured
T - Extended Trade.
b - A bid update occured (an ask update may also have occured)
a - A ask update occured
o - Some other type of update occured

Could it be possible that if the o caracter appears it could mean there was a trade?

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

DTN Market Access, LLC.

Posted: Jul 19, 2004 02:13 PM          Msg. 2 of 2
The total volume traded should match the volume posted on the website.

The o character could not mean that there was a trade. The most common reason for an o update is a volume update due to a correction. Thanks!
Natalie Hannan DTN Market Access, LLC.
 

 

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