boze man
-Interested User-
Posts: 37
Joined: Oct 25, 2012
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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
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DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
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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
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boze man
-Interested User-
Posts: 37
Joined: Oct 25, 2012
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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
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DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
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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
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boze man
-Interested User-
Posts: 37
Joined: Oct 25, 2012
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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
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DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
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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
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