IQFeed Trade Conditions
- Thread starter arturo100
- Start date
For instance:
2023-03-27 15:43:58 0.55 2000 2009 0.51 0.57 569841655 C 16 AB
What is meaning of the code 'AB' reported in the last column of the above SWKS2321D125 times&sales?
The API command STC will list all the trade conditions. The numbers in the STC list are decimal, while the trade condition codes that appear the messages are hexadecimal. So you would have to convert AB to its decimal equivalent, and then see its meaning in the list. AB in hex is 171, which is:
LS,171,TLCT,OPRA - Stock Options Cross,
NorgateData
Sponsor
Maybe it's a simply a cross-trade? Are you over-thinking this? Why not ask IQFeed? Surely trade conditions would be well-documented and if they've changed things I'm sure they would provide further details.
its in opra spec
A CANC Transaction previously reported (other than as the last or opening report for the particular option contract) is now to be cancelled.
B OSEQ Transaction is being reported late and is out of sequence; i.e., later transactions have been reported for the particular option contract
A CANC Transaction previously reported (other than as the last or opening report for the particular option contract) is now to be cancelled.
B OSEQ Transaction is being reported late and is out of sequence; i.e., later transactions have been reported for the particular option contract
I asked, but IQFeed provides them only with a whole API subscription. I am a happy IQFeed subscriber, but I don't need their API for my trading. So, I was thinking that some API subscriber might share the info, as some package developer already did in the past.
P.S. Yes, it was a combo stock-option trade. I just provided it as an example.
NorgateData
Sponsor
@2rosy I'm not sure this is the case. OPRA "Message Types" for Last sale messages are all "mutually exclusive" (i.e. can't be A and B) but I don't do options data, so I'm not sure
@arturo100 The OPRA Output Speficication might be useful here:
https://cdn.opraplan.com/documents/OPRA_Pillar_Output_Specification.pdf
However, the above file doesn't actually specify "Trade Conditions" - perhaps you could provide futher details of this field? (Hint: It might be a proprietary IQFeed field)
@arturo100 The OPRA Output Speficication might be useful here:
https://cdn.opraplan.com/documents/OPRA_Pillar_Output_Specification.pdf
However, the above file doesn't actually specify "Trade Conditions" - perhaps you could provide futher details of this field? (Hint: It might be a proprietary IQFeed field)
Thanks for posting the OPRA specs. Yes, these codes are only for IQFeed subscribers like me. They used to be available, but now most of them have changed and are available only through an API command. As I said, since I don't need a whole API subscription, it would be an overkill for me to subscribe also to it.
NorgateData
Sponsor
Perhaps it would be best for you to post your response (and your ideas about the response) from IQFeed support once you've contacted them.
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