DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps

"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email

"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post

"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe

"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

"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum

"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah

"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum

"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum

"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

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Bad Ticks In GME Tick History.

Author	Topic: Bad Ticks In GME Tick History. (4 messages, Page 1 of 1)
Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010	Posted: May 13, 2022 09:54 PM Msg. 1 of 4 Timestamps are my logging, this is a result of a HTT request for GME / 2022-05-12. 02:42:24.6289037 PM [T: 01]8,2022-05-12 10:14:26.637354,94.5300,49,1999898,94.5300,94.5400,808479821,O,28,87, 02:42:24.6289037 PM [T: 01]8,2022-05-12 10:14:26.637605,94.5300,100,1999998,94.5300,94.5400,812538422,C,12,01, 02:42:24.6289037 PM [T: 01]8,2022-05-12 10:14:26.639248,94.5300,51,2000049,94.5300,94.5400,894652466,O,19,87, Error? ---> 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:14:27.036153,94.5300,1,2000050,0.0000,500000.0000,894654025,O,19,87, 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:19:36.068216,95.0000,25578,2025628,91.8400,94.8800,825374026,C,7,3F, 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:19:36.068933,94.8800,1,2025629,91.8400,94.8800,826685254,O,11,87, 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:19:36.070767,94.8750,2,2025631,91.8400,94.8800,1093751889,O,19,87, 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:19:36.071810,94.8800,1,2025632,93.8000,94.8700,1093751890,O,19,87,
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: May 19, 2022 02:20 PM Msg. 2 of 4 When a tick error occurs, the exchanges will send a Trade Correction, and the history available via historical API lookup will be updated to reflect the correction. As of today, that tick is still in the history, so it's probably not an error. What is it, then? The Ask Price of 500,000 is probably something I call a "token bid." Sometimes the market makers want to have an active Bid or Ask for a symbol, but don't actually want to buy or sell any of that symbol. So they set a ridiculously high ask, or a ridiculously low bid, that no one will ever try to execute. So this is probably a legit transaction. I'm not sure how this bid/ask could have resulted in a sale, but it is normal for outlandish bid/ask prices to show up on the Level 1 feed as just bid/ask offers. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: May 19, 2022 05:44 PM Msg. 3 of 4 I have some further information: GME experienced very volatile trading on May 12. The stock was halted 4 times during that day due to limit up/limit down restrictions. The trade you're asking about was the last trade before the first halt occurred. The bid/ask at the time of the trade, are not truly reflective of this trade. Trading resumed again 5 minutes later. So this trade isn't exactly what I speculated, it was a unique situation. But the situation I described is common, especially in bid/ask offers that aren't also trades. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010	Posted: May 19, 2022 06:23 PM Msg. 4 of 4 OK - that is interesting! Thanks for the reply.