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 have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"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
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"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 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've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Bundled Trades
Author Topic: Bundled Trades (4 messages, Page 1 of 1)

-Interested User-
Posts: 3
Joined: Mar 18, 2017

Posted: Nov 4, 2017 10:44 PM          Msg. 1 of 4
Can someone explain to me what a bundled trade means? I was under the impression that any trade with the same tickID is part of the same market order.

As you can see in the trade list below, all the trades occurred at or above the offer at the same time, but the tickID changes when the price goes from 6232.00 to 6232.25. The offer price stays at 6232.00 during this time so no updates to the level1 bid/ask feed occurred. I am unable to find any bundled trades that occur across two prices so I am wondering whether this is correct.

1,2017-11-02 15:01:54.992,6232.00,3,304623,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,4,304627,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304628,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,2,304630,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304631,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304632,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,4,304636,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304637,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304638,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304639,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304640,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304641,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304642,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.00,1,304643,6231.50,6232.00,231013797,C,43,01
1,2017-11-02 15:01:54.992,6232.25,1,304644,6231.50,6232.00,231013798,C,43,01
1,2017-11-02 15:01:54.992,6232.25,1,304645,6231.50,6232.00,231013798,C,43,01
1,2017-11-02 15:01:54.992,6232.25,1,304646,6231.50,6232.00,231013799,C,43,01

-DTN Evangelist-
Posts: 124
Joined: Aug 22, 2014

Posted: Nov 6, 2017 08:55 AM          Msg. 2 of 4
Please contact us through our chat function from; where you will find a link for our chat on the left hand side. You can also contact us at 800-779-7299 for phone support.

We will need to gather additional information to answer your question fully.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support

-Interested User-
Posts: 3
Joined: Mar 18, 2017

Posted: Nov 6, 2017 06:23 PM          Msg. 3 of 4
After reading through the CME spec more, trades are only bundled at the current price. If it moves to a different price, that starts a new tick id.

DTN_Tim Walter
-DTN Guru-
Posts: 1181
Joined: Apr 25, 2006

Posted: Nov 7, 2017 08:32 AM          Msg. 4 of 4
In looking at the exchange record, the two trades were received as part of the same bundle and in a single message from the exchange, but the message did include both of the tick IDs that you see. Hence the lack of bids and asks between them.



Time: Mon June 25, 2018 2:49 AM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003