Trade Conditions

Alpaca Market Data
1

Is there a glossary page with definitions for trade conditions.

  • c Trade Conditions array

    {
    “t”: “2021-02-06T13:04:56.334320128Z”,
    “x”: “C”,
    “p”: 387.62,
    “s”: 100,
    “c”: [
    " ",
    “T”
    ],
    “i”: 52983525029461,
    “z”: “B”
    }

2

Hey @abegi

Check out this page for CTS and UTDF Conditions

Jason

3

I would love to see a simple table that says which quote conditions reflect the best bid or ask. The tables in the CQS, and UQDF documentation linked from this page aren’t quite clear enough for a few conditions.

1 Like
4

Hmm, that link is now broken. Is this still documented somewhere ? For now I’ll use this Trade Conditions | Interactive Brokers LLC

5

Looks like someone broke the link. Here’s the latest location:
https://alpaca.markets/docs/market-data/#cts

6

Hi Jason, how can we get the best bid or ask quotes based on the conditions? What filters shall I apply please? Thanks!

7

When are we meant to know when to interpret conditions using CTS or when to use UTDP?

If I switch to iex or sip I still get "@"s which to me imply the CTS plan.

I am sure I am doing something wrong!

I am trying to follow the minute bar tutorial as a reference