DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email

"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps

"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 am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don

"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

"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton

"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott

"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum

"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post

"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Historical Data Retrieval during Level1 streaming

Author	Topic: Historical Data Retrieval during Level1 streaming (4 messages, Page 1 of 1)
Ryan -Interested User- Posts: 14 Joined: May 17, 2012	Posted: Jan 8, 2015 11:40 AM Msg. 1 of 4 I'm looking to implement a "retrieve missing data on loss of connection" functionality. Before I went any further with debugging, I wanted to know if it was possible to simultaneously watch a Level1 stream and retrieve historical data (same account, same computer). Thanks
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jan 8, 2015 12:48 PM Msg. 2 of 4 Yes, you can make historical requests at the same time as being subscribed to level 1 data.
Ryan -Interested User- Posts: 14 Joined: May 17, 2012	Posted: Jan 15, 2015 04:02 PM Msg. 3 of 4 Thanks for your response, Steve. I have been able to accomplish the majority of the functionality that I stated above. However, I seem to have received data out of order or duplicated. I've attached my log file. "Add to hold" messages are from Level 1 connection. "Adding history" messages are from historical socket. In summary, I find the following: -------------------- !ENDMSG! \| Line 25 "data.segment.1" (14:31:23.285 - 14:31:23.288) \| Ending Line 44 "data.segment.2" (14:31:23.289 - 14:31:47.099) \| Ending Line 460 !ENDMSG! \| Line 461 "data.segment.1" (14:31:23.285 - 14:31:23.288) \| Ending Line 478 !ENDMSG! \| Line 479 -------------------- Nothing related to the historical socket after Line 479. I've requested the messages in descending order, so I assume the "data.segment.1" ending on Line 44 is the duplicate. Any idea about the 17 duplicated transactions in "data.segment.1"? Much appreciated, Ryan File Attached: response_log.zip (downloaded 1260 times)
Ryan -Interested User- Posts: 14 Joined: May 17, 2012	Posted: Jan 20, 2015 11:10 AM Msg. 4 of 4 I'm still not sure as to the precise answer to my issue, but it appears to involve the use of socket.ReceiveAsync method. I've switched to a synchronous method and the historical retrieval is working well. But I'm not sure if it was the async method in general, or the logic within.