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 are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"You have an excellent product !!!!!!" - Comment from Arely
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"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
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
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 87 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: Thu November 15, 2018 6:46 AM CFBB v1.2.0 31 ms.
© AderSoftware 2002-2003