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)




"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"Excellent datafeed !!!" - Comment from Arely
"Everything is working great with the API. I love it." - Comment from Calvin
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »Data and Content Support »SPY odd data points
Author Topic: SPY odd data points (6 messages, Page 1 of 1)

boze man
-Interested User-
Posts: 37
Joined: Oct 25, 2012


Posted: Jan 20, 2016 09:14 AM          Msg. 1 of 6
Hello

I have noticed quite a few bad prints recently in SPY...for example today from 0959-1000 EST the data shows trades at yday close which is clearly out of the range.

Can DTN filter this on a daily basis?

Thanks

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 20, 2016 01:22 PM          Msg. 2 of 6
The “out of range” trades are properly flagged as extended or other trades and can be blocked from display by software. The trade at 188.06 was sent by the exchange at 09:59:42.686 but flagged as a form T trade sold out of sequence. Displaying this is configurable by the client.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

boze man
-Interested User-
Posts: 37
Joined: Oct 25, 2012


Posted: Jan 20, 2016 02:33 PM          Msg. 3 of 6
Thanks for the reply....how is it configurable by the client?
Edited by boze man on Jan 20, 2016 at 02:33 PM

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 20, 2016 02:49 PM          Msg. 4 of 6
To change the configuration settings in DTNiQ you will go into Settings and you can change your Display criteria by either checking or unchecking the box next to Enable Extended Trades.

If you are running IQ Feed with a 3rd Party software, it would be different for each platform.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

boze man
-Interested User-
Posts: 37
Joined: Oct 25, 2012


Posted: Jan 20, 2016 02:51 PM          Msg. 5 of 6
Is there a way to turn off "Enable Extended Trades" using IQfeed with Sierra Chart?
Thanks

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 21, 2016 08:01 AM          Msg. 6 of 6
Please create your SPY Chart in Sierra Charts. Right click on the chart and go to Chart Settings. Once in Chart Settings please change your Session Times: (HH::MM:SS) to match the session times of regular trading hours of the symbol.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

Time: Fri April 26, 2024 2:32 PM CFBB v1.2.0 9 ms.
© AderSoftware 2002-2003