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Viewing User Profile for: DTN_Tim Walter
About Contact
Joined: Apr 25, 2006 12:17 PM
Last Post: Yesterday @ 01:00 PM
Last Visit: Yesterday @ 01:00 PM
Location: Omaha, NE
Occupation: DTNIQ Customer Support Representative
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Post Statistics
DTN_Tim Walter has contributed to 1103 posts out of 18310 total posts (6.02%) in 4,287 days (0.26 posts per day).

20 Most recent posts:
Data and Content Support » Not receiving NASDAQ historical EOD data Yesterday @ 01:00 PM (Total replies: 1)

Good afternoon,

Nasdaq has a number of markets that report up through it and those underlying markets are where most of the symbols will originate. The majority of NASDAQ activity is done through listed market 21, NGSM. Perhaps that is the confusion? I would expect that you should have delayed access to most everything as is, but if you need real time that can be added via the IQFeed website.


Do you have an example of the requests you are making and the failed message you received?


Just realized I didn't get the link pasted in before, here it is.


Edited by DTN_Steve_S on Jan 7, 2018 at 08:40 PM

Good evening,

I was looking for your account and could not track it down, could you send that over to the developer support email address please. Or, you can just submit one via this link.


IQFeed Developer Support » EOD Historical Dividend Adjustments Jan 3, 2018 08:47 AM (Total replies: 36)

Good morning,

We have continued to process these when customer demand has been present, so I do not have a specific date for you of when the last time was. I will say the last ones that I know of were, one in 2016 and two in 2014, but the potential for me to have missed one certainly exists.

We realize this is not the answer that you want or need. But, we do have multiple avenues being explored to attempt to enhance our offering to better meet your need. There is simply not an easy answer that is available to us currently and it will take more time to resolve. I do not know how much more time that will be.


IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 27, 2017 08:54 AM (Total replies: 36)

Good morning,

The ability to tailor history to meet personal desires for dividend and split inclusion is certainly something we would like to add. We are actively looking at methods to resolve the gap between what we currently have and what you and others are asking for, but that work is just not ready to release. As soon as we have something we will post it, but there is nothing immediate that I can offer you to resolve this.


Data and Content Support » pre-open Total Volume Dec 27, 2017 08:35 AM (Total replies: 3)

We apply these items to our historical data upon reciept, so you can identify them in history by when the volume crosses, like in your case, but there is not a message in the level one data feed to help you process these situations real-time. It is something I will escalate to our product management to try and bring attention to on your behalf for future development.


Data and Content Support » pre-open Total Volume Dec 22, 2017 10:42 AM (Total replies: 3)

Good morning, Around 9:01 we received a deletion that was sent for a trade of 33472 shares that was originally sent at 08:32:37.827174. It then appears a similar trade was sent at 9:07 by the exchange. The total volume is the currently reported volume at the time of the trade, and that is what caused this apparent overlap.


IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 22, 2017 09:34 AM (Total replies: 36)

We do not have these unfortunately.

We are continuing to work towards being able to provide you with un-adjusted data and we will let everyone know how to retrieve it as soon as it is available.


IQFeed Developer Support » python proper format to request data Dec 19, 2017 09:46 AM (Total replies: 2)

Good morning,

I just replied to your email, so let us know if you have other questions.


IQFeed Developer Support » Availability Of Same Day Tick Data. Dec 5, 2017 10:49 AM (Total replies: 3)

Extended trading for U.S. equities continues until 8pm EST. If you just wanted regular trades you could do your request at anytime after 4:00, but you would want to filter any trades not of type C from your returns.

Edited by DTN_Tim Walter on Dec 5, 2017 at 10:49 AM

IQFeed Developer Support » Availability Of Same Day Tick Data. Dec 5, 2017 09:06 AM (Total replies: 3)

Tick data can be retrieved at anytime, but to get the full day of trading, it is a per contract item. Some, like Forex trade on through to midnight, equities trade until 8pm, commodities are all over the place for end times. And if you wait too long, then you get ticks that are part of the next trading day. Additionally, with commodities, settles are sent outside of market hours, so if you want to get that message you need to allow time for that. So it really is going to take a little research for each to determine.

In the case of @ES, per the CME website, market hours are 6pm to 5pm EST. And the settle is delivered midday, so anytime after that 5 o'clock time frame should be fine I would think.


Data and Content Support » Symbol disambiguation Nov 25, 2017 12:13 PM (Total replies: 1)


We rename the exchange symbols, when needed, to a unique value so you don't have to worry about that within our feed.


DTNIQ Client Software Wish List » amd64 version? Nov 15, 2017 04:18 AM (Total replies: 1)

Good morning,

This is something we have looked at, but have always had enough customers using older architectures that we did not want to pull the trigger. I agree, it is certainly due.

I will put in a request on your behalf and we can see if it makes sense to get this added to our queue.


Hi Matt, The default ports are all set in your registry. You can change them in the HKCU\Software\DTN\IQFeed\Startup folder. All of the default port settings are held there.


We do recommend loading it each day at startup to be safe, but other than adds and short/long name changes, you should be safe.


Thanks, I cleaned those up.

Listed markets, trade conditions, and most lookups are all updated on the fly, but normally updates are pushed out over the weekend.

The chains look like they update every morning by around 5 EST.


Data and Content Support » lower case 'n' message type Nov 7, 2017 09:26 AM (Total replies: 1)

Good morning,

Documentation for this message is the second to last on this page.

In this case, you are correct, it is not found due to a lack of permissions, but you can add the Dow Jones indices to your account and then you will be able to receive it.


Data and Content Support » Bundled Trades Nov 7, 2017 08:32 AM (Total replies: 3)

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.


Data and Content Support » QUOTE message VWAP data field invalid Nov 6, 2017 01:44 PM (Total replies: 55)

Just wanted to let you know that version is posted now on the website, so please upgrade to that when you have a moment to do so.


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