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 had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"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 "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
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
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 »IQFeed Developer »IQFeed Developer Support »Possible error in HTX functions series
Author Topic: Possible error in HTX functions series (2 messages, Page 1 of 1)

fabiodev
-Interested User-
Posts: 1
Joined: Jun 12, 2018


Posted: Jun 12, 2018 09:22 AM          Msg. 1 of 2
Hello,
I have IQFeed API licence and I am seeing this issue in your tick by tick data: cumulative volume and total volume (as released purely by your application) are not the same.
Let me explain myself better: by getting historical future contract tick by tick data using IQFeed API designed function (i.e. HTX,[Symbol],[MaxDatapoints],[DataDirection],[RequestID],[DatapointsPerSend]<CR><LF>) progessive summation of last size tick is not equal in many case to the value you provide inside Total Volume column, why ?

Please, find attached ES futire contract tick by tick data so that you can replicate the issue: the issue is into the "DELTA" column when the value in it is different from zero !!!

Thank you for reading and let me know please
Andrea

Fabio



File Attached: ES_tick_data.zip (downloaded 116 times)

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 18, 2018 08:03 AM          Msg. 2 of 2
Good morning,

The intraday values are whatever we had at the time of the trade. It is not indicative of any final values. Corrections are sent out by the exchange that add or remove volume throughout the day, adjustments or not applied to the cumulative volume numbers.

Tim
 

 

Time: Tue January 22, 2019 11:03 AM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003