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
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"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
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"You have an excellent product !!!!!!" - Comment from Arely
"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
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin 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) »IQFeed Developer Support »day askv + bidv != day volume
Author Topic: day askv + bidv != day volume (4 messages, Page 1 of 1)

nto
-Interested User-
Posts: 14
Joined: Jan 18, 2016
Posted: Apr 17, 2016 03:32 AM          Msg. 1 of 4
I have been counting the number of ASK and BID contracts exchanged on BD# on 15th of April and the sum doesn't match the total day volume.

day ASK volume : 221597
day BID volume : 229311
day total volume : 471145

Is it normal? Is IQFeed missing some trades?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Apr 17, 2016 08:11 PM          Msg. 2 of 4
You cannot count volume of a future by the ticks on the underlying only, many other factors come into play in that number, such as the various spread trades and implied trades that the exchange includes in the final totals.
This is normal behavior.

Tim

nto
-Interested User-
Posts: 14
Joined: Jan 18, 2016
Posted: Apr 22, 2016 12:32 PM          Msg. 3 of 4
So does your answer imply that day ASK volume and day BID volume are computed based on outright transactions only, whereas day total volume includes spread trades and implied trades? If yes, does this also imply that spread trades do not appear on the tick-by-tick time&sales?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Apr 22, 2016 12:35 PM          Msg. 4 of 4
Correct. And yes, spread trades will not appear on the underlying contract's time and sales.

Tim
 

 

Time: Thu April 25, 2024 8:34 AM CFBB v1.2.0 10 ms.
© AderSoftware 2002-2003