What does a tick with volume only mean?

2 posts / 0 new
Last post
dallastower
What does a tick with volume only mean?

I've wondering howcome I'm sometimes seeing ticks only containing a "last traded volume" and a timestamp?

This is the code used to subscribe for TICK data (from IG example)

ExtendedTableInfo extendedTableInfo = new ExtendedTableInfo(
new String[]{subscriptionKey}, "DISTINCT", new String[]{"BID",
"OFR", "LTP", "LTV", "UTM", "DAY_OPEN_MID",
"DAY_PERC_CHG_MID", "DAY_HIGH", "DAY_LOW"}, true);

When printing the ticks I'm sometimes seeing sequences like this (this example for DAX):
CHART:IX.D.DAX.IFMM.IP:TICK data [ 11931.4, 11933.4, (null), null, 1490253479627, 11913.9, 0.16, 11972.9, 11886.2 ]
CHART:IX.D.DAX.IFMM.IP:TICK data [ 11931.7, 11933.7, (null), (null), 1490253479657, (11913.9), (0.16), (11972.9), (11886.2) ]
CHART:IX.D.DAX.IFMM.IP:TICK data [ (11931.7), (11933.7), (null), (null), 1490253479752, (11913.9), (0.16), (11972.9), (11886.2) ]
CHART:IX.D.DAX.IFMM.IP:TICK data [ 11931.4, 11933.4, (null), (null), 1490253479792, (11913.9), (0.16), (11972.9), (11886.2) ]
CHART:IX.D.DAX.IFMM.IP:TICK data [ 11931.7, 11933.7, (null), (null), 1490253479813, (11913.9), (0.16), (11972.9), (11886.2) ]
CHART:IX.D.DAX.IFMM.IP:TICK data [ null, null, (null), 1, 1490253479984, null, null, null, null

Here it looks like the price is bouncing around a bit, but without any volume to it.
Then the last tick only has a value for LTV and timestamp, but no price.
How should I interpret this sequence of ticks?

star_wibble
According to the

According to the lightstreamer docs, if a value is not given then it is the same as the value in the previous update so I suspect that is what this means.

Log in or register to post comments