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»Forums Index »Product Support »Data and Content Support »Level1 data different from TC2000
Author Topic: Level1 data different from TC2000 (3 messages, Page 1 of 1)

fredericf
-Interested User-
Posts: 19
Joined: Aug 1, 2018


Posted: Aug 7, 2019 04:38 AM          Msg. 1 of 3
Hi,

The values 'Open' and 'Total Volume' reported by Level1 streaming data are sometimes different from the values shown by TC2000.

When looking at the day's ticks however, and summing the individual trades volumes, the Total Volume seems ok.

Reading your recent conversation with @jayflatland, I understand it relates to a Qualified/Non-Qualified trades issue. Is this correct?

Is there a way to receive values that include these missing trades, and thus matching TC2000 data? (as the difference can be quite high between the two values)

Thanks,
Frederic

DTN_Stephen
-DTN Guru-
Posts: 262
Joined: Aug 22, 2014


Posted: Aug 7, 2019 07:50 AM          Msg. 2 of 3
Using the IQ Feed Time and Sales application you can enable "Extended Trades" by going to Settings and under the General tab you will find a category called Display. You can check the box for Enable Extended Trades and it will allow you to receive these "Missing Trades". Please keep in mind this is only in our software.

You would need to check with the support team for whatever 3rd party software you are using to see how you would enable Extended Trades in their software.

If you are utilizing our API or have more specific questions please feel free to contact us at support@iqfeed.net

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com



File Attached: Extended.png (downloaded 212 times)

fredericf
-Interested User-
Posts: 19
Joined: Aug 1, 2018


Posted: Aug 7, 2019 08:59 AM          Msg. 3 of 3
Thank you for your answer.

Indeed I am using your API. This forum may not be the place for my question.
(I could not locate the "IQFeed Developer Support" forum).

I will email you then.

Frederic
 

 

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