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 am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"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 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
"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
"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
"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  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: DTN_Tim Walter
About Contact
Joined: Apr 25, 2006 12:17 PM
Last Post: Yesterday @ 02:03 PM
Last Visit: Yesterday @ 02:03 PM
Website: http://www.dtniq.com
Location: Omaha, NE
Occupation: DTNIQ Customer Support Representative
Interests:
Avatar:
Email: tim.walter@dtn.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
DTN_Tim Walter has contributed to 995 posts out of 17864 total posts (5.57%) in 4,020 days (0.25 posts per day).

20 Most recent posts:
IQFeed Developer Support » Odd Updates On SCOR Yesterday @ 02:03 PM (Total replies: 3)

Hi Craig,

Sorry for the delay. Yes, consecutive delimiters are a normal part of the feed, also having no bid or ask available at any given time is also a valid condition.

Tim


Good morning,

There was a bug that allowed users to inadvertently receive data without having the associated subscriptions on their account. This only affected historical data. The fix was released to 148 on Sunday and will be rolled out next week for 156. If you want to provide us the symbols that are failing, we can let you know which subscriptions you will want to add so that we can get you back on track.

Tim

IQFeed Developer Support » forex: last always == bid? Apr 17, 2017 12:50 PM (Total replies: 5)

I do not believe so, but if you find something different than that, let me know, and I can escalate the request to add it in the future.

Tim

IQFeed Developer Support » forex: last always == bid? Apr 17, 2017 12:17 AM (Total replies: 5)

My understanding of this has always been that nothing of that nature is disseminated. The banks report their exchange rates and that sets the bid and ask values, but there is no single place that processes or publishes the individual transactions.

Tim


Hello,

Yes, all of our intraday interval bars are timestamped with the time of the bar's completion, not the start time.

Tim

IQFeed Developer Support » IQConnect disconnect behavior Apr 14, 2017 08:36 AM (Total replies: 4)

1. How does IQConnect decide when a connection to DTN servers has failed? It there a timeout on “heartbeats”? (say my internet connection is down)

You are correct. It tests for 5s gap in data.

2. When a connection is thought to have failed, will IQConnect try indefinitely to reconnect?

Yes, it will try indefinitely.

3. If the feed reconnects, will current watches be maintained? Will I start seeing Level1 data arrive without resubscribing?

Yes,

4. On a derivative feed, will missing interval bars be replayed? ( I think not because I believe IQConnect computes these locally from tick data, but I could be wrong)

No. The system, after retrieving the history, switches over to streaming data and builds it as you mentioned. But, that would add a lot of value to the product I think. I'll write it up for a future enhancement request.

5. Is there anyway to get IQConnectLog to append instead of overwrite? Not currently. We are looking at options to improve our logging currently. Hopefully, we can make this configurable in future versions.

6. Is there a recommended maximum duration I can run IQConnect without a restart? Is 24/5 ok? or should I restart daily?

Some people leave IQFeed up for weeks at a time, but the other day I saw a 17GB log file, so I would say you might want to at least have a script that either copies the log into another file or deletes it every once in awhile so the log will remain useful.


Good morning,

It's a good idea, I'll let people know so we can consider adding this in the future, but, for now, I don't have something better than what you have already discussed, at least not without impacting your symbol counts. We do have some updates coming in the foreseeable future though that may help solve your issue in a s;ightly different way, so I will get those details out to you as we get closer to a beta release.

Tim

IQFeed Developer Support » Streaming interval bars delays Apr 3, 2017 07:43 AM (Total replies: 2)

Hi, my apologies for the delayed reply.

Our goal with streaming bars was to make it so that you would always receive bars that would match our history if the two were later compared. The issue then became, how do you know when a bar has completed so that you can know to write it. The answer, due to the impossibility of syncing all clocks involved and the random latencies between connections, was to say that a bar complete message is only sent when a new message, with a time that is outside of the current bar, is received. So that is why BC messages are not timely.

We do have the update interval, that is discussed in our documentation, that attempts to help solve this. If you set your update interval to 60, you will always get a bar no later than 60 seconds after the last trade. For example, if you were requesting 1 minute bars and set your update interval to 15, a sample minute might go like this;

Note: Assuming this is the open and previous trades have not occurred for simplicity.

9:30:03 - A trade arrives - No message sent
9:30:06 - A trade arrives - No message sent
No trades arrive for 15 seconds after this, so we fire an update (BU) message at 9:30:21
9:30:46 - No trades since the last message, so do nothing
9:30:57 - A trade arrives - No message sent
9:31:12 - No trade for 15 seconds - another update (BU) message sent
9:31:15 - A trade arrives - This is the first trade outside of the 9:30 minute, so a bar complete (BC) message is sent for the 9:30 - 9:31 bar
9:31:29 - A trade arrives - no message
9:31:40 - A trade arrives - no message
9:31:53 - A trade arrives - no message
9:32:03 - A trade arrives - A bar complete message is sent here, since we never went 15 seconds without a message, no BU message was sent.

If the 15 second gap is too large for your app, just lower the update interval to whatever tolerance works for your need, but hopefully this will help illustrate the difficulties you are seeing and how you can help to resolve them.

Tim

IQFeed Developer Support » Historical OHLC bars for quotes (bid/ask)? Mar 15, 2017 08:35 AM (Total replies: 2)

Good morning,

Unfortunately, IQFeed does not store any historical bid or ask data within it's systems, but we do have other products with this type of data available for a one time purchase to supplement your usage, if you would like to talk about purchasing this kind of data just let me know and I can have someone is sales reach out to you.

Tim


Good morning.

The next time this occurs, before restarting, can you please check in your Docs\DTN\IQFeed\ directory and send me the IQConnectLog.txt file and any .dmp files that are located there to the developer email address?

Tim

IQFeed Developer Support » Starting with the examples in the API Mar 9, 2017 07:08 AM (Total replies: 2)

Thanks for sharing!

Tim

IQFeed Developer Support » Getting Started with API Mar 6, 2017 01:41 PM (Total replies: 1)

Hello,

There is nothing that needs or can be included as a reference for our API. You simply need to create a socket to whatever interface you would like and then it is just a matter of sending strings back and forth across the sockets via TCP.

There are no functions as you may be used to seeing with a rest api.

Tim


Good afternoon,

I know there were issues reported where Microsoft's decision to remove MBCS for MFC from the default Visual Studio project caused issues. I found a link below that tells how to re-enable this. I don't know that it is related to your issue, but it sounds like ot may be worth a try.

https://msdn.microsoft.com/en-us/library/dn251007.aspx


Tim

DTN.IQ Client Software Support » Login incorrect message. Mar 1, 2017 08:47 AM (Total replies: 1)

Good morning,

I think I have this resolved for now while I do some research into what happened here.

Let me know if your issue persists.

Tim

IQFeed Developer Support » IQConnect start Feb 28, 2017 01:21 PM (Total replies: 4)

For an open source project it won't work, nor do I think you want it to. If your product ID was used by someone else to do something not in line with the terms of service, it could result in the product ID being deactivated which would impact all of your potential users.

In the case of an open source project, you would want other potential users to have their own product ids. There are several of these projects online currently and to my knowledge they all require a product ID to be entered by the end user before they will function.

Tim

IQFeed Developer Support » IQConnect start Feb 28, 2017 12:56 PM (Total replies: 4)

Yes, that is perfectly fine, just compile your product ID into the code so it is not in the clear. If you were looking to do an open source app, that is when you would want to remove your ID before publishing it.

Tim

Data and Content Support » Historical data issues - GLTR Feb 23, 2017 02:12 PM (Total replies: 4)

Great, thanks for the assist. We'll get them taken care of asap.

Tim

Data and Content Support » Historical data issues - GLTR Feb 23, 2017 01:48 PM (Total replies: 4)

My apologies, it looks like we have gotten that corrected now across our servers so please, let me know if anything still seems amiss on your end.

Tim

Data and Content Support » Historical data issues - GLTR Feb 23, 2017 11:38 AM (Total replies: 4)

Well that does not appear ideal....

I'll get that over to our data team for their review.

Thanks,
Tim


Hello, Welcome to the forums. It looks like some of your parameters are out of order.

If you check this page, it has all of the details, or just drop into developer chat and I would be happy to explain it more in depth.

http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

Tim


Time: Wed April 26, 2017 6:23 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003