DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don

"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart

"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry

"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim

"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat

"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim

"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn

"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

"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum

"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

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »Trade Aggressor always 0

Author	Topic: Trade Aggressor always 0 (5 messages, Page 1 of 1)
karthikkrishnan -Interested User- Posts: 22 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: 74 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 Guru- Posts: 396 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 Guru- Posts: 396 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: 22 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!