ActiveTick: four condition

A

alex2123

Hello.

Help to understand the meaning of these condition

For example:

20140103072659132,1,554.34,5,P,37,12,14,0
20140103072659132,1,554.34,5,P,37,12,14,0
20140103072609486,1,554.44,30,P,37,12,14,0
20140103072609484,1,554.50,50,Q,37,12,14,0
20140103072609484,1,554.44,100,Q,37,12,14,0
20140103071951150,1,554.05,180,P,0,0,0,12

In the documentation says:

Records are returned as an array of trade or quote string records. Each trade string is formatted as follows: "YYYYMMDDHHMMSSmmm,1,Last,Size,Exchange,Condition1,Condition2,Condition3,Condition4". Each quote string is formatted as follows: "YYYYMMDDHHMMSSmmm,2,Bid,Ask,BidSize,AskSize,BidExchange,AskExchange,Condition".

Can you explain me please what these conditions (Condition1, condition 2, condition3, condition4) mean?

Thanx!

PS ActiveTick support keep silent for 3 weeks.
 
the data covers only the second case (ie. quotes, since the type "2" is for quotes). So, no condition record (type "1") is present in the data set you posted.
 
@alex2123 Trade conditions map to one of these fields, and typically indicate something other than regular trade:

trade condition numerical | value
TradeConditionRegular 0
TradeConditionAcquisition 1
TradeConditionAveragePrice 2
TradeConditionAutomaticExecution 3
TradeConditionBunched 4
TradeConditionBunchSold 5
TradeConditionCAPElection 6
TradeConditionCash 7
TradeConditionClosing 8
TradeConditionCross 9
TradeConditionDerivativelyPriced 10
TradeConditionDistribution 11
TradeConditionFormT 12
TradeConditionFormTOutOfSequence 13
TradeConditionInterMarketSweep 14
TradeConditionMarketCenterOfficialClose 15
TradeConditionMarketCenterOfficialOpen 16
TradeConditionMarketCenterOpening 17
TradeConditionMarketCenterReOpenning 18
TradeConditionMarketCenterClosing 19
TradeConditionNextDay 20
TradeConditionPriceVariation 21
TradeConditionPriorReferencePrice 22
TradeConditionRule155Amex 23
TradeConditionRule127Nyse 24
TradeConditionOpening 25
TradeConditionOpened 26
TradeConditionRegularStoppedStock 27
TradeConditionReOpening 28
TradeConditionSeller 29
TradeConditionSoldLast 30
TradeConditionSoldLastStoppedStock 31
TradeConditionSoldOutOfSequence 32
TradeConditionSoldOutOfSequenceStoppedStock 33
TradeConditionSplit 34
TradeConditionStockOption 35
TradeConditionYellowFlag 36
TradeConditionOddLot 37

If you go to exchange directly, and read their spec (https://www.ctaplan.com/cta/document/6133), they have descriptions for each trade condition in their appendix B. Very useful actually!
 
You must log in or register to reply here.
Back
Top