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)




"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"Everything is working great with the API. I love it." - Comment from Calvin
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"You have an excellent product !!!!!!" - Comment from Arely
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
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 »Product Support »DTN Satellite Products »Pre-market/post-market trades
Author Topic: Pre-market/post-market trades (2 messages, Page 1 of 1)

tfjield
-Interested User-
Posts: 4
Joined: Jan 10, 2008


Posted: Jan 10, 2008 06:22 PM          Msg. 1 of 2
Hi,

Does the DTN satellite developer's feed transmit pre- and post- market trades? If so, I am unable to catch them.

I'm thinking that it is perhaps due to a flag that I'm checking for to make sure the trade is a current, valid trade, but I'm not sure which it could be.

That flags I'm looking at are illustrated in the following code:

if(csSymbol.CompareNoCase("QMON")) // Don't process the test quote
if(csSymbol.CompareNoCase("ZZZZZZZZ")) // Don't process the test quote
if(!(cUpdateInfoType & 0x60)) // Normal Updates only
if(iQuoteStatus != 0xFFFF) // Quote status is valid
if(iQuoteStatus & 0x0002) // Trade bit
if(iQuoteStatus & 0x0400) // Instant Quote
if(!(iQuoteStatus & 0x0800)) // Not a correction
if(iMarketCondition != 11) // Not out of sequence
if(iMarketCondition != 3) // Not a BunchedSold trade (reported late)
if(iMarketCondition != 6) // Not a PriorReference trade
if(fLast >= 0.0f) // No negative quotes
Process Quote Here...

If anyone has any suggestions, I would appreciate the help. I have already asked Jim F, but I can't seem to get an answer. :(

Thank you!

tfjield
-Interested User-
Posts: 4
Joined: Jan 10, 2008


Posted: Jan 11, 2008 04:45 PM          Msg. 2 of 2
Jim got back to me. There's a bit that I was missing: Quote Status Bit 13 0x2000 After Market Trade. Didn't even see if after I don't know how many readthroughs of the spec!

So the line above was changed to:

if(iQuoteStatus & 0x0002 || iQuoteStatus & 0x2000) // Trade bit or After Hours Trade bit

and all is good.

Anyway, thank you Jim and everyone else!
 

 

Time: Sat December 3, 2022 6:40 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003