Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Zero bid/ask sizes for some live updates in Level1 feed.
Author Topic: Zero bid/ask sizes for some live updates in Level1 feed. (5 messages, Page 1 of 1)

aQuant
-Interested User-
Posts: 26
Joined: Jul 20, 2012


Posted: Oct 17, 2014 02:43 PM          Msg. 1 of 5
I found that these happen quite a bit (especially in certain special fast conditions). Note that the third line below ('ba' update) shows 0 ask size at 97.97 price. I was able to match this particular sequence with market depth MD01 updates and there the size shows 14. Is there an explanation for this? (this particular sequence is from August, 6th, 2014 CLU4 contract). Can provide more examples if needed.

Q,QCLU14,97.96,80692,1,97.96,97.97,4,15,,10:36:14.241,5299981,10:36:14.242,10:36:14.131,b,
Q,QCLU14,97.96,80693,1,97.96,97.97,4,15,183,10:36:14.276,5299992,10:36:14.242,10:36:14.131,C,
Q,QCLU14,97.96,80693,1,97.96,97.97,3,0,,10:36:14.276,5299992,10:36:14.276,10:36:14.276,ba,
Q,QCLU14,97.96,80693,1,97.96,97.97,3,15,,10:36:14.276,5299992,10:36:14.276,10:36:14.277,a,
Q,QCLU14,97.96,80693,1,97.96,97.97,3,16,,10:36:14.276,5299992,10:36:14.276,10:36:14.277,a,
Q,QCLU14,97.96,80693,1,97.96,97.97,3,17,,10:36:14.276,5299992,10:36:14.276,10:36:14.277,a,

DTN_Tim Walter
-DTN Guru-
Posts: 1102
Joined: Apr 25, 2006


Posted: Oct 17, 2014 03:37 PM          Msg. 2 of 5
Hello, there was an issue that was resolved last month that could cause this type of occurrence. Are you still seeing this behavior in new data?

Tim

aQuant
-Interested User-
Posts: 26
Joined: Jul 20, 2012


Posted: Oct 17, 2014 03:41 PM          Msg. 3 of 5
Hello,

I can check in my current data, could you specify starting date from which I shouldn't see it? Also, does it require by any chance using the latest version of IQFeed, currently I am using 5.0.0.14.
Finally, has this been-to your knowledge-an issue that has existed for ever/long time or was it just a temporary occurrence (if yes, what date ranges).

Thank you.

DTN_Tim Walter
-DTN Guru-
Posts: 1102
Joined: Apr 25, 2006


Posted: Oct 17, 2014 03:44 PM          Msg. 4 of 5
I am not 100% on that date range, but after Oct 1st I think should be safe.

FYI, we do not save any historical data for bid and ask size.

Tim

aQuant
-Interested User-
Posts: 26
Joined: Jul 20, 2012


Posted: Oct 17, 2014 03:50 PM          Msg. 5 of 5
Yes, I am aware of the historical data restriction. All of this is live data. Thanks, will check my data after Oct 1st.
 

 

Time: Wed January 17, 2018 3:10 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003