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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Need more definition of "o", in field 18, Q record

Author	Topic: Need more definition of "o", in field 18, Q record (2 messages, Page 1 of 1)
Bill Atkinson -Interested User- Posts: 5 Joined: Aug 5, 2004	Posted: Aug 9, 2004 03:08 PM Msg. 1 of 2 It appears that the "o" code in field 18, Q record, is used to transmit additional volume information associated with group trades. "o" codes are definitely carrying volume info during and outside of trading hours. Therefore, it seems that we must process these codes to maintain relatively accurate total volume per symbol. Even at that, comparison of our accumulated volumes to volumes reported by other services show unaccounted for differences. There are "o" code records following most "t" code records. But after hours there are series of "o" code records not matched with "T" code records. Please tell us what the true meaning and content of "o" records are. Thanks
LonnieS -King of IQ Development- Posts: 127 Joined: Jun 2, 2004	Posted: Aug 11, 2004 03:00 PM Msg. 2 of 2 The 'o', Other, indicator marks an update that does not contain a Trade (Last, ETLast) or a Quote (Bid, Ask, BidSize, AskSize). It could contain any other field, usually this includes the Total Volume field. The 'o' message is a generic catch all. When the exchanges send the commodity previous day's volume or previous days's Open Interest messages they will be received as an 'o'. Equity exchange volume recaps received during the day can also be 'o's. If you are watching the Eurex markets volume is sent in a separate message following the actual trade message. That will also be an 'o' message. In short, the 'o' messages do not indicate a trade or quote tick for history purposes but fields sent in the message should be updated. Lonnie Shumate Development Manager, IQ Systems DTN Market ACCESS