Hi
I know the man refers me to the IB website for the meaning of the
characterisations (askSize, lastTimestamp, etc) in the data returned (eg
below):
<20140210 10:07:41.129807> id=1 symbol=NAB askSize: 1960
<20140210 10:07:41.654458> id=1 symbol=NAB askSize: 2011
<20140210 10:07:45.532072> id=1 symbol=NAB lastTimestamp: 1391987255
<20140210 10:07:45.533072> id=1 symbol=NAB lastPrice: 33.04
<20140210 10:07:45.534074> id=1 symbol=NAB lastSize: 178
<20140210 10:07:45.535073> id=1 symbol=NAB Volume: 139377
<20140210 10:07:45.537089> id=1 symbol=NAB askSize: 1786
<20140210 10:07:46.282609> id=1 symbol=NAB lastTimestamp: 1391987256
<20140210 10:07:46.283623> id=1 symbol=NAB lastSize: 47
<20140210 10:07:46.284625> id=1 symbol=NAB Volume: 139424
<20140210 10:07:58.199985> id=1 symbol=NAB bidSize: 1259
<20140210 10:07:59.452116> id=1 symbol=NAB lastTimestamp: 1391987269
<20140210 10:07:59.455120> id=1 symbol=NAB lastPrice: 33.01
<20140210 10:07:59.457129> id=1 symbol=NAB lastSize: 232
I have spent some time looking around the IB site but can't really find
what I want. I am trying to pick out the transactions as they take
place plus their size (and time) but lastSize doesn't look right, Volume
doesn't look right and I've not even found anything that says lastPrice
is returned each time there is a transaction. I guess I'm really looking
for two entries which appear consistently like:
lastPrice
lastSize
which I can pick out.
Can anyone actually help me shorten my search for the rosetta stone?
Apologies if miss posted but not sure where else to find a forum which
would have the knowledge to answer this question.
--
Stephen Choularton PhD, FIoD
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