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Viewing User Profile for: sme
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Joined: Jul 6, 2010 01:32 AM
Last Post: Jul 20, 2010 04:33 PM
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sme has contributed to 5 posts out of 21199 total posts (0.02%) in 5,053 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » C# samplem with tcp/ip Jul 20, 2010 04:33 PM (Total replies: 45)

Please resend.

Thanks.

IQFeed Developer Support » C# samplem with tcp/ip Jul 20, 2010 04:13 PM (Total replies: 45)

Bump.

Steve S sent you private message.

IQFeed Developer Support » C# samplem with tcp/ip Jul 19, 2010 02:36 PM (Total replies: 45)

Steve S, could you send me the examples.

Thanks.

Data and Content Support » Canadian Stock Volume Discrepancy? Jul 6, 2010 11:07 AM (Total replies: 5)

Steve,

Thanks for looking into this.

Do you have a link from the exchange, explaining the "Non-board Lot trades"? Have looked but can't find anything.

What deems the odd lots as "non-last-qualifying"?

Data and Content Support » Canadian Stock Volume Discrepancy? Jul 6, 2010 01:51 AM (Total replies: 5)

Noticed for Canadian stocks that sometimes the trade size does not match the volume as calculated from the total volume. It seems it is being rounded down to nearest 100 multiple. Is there a reason for this?

I.e.: For symbol C.CM

DateTime Ask Bid Volume TradePrice TradeSize TradeSizeCalc VolSame
7/5/2010 15:58:57 66.08 65.95 66.08 100 501124 100 TRUE
7/5/2010 15:58:57 66.08 65.96 66.08 300 501424 300 TRUE
7/5/2010 15:58:57 66.08 65.96 66.08 100 501524 100 TRUE
7/5/2010 15:58:57 66.08 65.96 66.08 1000 502524 1000 TRUE
7/5/2010 15:59:32 66.07 65.9 65.9 100 502694 170 FALSE
7/5/2010 15:59:33 66.05 65.9 65.9 700 503394 700 TRUE
7/5/2010 15:59:34 66.05 65.9 65.9 100 503527 133 FALSE
7/5/2010 15:59:34 66.05 65.9 65.9 100 503627 100 TRUE
7/5/2010 15:59:34 66.05 65.9 65.9 100 503727 100 TRUE
7/5/2010 15:59:46 65.99 65.9 65.99 100 503867 140 FALSE
7/5/2010 15:59:46 65.99 65.91 65.99 100 503967 100 TRUE
7/5/2010 15:59:55 65.99 65.9 65.99 100 504067 100 TRUE
7/5/2010 15:59:58 65.99 65.9 65.9 100 504222 155 FALSE
7/5/2010 15:59:59 65.99 65.9 65.99 100 504400 178 FALSE
7/5/2010 16:10:00 65.99 65.9 65.91 300 504700 300 TRUE
7/5/2010 16:10:00 65.99 65.9 65.91 2000 506700 2000 TRUE
7/5/2010 16:10:00 65.99 65.9 65.91 500 507200 500 TRUE
7/5/2010 16:10:00 65.99 65.9 65.91 1800 509000 1800 TRUE
7/5/2010 16:10:00 65.99 65.9 65.91 200 509200 200 TRUE
7/5/2010 16:10:00 65.99 65.9 65.91 700 509900 700 TRUE
7/5/2010 16:10:00 65.99 65.9 65.91 100 510000 100 TRUE
7/5/2010 16:10:00 65.99 65.9 65.91 600 510600 600 TRUE
7/5/2010 16:10:00 65.99 65.9 65.91 300 510900 300 TRUE
7/5/2010 16:22:42 65.99 65.9 65.91 400 511400 500 FALSE

7/5/2010 15:58 66.08 65.96 66.08 100 501524 100 TRUE
7/5/2010 15:58 66.08 65.96 66.08 1000 502524 1000 TRUE
7/5/2010 15:59 66.07 65.9 65.9 100 502694 170 FALSE
7/5/2010 15:59 66.05 65.9 65.9 700 503394 700 TRUE
7/5/2010 15:59 66.05 65.9 65.9 100 503527 133 FALSE
7/5/2010 15:59 66.05 65.9 65.9 100 503627 100 TRUE
7/5/2010 15:59 66.05 65.9 65.9 100 503727 100 TRUE
7/5/2010 15:59 65.99 65.9 65.99 100 503867 140 FALSE
7/5/2010 15:59 65.99 65.91 65.99 100 503967 100 TRUE
7/5/2010 15:59 65.99 65.9 65.99 100 504067 100 TRUE
7/5/2010 15:59 65.99 65.9 65.9 100 504222 155 FALSE
7/5/2010 15:59 65.99 65.9 65.99 100 504400 178 FALSE
7/5/2010 16:10 65.99 65.9 65.91 300 504700 300 TRUE
7/5/2010 16:10 65.99 65.9 65.91 2000 506700 2000 TRUE
7/5/2010 16:10 65.99 65.9 65.91 500 507200 500 TRUE
7/5/2010 16:10 65.99 65.9 65.91 1800 509000 1800 TRUE
7/5/2010 16:10 65.99 65.9 65.91 200 509200 200 TRUE
7/5/2010 16:10 65.99 65.9 65.91 700 509900 700 TRUE
7/5/2010 16:10 65.99 65.9 65.91 100 510000 100 TRUE
7/5/2010 16:10 65.99 65.9 65.91 600 510600 600 TRUE
7/5/2010 16:10 65.99 65.9 65.91 300 510900 300 TRUE
7/5/2010 16:22 65.99 65.9 65.91 400 511400 500 FALSE

Edited by sme on Jul 6, 2010 at 01:59 AM
Edited by sme on Jul 6, 2010 at 02:00 AM


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