So I found out what the raw data is you have been posting. It is worthless and means basically nothing. LOL!
Reply from TD with my question below.
"No, this is backfill data. You can turn off backfill to collect realtime only, but backfill data is just there to fill in the chart when it is backfilled. Depending on trading activity there will be 2 or 4 entries representing the OHLCV of the data for that period. One entry for High, one for Low, one for Open, and one for Close all with volume. The minus is QT's way of offsetting volume since it uses volume in raw to get cumulative volume. You can set it to show absolute volume, too, but that's effectively the same in that the data will still be the backfill data.
Cheers,
Harrison
Original Message Follows:
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Hi could you possibly explain to me or point me to someone who can
explain the raw data feed of the time and sales for OTC stocks. For
example:
01/11/11 10:28:40 0.076 0.076 0.076 -4250
01/11/11 10:28:55 0.076 0.076 0.076 4250
01/11/11 10:28:55 0.076 0.076 0.076 0
01/11/11 10:28:55 0.076 0.076 0.076 0
01/11/11 10:48:05 0.08 0.08 0.08 2500
01/11/11 10:48:18 0.08 0.08 0.08 7500
01/11/11 10:50:08 0.08 0.08 0.08 10000
01/11/11 10:50:20 0.08 0.08 0.08 -5000
01/11/11 10:50:40 0.08 0.08 0.08 2500
01/11/11 10:50:55 0.08 0.08 0.08 2500
01/11/11 11:11:05 0.08 0.08 0.08 250
01/11/11 11:11:20 0.08 0.08 0.08 250
01/11/11 11:11:40 0.08 0.08 0.08 250
01/11/11 11:11:59 0.08 0.08 0.08 250
What are the prints with a "-" symbol before them? is this showing
both legs of the trade, as in the market maker selling to the person
lifting the offer and then the cover by buying the shares being
offered? as well why are trades many/most times broken into 4 prints
on the raw data? as in the trades for 250 shares shown would print as
a trade of 1000 on a "normal" time and sales.