Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Trade Aggressor always 0
Author Topic: Trade Aggressor always 0 (5 messages, Page 1 of 1)

karthikkrishnan
-Interested User-
Posts: 19
Joined: Nov 4, 2015


Posted: May 16, 2020 01:30 PM          Msg. 1 of 5
Looking into tick data feed for INTC, I see the Trade Aggressor is always 0. Is this expected ?

DTN Todd
-Interested User-
Posts: 52
Joined: Mar 24, 2010


Posted: May 18, 2020 01:31 AM          Msg. 2 of 5
Hello Karthikkrishnan

I will have our Developer support team look into your question they should have an answer for you within 24 hours

Thanks
Todd

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 104
Joined: Jul 3, 2019


Posted: May 18, 2020 08:21 AM          Msg. 3 of 5
Karthik,

Hello, this is Gary Stephen with DTN IQFeed API Support.

The INTC data looks normal to me. Not every trade has an aggressor, but most do. Can you give me an example of a request you did where there were a large number of zeroes in that field?

By the way, make sure you are sending S,SET PROTOCOL 6.1 if you want to see the trade aggressor. All earlier protocols, including the default 4.9, don't even have the Trade Aggressor field.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 104
Joined: Jul 3, 2019


Posted: May 18, 2020 09:09 AM          Msg. 4 of 5
Actually, let me clarify the above answer.

The API will currently show 0 as the trade aggressor for all trades on equity symbols, because the equity exchanges currently do not return Trade Aggressor data. The IQFeed apps do have a "bid/ask at trade" data point, which is based on whether the bid or ask matches the price of the trade.

For exchanges that do provide trade aggressor data, this will be a 1 for the buyer, 2 for the seller, and 3 for neither.


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on May 18, 2020 at 09:40 AM

karthikkrishnan
-Interested User-
Posts: 19
Joined: Nov 4, 2015


Posted: May 19, 2020 06:02 PM          Msg. 5 of 5
>>>equity exchanges currently do not return Trade Aggressor data

This explains it. Thanks!
 

 

Time: Sun August 9, 2020 9:14 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003