Alain Grenier
-Interested User-
Posts: 1
Joined: Nov 11, 2005
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Posted: Nov 11, 2005 10:58 AM
Msg. 1 of 2
Hi,
I was using IQ Feed developer 2.3.0.1 for a while (since June 2004). I just installed IQFeed Developer v 4.0.0.2 few days ago and it looks like that I am now receiving much less transactions per symbol that I used to be through streaming quote data. As an example on November 1st with version 2.3.0.1 I received 5962 Update Messages with different last price for Symbol CSCO from NASDAQ while the total volume of the day was 43379125. If I compared with the data I received for November 10th with v 4.0.0.2, I found strange that I only got 3834 Update Messages with different last price for Symbol CSCO from NASDAQ while the total volume of the day was 110208123. Globally it seems that I receive from 2 to 4 times less Update Message with the newer version.
Thanks
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Nov 14, 2005 08:18 AM
Msg. 2 of 2
There is nothing in the feed that would keep you from getting all the data between the 2 versions. make sure you have read through all of the release notes from the beta of 4.0 to be sure you didn't mis something in the changes. Based on your message, it sounds like you are just looking at price changes in the last field. if this is the case, it is entirely possible that a stock traded, in a tighter range and thus, the last field didn't change very often compared to previous days.
Jay Froscheiser DTN - Trading Markets
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