bull
-Interested User-
Posts: 7
Joined: Mar 6, 2014
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Posted: Mar 6, 2014 04:37 AM
Msg. 1 of 13
hello.
i'm start using dtn feed and i need some help , i don't use charting software and i just need the feed to analyze option tick data , how i can see this data and download it to excel real time and historically.
thanks.
avi.
avi
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DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007
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Posted: Mar 6, 2014 04:47 PM
Msg. 2 of 13
Hello bull, with IQFeed by itself you would be able to use the DDE Linking to get streaming data but not Historical data. For that you will need to use a 3rd Party charting software, there are three that I know of. Those software's are; XLQ from www.qmatix.com, Quotelink from www.quotelink.net, QCollector from www.mechtrading.com.
The XLQ and Quotelink run within Excel and QCollector is the one that runs outside of Excel through it's own interface but saves the data into Excel.
Curtis Thompson support@iqfeed.net support@dtniq.com support@prophetx.com Trading Markets Customer Service 1-800-397-7000
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bull
-Interested User-
Posts: 7
Joined: Mar 6, 2014
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Posted: Mar 6, 2014 11:51 PM
Msg. 3 of 13
thank you for your help ,
i just download ninja trader, can you please help me to get historical option tick data for that?
avi
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DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007
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Posted: Mar 7, 2014 12:03 AM
Msg. 4 of 13
Hello Bull, with NinjaTrader you will need to add in the option symbols that you want to get data for into their Instrument Manager. To do this you will need to know the symbols which you can look up on our website at www. http://iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support§ion=guide&web=iqfeed . Then to add the symbols to NinjaTrader I have included a pdf file that you can follow for adding symbols to NinjaTrader. If you have any problems or questions please let us know. Curtis Thompson support@iqfeed.net support@dtniq.com support@prophetx.com Trading Markets Customer Service 1-800-397-7000
File Attached: NinjaTrader IQFeed symbol setup.pdf (downloaded 3744 times)
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bull
-Interested User-
Posts: 7
Joined: Mar 6, 2014
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Posted: Mar 7, 2014 12:21 AM
Msg. 5 of 13
thanks again , i'm afarid this is not what i'm looking , i look for example to see the time and sales of the all option trade made on 03-04-2014 in AAPL , can i get this data ?
avi Edited by bull on Mar 7, 2014 at 12:21 AM
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Mar 7, 2014 05:35 AM
Msg. 6 of 13
Hello Bull,
That data is certainly available within our feed, but I am not sure if NinjaTrader provides a way to do that, other than one at a time. I have not seen it if so. It might be worth checking with them though, I am sure there is much in their software I am unaware of.
Tim
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bull
-Interested User-
Posts: 7
Joined: Mar 6, 2014
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Posted: Mar 7, 2014 07:20 AM
Msg. 7 of 13
hi tim, thanks.
i will check that with ninja trader ,do you know other charting software that can offer me that?
avi
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Mar 7, 2014 07:36 AM
Msg. 8 of 13
I am not sure Bull, I don't see as many third party clients as I use to, but I will ask the teams that do to see if they can help us out.
Tim
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 7, 2014 08:23 AM
Msg. 9 of 13
Bull, I would suggest contacting your IQFeed sales rep and asking them to switch you to our DTN.IQ service which includes a GUI with both an Option Chains app and a Time & Sales app. The Option Chains will allow you to view a complete chain of option symbols that you can filter by strike price, in and out of the money, etc. Once you have an individual option contract you want to look at, you can then bring it up in the T&S app by tick, minute or other intervals. The T&S app also allows you to export/save that data in a comma delimited format. In addition to adding these apps to your service, it will also increase your symbol limit from the basic 500 to 1300. Information about DTN.IQ functionality is available here: http://www.dtniq.com/product/help/v2.4/index.cfm?loginid=NA&product=DTN_IQ&version=2.4.1.4&app=N/A Jay Froscheiser Vice President, Active Trader Products
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bull
-Interested User-
Posts: 7
Joined: Mar 6, 2014
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Posted: Mar 7, 2014 08:30 AM
Msg. 10 of 13
HI, i don't want to analyze individual option contract , i want forexample to see the all time and sales of AAPL a week ago let say monday from 9:00 to 16:00 , can i do it with T&S app ?
avi
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 7, 2014 08:33 AM
Msg. 11 of 13
With DTN.IQ you can only pull individual contracts T&S. If you want T&S for all option contracts on AAPL, you would either need to write your own application to the IQFeed API or find an app that will do it. I don't know of any 3rd party applications that will do this other than QCollector. In the case of QCollector, you would need to load the option symbol list into it and it could pull the tick data for all of those symbols into comma delimited files for you.
Jay Froscheiser Vice President, Active Trader Products
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bull
-Interested User-
Posts: 7
Joined: Mar 6, 2014
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Posted: Mar 7, 2014 09:08 AM
Msg. 12 of 13
o.k thanks, i just talk with ninja trader and the don't have this possibilty, i will try with QCollector.
avi
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bull
-Interested User-
Posts: 7
Joined: Mar 6, 2014
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Posted: Mar 11, 2014 03:07 AM
Msg. 13 of 13
not ninja trader and QCollector have this possibility the can only track individual contract and not all the the time and sales for the stock, i think this is important and every stock have dozens or hundred contract to write every one and analyzed sound very time consuming.
avi
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