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Hi,
I'm writing a plugin that analyzes the IQFeed streaming tick data, (and also saves it to a file for later use). My main database is 1-minute, not tick.
Since GetRTData() is called at the chart refresh rate, I am getting the the data in real time by monitoring the message loop for WM_USER_STREAMING_UPDATE, (which I believe is called whenever a new tick arrives), and then reading RecentInfo directly.
Looking at ADK/QT.cpp as an example of how RecentInfo, (ri in the code below), is filled I see:
(*1) if( ri->fLast != fOldLast || ri->fAsk != fOldAsk || ri->fBid != fOldBid )
{
ri->nDateUpdate = ri->nDateChange;
ri->nTimeUpdate = ri->nTimeChange;
}
ri->nBitmap = RI_LAST | ( ri->fOpen ? RI_OPEN : 0 ) | ( ri->fHigh ? RI_HIGHLOW : 0 ) | RI_TRADEVOL | RI_52WEEK |
RI_TOTALVOL | RI_PREVCHANGE | RI_BID | RI_ASK | RI_DATEUPDATE | RI_DATECHANGE;
(*2) ri->nStatus = RI_STATUS_UPDATE | RI_STATUS_BIDASK | RI_STATUS_TRADE | RI_STATUS_BARSREADY;
Now with IQFeed I see plenty of ticks where (*1)is false, and they don't seem to be used by the Time&Sales, so what do they represent?
Also I would expect nStatus to generally not be zero, see (*2), but it is zero - once the initial feed gets up to date. Why?
Thanks,
Mike S
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