Time and Sales: lFlags = 0 Again

[ondafringe]

Using Excel 2007/VBA and the API:

As of around 2:00 PM Central Time, in today's market session (01/28/2010), I am seeing virtually all block trades in BAC being reported with lFlags = 0. That's almost 1,500 trades.

I set up a watch box for my tsItem. All other trade details appear to be okay, but tsItem.lFlags = 0 on almost all of the trades. Retried it a few times and got the same results.

Seeing the same thing in numerous other symbols, as well, but BAC seems to be the worst.

This is the filter I am using:

tsFilter.sSymbol = "BAC"
tsFilter.bQuotes = False
tsFilter.bTrades = True
tsFilter.lNumDays = 1
tsFilter.bFilterPrice = False
tsFilter.bFilterVolume = True
tsFilter.lVolume = 10000
tsFilter.bFilterQuoteExchanges = False
tsFilter.bFilterTradeExchanges = False


Thanks,
George

[AChan]

Unfortunately, for the time-being, for trades that has lFlag = 0, you will have to co-relate it to bid/ask ticks to determine if it is at/above/below bid or ask.

[ondafringe]

Tell 'em to hurry.

BTW, I pulled T&S on something like 30 stocks for the entire day during yesterday's session (01/27/10), pre-market into after-hours, and didn't see a single lFlags = 0. Everything worked exceptionally well.

This problem started a couple of minutes after today's opening.

George