IQFeed Trade Conditions

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Issue #8 resolved
George W. created an issue

Is Trade Conditions supposed to be tw-char only? The following seems to return two-char strings, but actual data contains more than two characters. I will update with example soon.


Comments (7)

  1. George W. reporter

    SPX1715I2435 <- get_iqfeed_data('SPX1715I2435', '2017-08-23', '2017-08-24', 'tick') produces a trade condition "0108"

    SPX1715U2440 <- get_iqfeed_data('SPX1715U2440', '2017-08-23', '2017-08-24', 'tick') produces a trade condition "2708"

    SPX1715I2460 <- get_iqfeed_data('SPX1715I2460', '2017-08-23', '2017-08-24', 'tick') produces a trade condition "108"

    I am not sure it's a bug or mismatch of implementation to documentation. Please take a look when you get the chance. Thanks a lot! I need to figure out the maximum length of the string so that I can change my database schema. Currently my database column only allow two characters and it fails randomly due to this field.

  2. Stanislav Kovalevsky repo owner

    not reproduced in current dev version Looks like you have older version? maybe current CRAN version. Please try to uninstall current version, restart R session and install dev version devtools::install_bitbucket('QuantTools/QuantTools'). Thanks

  3. Stanislav Kovalevsky repo owner

    Sorry, I thought the problem was why "108" instead of "0108". Actually trade condition is a combination of two char tags ( condition_code ) from QuantTools:::.get_iqfeed_trade_conditions_info(). So "0108" is fine and it means Normal Trade and Next Day Market( whatever it means ) according to description.

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