Support Board
Date/Time: Tue, 26 Nov 2024 13:38:02 +0000
Post From: DTC client implementation in C#-some pointers needed
| [2014-02-25 14:34:42] |
| User57650 - Posts: 50 |
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Hello, as I am testing Relay Server functionality using IQFeed and it gives all trades as they happen. I was able to determine that it also reports Non-last-qualified trades and unfortunately, there is now way to distinguish them from last-qualified trades. I understand that DTC protocol wants to remain as tight and as efficient as possible but I do think it would be great if trade updates had a field (maybe a single char/byte) that would flag what type of trade it is, or at least if it is a last-qualified trade or not. This is quite important for anyone who does serious volume analysis as these non-last qualified trades typically 'cloud' volume analysis as they originate from 'implied' trades (spread trades etc.) and don't necessarily mean anything in terms of existing bid/ask volume pressure. Please let me know what you think about that. Thank you. PS: just thought about this, if the above is not what you would like to do, maybe another simpler solution would simply be to not relay non-last qualified trades at all (not ideal but still better than having them and not knowing they are non-last qualified). Date Time Of Last Edit: 2014-02-25 14:44:02
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