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»Forums Index »Product Support »DTN.IQ Client Software Support »trouble figuring out which indexes from DTN are updated when
Author Topic: trouble figuring out which indexes from DTN are updated when (2 messages, Page 1 of 1)

daddyolle
-Interested User-
Posts: 10
Joined: Aug 20, 2009


Posted: May 10, 2010 11:45 AM          Msg. 1 of 2
I am having troubel with some of the published DTN indexes or atleast understanding which ones I am subscribed to and when they are updated.

I have the basic package. I use the DTN IQ Feed product subscription with Neuroshell Trader and Ninja Trader. Last week I started using the API product, which I signed up for, to start to pull various things in from DTN into our in-house Portfolio Management System.

For example, I do a quick real-time price reprice of my open portfolio by using the history socket and pulling in the last tick price for all of the open symbols. This works fine. I can probably do some tweeking with multiple open sockets etc., but it works so I am happy so far.

I have a page of indexex that I watch in our in-house PMS. Currently we query Yahoo, but of course they could be 15 minutes delayed. I am in the process of changing my watch list symbols from Yahoo to DTN equivelents. We look at the US indexes i.e. INDU.X, SPX.XO etc. Many of them work fine, i.e. the history socket can pull the last tick when ever we want and the daily request pulls yesterdays close so we can calculate the change on the day etc.

Most of these indexes show the listed market as (27, DTN). Many are not being updated or perhaps I just don't understand. For Example DAX.X, CAC.X are fine but the FTSE 100 or FIY.X only shows one tick ie at the close friday 5/7 but none today 5/10, or it might not show a tick until the close i.e. one tick at the close for HKHI.X the Hang Seng. I am having similar issues with MEX.X, NIK.X, HKHI.X and several others.

Did I just pick a bad day or is there something I should know about how to get the right data for these markets?

daddyolle
-Interested User-
Posts: 10
Joined: Aug 20, 2009


Posted: May 10, 2010 12:17 PM          Msg. 2 of 2
My question above is still relevant, but I will probably be switching from the history socket to the Level1 socket. I noticed that when you register a symbol it immediately sends a fundamental and summary message which has a ton of data that I need any way (high, low, change).

Right now my app isn't set up to handle streaming quotes yet anyway so even if I pick up the first to messages and remove it I get what I need to give me on demand real-time prices along with day change etc.

What I said above is still relevant though. I just put a couple of the symbols above on the level1 socket and I get the same old results i.e MEX.X giving no updates for today etc.
 

 

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