mrak
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What, me worry?
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Posted: Mar 20, 2014 11:43 AM
Msg. 1 of 16
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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DTN_Tim Walter
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Posted: Mar 20, 2014 11:49 AM
Msg. 2 of 16
Hello Mark,
What port are you connecting to? You should be able to telnet to the lookup socket and just type STC to test that things are working as they should.
Tim
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mrak
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What, me worry?
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Posted: Mar 20, 2014 12:18 PM
Msg. 3 of 16
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
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DTN_Tim Walter
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Posted: Mar 20, 2014 12:37 PM
Msg. 4 of 16
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mrak
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What, me worry?
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Posted: Mar 20, 2014 01:13 PM
Msg. 5 of 16
Thank you!
Mark
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niratnalagi
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Posted: Sep 29, 2014 02:47 PM
Msg. 6 of 16
Hi Tim,
Can you please provide a lookup table between DTN sales conditions codes and the Exchanges codes? For example DTN code '01' equals Nasdaq/NYSE code '@', and so on...
Is there any field in the stream where DTN is passing thru the Exchange code itself?
Thanks, Nir
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DTN_Tim Walter
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Posted: Sep 29, 2014 02:59 PM
Msg. 7 of 16
Good afternoon, The lookups for this information are detailed on this page. http://www.iqfeed.net/dev/api/docs/SymbolLookupviaTCPIP.cfmJust do a search for trade conditions and\or listed market and there are samples of the data being returned so that you can get these values at anytime. Just don't hard code the values returned or use the sample data as it changes regularly. Tim
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DTN_Tim Walter
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Posted: Sep 29, 2014 03:49 PM
Msg. 8 of 16
In re-reading this, I may not have answered what you really asked for, but the answer unfortunately now becomes no. We do not have a one to one reference of this information. You can take a look at this site, https://nasdaqtrader.com/content/technicalsupport/specifications/utp/utdfspecification.pdf section 7.5.1.1, but you will need to match them up by name. Also, as mentioned before, we do not guarantee the list won't change, so maybe the better question becomes, What is it you are trying to accomplish? Maybe there is a better way one of us here can suggest. Tim
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niratnalagi
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Posted: Sep 29, 2014 04:00 PM
Msg. 9 of 16
++ This Post should be ignored ++
Thanks Tim, However, I was actually looking for something a bit different...
Since DTN provides its proprietary sales condition code via the feed and not the sales condition code as it is provided by the Exchange, I was looking for a lookup/translation table that will give me the sale condition as it was provided by the exchange itself on each trade.
For example: '@' for "Regular Trade" (01 in DTN feed), 'F' for "Intermarket Sweep" (61 in DTN feed), etc.
Is there a way to get such a translation table? or alternatively the to get the Sale Condition as it is provided directly by the exchange?
Thanks, Nir Edited by niratnalagi on Sep 29, 2014 at 04:13 PM
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niratnalagi
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Posted: Sep 29, 2014 04:11 PM
Msg. 10 of 16
We do our own filtering based on sales conditions coming from the exchange...therefore, I needed the sale condition as it is provided by the exchange.
Now, I understand it is not provided by the feed - which means I will need to create my own lookup table based on the description. Would appreciate it if you could review the attached (I marked those that I need)
However, since I can only fetch the description using TelNet, I can not do it in real-time... Is that true? How often do you anticipate the list can be changed?
Thanks, Nir
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DTN_Tim Walter
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Posted: Sep 30, 2014 08:32 AM
Msg. 11 of 16
I don't see an attachment yet. If it won't post correctly, do you want to send it to the developer support email please so I can try to find further answers for you?
As to how often, I don't know that answer as the exchange can change them whenever they like. It is not often, but it could be tomorrow, it could be 2 months from now, or longer. I just can't guarantee that these will not change at any given time and notice is not provided of any changes to the data set.
Tim
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niratnalagi
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Posted: Sep 30, 2014 09:17 AM
Msg. 12 of 16
Sorry, the file was in Excel format. I uploaded it now as PDF. Again, I marked those trade conditions that are important for us.
If condition changes is up to the Exchanges... I can live with that and follow their publications... Unless there's a way to get DTN list by a command I can send thru the Socket rather than manually using TelNet... Is there?
Thanks a lot for your help, Nir
File Attached: SaleConditions.pdf (downloaded 1708 times)
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DTN_Tim Walter
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Posted: Sep 30, 2014 12:41 PM
Msg. 13 of 16
Certainly, any request you can make via telnet can be made via a socket as well. Telnet just provides for a quick example app. Edited by DTN_Tim Walter on Sep 30, 2014 at 12:41 PM
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niratnalagi
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Posted: Oct 7, 2014 03:20 AM
Msg. 14 of 16
Hi Tim,
Do you guys have any plans to pass thru the sale condition as it comes from the exchanges? It will really help.
Thanks, Nir
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DTN_Tim Walter
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Posted: Oct 7, 2014 07:31 AM
Msg. 15 of 16
Hello, I do not believe so, at least not at this time, though we did get your table completed.
Disclaimer: These are subject to change, so for the person viewing this post somewhere down the road, please do not assume these to be accurate.
DTN VALUE DEFINE DESCRIPTION NASDAQ NYSE/Amex 1 REGULAR Normal Trade @ @ 2 ACQ Acquisition A N/A 3 CASHM Cash Only Market C N/A 4 BUNCHED Bunched Trade B N/A 5 AVGPRI Average Price Trade W B 6 CASH Cash Trade (same day clearing) C C 7 DIST Distribution D N/A 10 BUNCHEDSOLD Bunched Sold Trade G N/A 15 RULE155 Rule – 155 Trade AMEX K K 16 SOLDLAST Sold Last (late reporting) L L 17 NEXTDAYCLR Next Day Clearing N N 18 LATEREP Opened - Late Report of Opening Trade (in or out of sequence) O N/A 19 PRP Prior Reference Price P P 20 SELLER Seller R R 21 SPLIT Split Trade S N/A 23 FORMT Form-T Trade T T 25 SOLDOSEQ Sold Out of Sequence Z Z 30 OPEN Late Report of Opening Trade - out of sequence O O 31 OPNL Late Report of Opening Trade – in correct sequence O N/A 32 AUTO Transaction Executed Electronically N/A E 46 MC_OFCLCLOSE Market Center Official Closing Price M M 47 STPD_REGULAR Stopped Stock - Regular Trade 1 N/A 48 STPD_SOLDLAST Stopped Stock - Sold Last 2 N/A 49 STPD_SOLDOSEQ Stopped Stock - Sold out of sequence 3 N/A 57 MC_OFCLOPEN Market Center Official Opening Price Q Q 58 FORMTSOLDOSEQ Form-T Sold Out of Sequence U U 59 YELLOWFLAG Yellow Flag Y N/A 61 INTRMRK_SWEEP Intramaket Sweep F F 62 DERIVPRI Derivately Priced 4 4 63 REOPNING Re-Opening Prints 5 5 64 CLSING Closing Prints 6 6 66 CROSS_TRADE Cross Trade X X 67 PRICE_VAR Price Variation H H 68 STKOPT_TRADE Stock-Option Trade V V 135 ODDLOT Odd Lot Trade I I 136 CORRCSLDLAST Corrected Consolidated last 9 9
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niratnalagi
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Posted: Oct 7, 2014 03:30 PM
Msg. 16 of 16
Thank you so very much for that. really helpful. I'm also getting quite a lot of 0x47 (71 decimal) - would appreciate this last one to be translated to the exchanges sale condition.
Again, much appreciated! Nir
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