Hello. Help to understand the meaning of these condition For example: 20140103072659132,1,554.34,5,P,37,12,14,0 20140103072659132,1,554.34,5,P,37,12,14,0 20140103072609486,1,554.44,30,P,37,12,14,0 20140103072609484,1,554.50,50,Q,37,12,14,0 20140103072609484,1,554.44,100,Q,37,12,14,0 20140103071951150,1,554.05,180,P,0,0,0,12 In the documentation says: Records are returned as an array of trade or quote string records. Each trade string is formatted as follows: "YYYYMMDDHHMMSSmmm,1,Last,Size,Exchange,Condition1,Condition2,Condition3,Condition4". Each quote string is formatted as follows: "YYYYMMDDHHMMSSmmm,2,Bid,Ask,BidSize,AskSize,BidExchange,AskExchange,Condition". Can you explain me please what these conditions (Condition1, condition 2, condition3, condition4) mean? Thanx! PS ActiveTick support keep silent for 3 weeks.
the data covers only the second case (ie. quotes, since the type "2" is for quotes). So, no condition record (type "1") is present in the data set you posted.
@alex2123 Trade conditions map to one of these fields, and typically indicate something other than regular trade: trade condition numerical | value TradeConditionRegular 0 TradeConditionAcquisition 1 TradeConditionAveragePrice 2 TradeConditionAutomaticExecution 3 TradeConditionBunched 4 TradeConditionBunchSold 5 TradeConditionCAPElection 6 TradeConditionCash 7 TradeConditionClosing 8 TradeConditionCross 9 TradeConditionDerivativelyPriced 10 TradeConditionDistribution 11 TradeConditionFormT 12 TradeConditionFormTOutOfSequence 13 TradeConditionInterMarketSweep 14 TradeConditionMarketCenterOfficialClose 15 TradeConditionMarketCenterOfficialOpen 16 TradeConditionMarketCenterOpening 17 TradeConditionMarketCenterReOpenning 18 TradeConditionMarketCenterClosing 19 TradeConditionNextDay 20 TradeConditionPriceVariation 21 TradeConditionPriorReferencePrice 22 TradeConditionRule155Amex 23 TradeConditionRule127Nyse 24 TradeConditionOpening 25 TradeConditionOpened 26 TradeConditionRegularStoppedStock 27 TradeConditionReOpening 28 TradeConditionSeller 29 TradeConditionSoldLast 30 TradeConditionSoldLastStoppedStock 31 TradeConditionSoldOutOfSequence 32 TradeConditionSoldOutOfSequenceStoppedStock 33 TradeConditionSplit 34 TradeConditionStockOption 35 TradeConditionYellowFlag 36 TradeConditionOddLot 37 If you go to exchange directly, and read their spec (https://www.ctaplan.com/cta/document/6133), they have descriptions for each trade condition in their appendix B. Very useful actually!