Johnny Abodhi
-Interested User-
Posts: 9
Joined: Dec 27, 2010
uSa brings light where once was darkness.
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Posted: Dec 28, 2010 08:33 AM
Msg. 1 of 6
How is DTN building @ES# bars ahead of the official US time per the USNO? At times the bars are almost 45 seconds ahead of the 'real' time.
Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
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LonnieS
-King of IQ Development-
Posts: 127
Joined: Jun 2, 2004
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Posted: Dec 28, 2010 09:32 AM
Msg. 2 of 6
There are a couple of factors that may explain what you are seeing. IQFeed uses the message time from the exchange to build it's interval data, depending on the exchange they may not be syncing with the Observatory or Boulder. By default IQFeed labels the interval data before the minute, ie a tick at 16:34 is part of minute 17 (minute 16 having already passed), so it appears that IQ can start building the data a full minute before the time reflects the minute has completed.
Lonnie Shumate Development Manager, IQ Systems Telvent DTN
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Johnny Abodhi
-Interested User-
Posts: 9
Joined: Dec 27, 2010
uSa brings light where once was darkness.
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Posted: Dec 28, 2010 11:17 AM
Msg. 3 of 6
I was told, and it has been long vaunted as a selling point, that your tick plants are on the floors of the exchanges and that the data is not washed through any other party (including the exchange itself). Is this incorrect?
Are there any other parties in the pipeline that get the data before DTN?
Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
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DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004
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Posted: Dec 28, 2010 11:27 AM
Msg. 4 of 6
Johnny Abodhi
That is correct The data does come directly from the Exchange.
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brgv
-Interested User-
Posts: 7
Joined: Jun 28, 2010
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Posted: Dec 28, 2010 12:15 PM
Msg. 5 of 6
Quote: How is DTN building @ES# bars ahead of the official US time per the USNO? At times the bars are almost 45 seconds ahead of the 'real' time.
--- Original message by Johnny Abodhi on Dec 28, 2010 08:33 AM IQ assigns timestamps one period ahead of time, its the same data but different way of using timestamps, you can check my thread on a related topic here: http://forums.iqfeed.net/index.cfm?page=topic&topicID=2834Believe me, I tried many vendors, IQ is the best :)
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Johnny Abodhi
-Interested User-
Posts: 9
Joined: Dec 27, 2010
uSa brings light where once was darkness.
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Posted: Dec 28, 2010 12:32 PM
Msg. 6 of 6
Thanks brgv, but "built in" shenanigans just irk me...ya know? Its not bad enough that price on close can be manipulated rather easily, and that volume is hidden by acts of either commission or ommission....but now we have to be like yoda and 'feel' for where a minute may or may not be?
I know DTN is still the best of a meager crowd, but as the parent is, so goes the child.
Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
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