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»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: 55
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: 167
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: 167
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!
 

 

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