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Viewing User Profile for: mrak
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Joined: Mar 20, 2014 11:37 AM
Last Post: Apr 24, 2015 05:09 PM
Last Visit: Apr 24, 2015 05:17 PM
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mrak has contributed to 7 posts out of 21199 total posts (0.03%) in 3,700 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Clearing the Total Volume field in Futures Apr 24, 2015 05:09 PM (Total replies: 5)

Wait... I take that back. I was looking at the wrong field... Sorry for the confusion.

Mark

Data and Content Support » Clearing the Total Volume field in Futures Apr 24, 2015 05:02 PM (Total replies: 5)

Steve,
Thank you for your reply. I just checked the Realtime @ESM15 data for this week and have confirmed that the TotalVolume is NOT reset daily. It just keeps increasing throughout the week from market open on Sunday. Please let me know if this is a bug or if the realtime TotalVolume behaves differently than the historical TotalVolume.

Thanks,
Mark

Data and Content Support » Clearing the Total Volume field in Futures Apr 24, 2015 03:16 PM (Total replies: 5)

Well, right now I'm looking at @ESH16 historical data from 4/21/2015 and it appears that the Total Volume field is cleared daily. I am also looking at saved realtime data for @ESZ14 from the week of 11/9/14 and I see that Total Volume is cleared at the start of the week when the market opens and increases continuously for the whole week. Both fields are called "Total Volume", although I'm suspecting that they're not really the same thing...

Mark

Data and Content Support » Clearing the Total Volume field in Futures Apr 24, 2015 02:10 PM (Total replies: 5)

For the past several years I have been under the impression that the Total Volume field was cleared once a day. Then about a month ago I downloaded some historical data that had the Total Volume field cleared once a week. Today I downloaded data that, once again, shows Total Volume cleared once a day. As I can find no documentation on this, please let me know:

How often is the Total Volume Field cleared?
At what time of the day or week?
Is it the same for all futures?

Thanks,
Mark

IQFeed Developer Support » Decoding Trade Conditions Mar 20, 2014 01:13 PM (Total replies: 15)

Thank you!

Mark

IQFeed Developer Support » Decoding Trade Conditions Mar 20, 2014 12:18 PM (Total replies: 15)

Thank you for that. I was trying to access this by modifying the Level1Socket demo. With your help, I downloaded PuTTY and got the code descriptions just fine.

Now all I need is some way to decode the descriptions. For example, yesterday I was seeing trades with Trade Condition = 4D, which I believe is decimal 77. The table says that means Implied. What does that mean?

Mark

IQFeed Developer Support » Decoding Trade Conditions Mar 20, 2014 11:43 AM (Total replies: 15)

From digging through the forum, I can see this is asked about a lot, but I'm still confused. I'm trying to decode the Trade Conditions codes, so I sent an STC<CR><LF> command to IQFeed and it was ignored. I've tried it at startup and after sending a request for @ESM14, thinking that it might be specific to the particular security. Please let me know what I'm doing wrong.

Thanks,
Mark


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