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»Forums Index »Product Support »DTNIQ Client Software Wish List »Clear Stock Exchange Ticks without ECN
Author Topic: Clear Stock Exchange Ticks without ECN (7 messages, Page 1 of 1)

-Interested User-
Posts: 8
Joined: Apr 21, 2012

Posted: Jul 11, 2014 09:11 AM          Msg. 1 of 7

InteractiveBrokers have clear exchange ticker, if select routing IBM|NYSE, MSFT|ISLAND, and send only exchange data, without other ECN.

ESignal have too, if select special suffix for example IBM=N, MSFT=Q.

IQFeed send Consolidated data Exchange + ECN, and this data poor with non liquid ECN.

Can You may create filters in your IQ Client ( datafeed ), and filter ticks through suffix, for example IBM-NYSE send only NYSE tick's, MSFT-NASD send only NASDAQ tick's ?

Programmers trading software ( Multicharts, Ninja, Sierra and other ) not trade on real money, and they not need filter's !

IQFeed can may change quality data for stock trader's, and it is not difficult for you.

-Interested User-
Posts: 8
Joined: Apr 21, 2012

Posted: Jul 11, 2014 09:22 AM          Msg. 2 of 7
Or example IBM-NASD, my trade system receive clear tick from Nasdaq ECN without other non liquid ECN

-VP, Product Operations-
Posts: 1744
Joined: May 3, 2004


Posted: Jul 14, 2014 02:06 PM          Msg. 3 of 7

The IQFeed tick data (historical and stream) includes the market center in which the trade took place. Thus, you can filter based on this field if you only want to see data from a certain market center. For software using IQFeed, it would be up to the software to filter based on the criteria you desire. If you have the IQFeed API, you can do this in your software. Or, using our DTN.IQ client with IQFeed, the Time & Sales app allows you to set multiple filters for the market center (or other fields) as desired. As an example, I can set the T&S app in DTN.IQ to watch IBM, and filter to show only trades from NYSE. Or, you can have it only show trades from NYSE, NYSE_ARCA and NASDAQ...

Jay Froscheiser
Vice President, Active Trader Products

-Interested User-
Posts: 8
Joined: Apr 21, 2012

Posted: Jul 14, 2014 04:31 PM          Msg. 4 of 7
Hello Jay

I understand, that can create program and filters through IQFeed API, but I not programmer, I use NinjaTrader and Multicharts, and this program not filter exchange tick's, and will not be filtered because it is not necessary developers.

Many popular trading platform not have filters, and this quality falls ( bad ) for IQFeed and use this datafeed for stock trading.

My simple sentence, filter ticks in IQFeed Client through Symbol-Suffix, this more faster and more promising for your company.

PS. Futures Exchange not have non liquid ECN

Debrief your partners ( developers ) who have a filter, and why they do not, exchange market data this not flash online games ?
Edited by TCust on Jul 14, 2014 at 05:16 PM

-Interested User-
Posts: 8
Joined: Apr 21, 2012

Posted: Jul 14, 2014 05:39 PM          Msg. 5 of 7
Or other variant

I select ( checklistbox ) in IQFeed Client properties, I want receive only tick's for history and realtime - from NYSE, NASDAQ, NASDAQ ECN, ( ARCA, BATS or other... ), and I have other data quality for stock, do not you think it's a simple solution?

IQFeed Client cuts all remaining ticks and have full compatibility with popular trading programs and nice datafeed for stock's !

Sorry English bad :)
Edited by TCust on Jul 14, 2014 at 06:13 PM

-Interested User-
Posts: 8
Joined: Apr 21, 2012

Posted: Jul 15, 2014 08:41 PM          Msg. 6 of 7
I confused sub forum, this for IQFeed Datafeed Wish List, Sorry :)

But professional terminal Reuters Eikon have separated tickers Consolidated/Exchange/Ecn, intrested why ? :), and you may Level Up for retails traders

-Interested User-
Posts: 8
Joined: Apr 21, 2012

Posted: Aug 4, 2014 04:49 PM          Msg. 7 of 7
Edited by TCust on Aug 5, 2014 at 03:01 PM


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