charpoet
-Interested User-
Posts: 8
Joined: Dec 22, 2004
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Posted: Jan 27, 2005 06:57 AM
Msg. 1 of 7
How can i reach data for last price time (down to seconds at least) and/or Time n sales information?
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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: Jan 27, 2005 01:24 PM
Msg. 2 of 7
Our products provide the last price as well as time and sales information going back the past 8 calendar days for all issues (including options). At this time, our feed only provides resolution to the nearest minute on the trade records, but this is something our server and client team is working on changing so all customers will receive second resolution.
Jay Froscheiser DTN Market Access, LLC.
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charpoet
-Interested User-
Posts: 8
Joined: Dec 22, 2004
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Posted: Jan 28, 2005 05:14 AM
Msg. 3 of 7
Thank you for your reply. What i also have to learn is : How do i get the time and sales information from the feed? What is the message type?
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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: Jan 28, 2005 07:50 AM
Msg. 4 of 7
this information is in the IQFeed API documentation. Log into the developer site and look at the documents. You can also look at the sample applications for examples.
Jay Froscheiser DTN Market Access, LLC.
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charpoet
-Interested User-
Posts: 8
Joined: Dec 22, 2004
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Posted: Jan 31, 2005 03:32 AM
Msg. 5 of 7
What is the predicted period of the project about giving second based time of last trade? Is it close to be handled or not? Thanks
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LonnieS
-King of IQ Development-
Posts: 127
Joined: Jun 2, 2004
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Posted: Jan 31, 2005 10:00 AM
Msg. 6 of 7
We're expecting it to be available in first quarter 2005.
Lonnie Shumate Development Manager, IQ Systems DTN Market ACCESS
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sasha
-Interested User-
Posts: 54
Joined: Jul 21, 2004
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Posted: Feb 25, 2005 08:33 AM
Msg. 7 of 7
Does this atleast include the DTN and/or exchange trade sequence number?
We requested this last year and Jay indicated it will be included.
This was a very important one to resolve the total inability to resume or recover from a specific trade. Even though its great to have resolution down to seconds, additionaly its even more important to have the actual trade sequence so we can do a perfect recovery, synchronization and backfill between realtime and historical intraday.
Please tell us its included?
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