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 use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"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
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
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: gamozo
About Contact
Joined: Apr 2, 2013 08:04 PM
Last Post: Sep 20, 2013 10:09 AM
Last Visit: Sep 20, 2013 10:09 AM
Website: http://gamozolabs.com
Location: Virginia
Occupation:
Interests: Optimization
Email: bfalk@fundsies.org
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
gamozo has contributed to 4 posts out of 18310 total posts (0.02%) in 1,754 days (0.00 posts per day).

20 Most recent posts:

Just tick-level on pretty much all the top 20 most traded futures. I think @ES# has about 55 million datapoints at tick level.

I pull at ticklevel as I postprocess all the data and frequently use tick data for simulated fills rather than n-length bars.

It's not a huge issue, I usually just pull once and then have the files around forever. I'm just requesting the feature if it's easy to add as it would be nice here and there.

-Brandon


Yep. That's what I currently do. However that only works with multiple symbols. It would be nice to have one symbol at full speed. And the only way I could think of doing this is if I knew how many ticks there were historically, with that I could start multiple queries at different starting points. I guess I could do it in chunks of 100k trades or so and just guess for now, but it'd be nice to know how many trades to expect.


Is there any chance we could get multi-threaded decompression in IQConnect? I'm bottlenecking on CPU rather than download bandwidth.

Currently I just pull all my symbols at once, which means I bottleneck on bandwidth which makes me happy. However I would like to pull a single symbol at full network bandwidth.

Another thing that could allow me to implement this on my end is if you add a 'get number of ticks', so I could query how many ticks of history there is for a symbol. Once I get that number I could start at trades/threads offsets and do a multi-threaded pull.

Any chance this could happen soon?

-Brandon
Edited by gamozo on Sep 19, 2013 at 05:22 PM

IQFeed Developer Wish List » Binary Protocol Apr 2, 2013 08:07 PM (Total replies: 0)

I really do not like working with text-based protocols, as they're clumsy, expensive to parse, and take longer to write parsers for.

I'm wondering if there could be a mode added where data will be sent in binary fixed-width structures rather than CSVs. It pains my love for optimization to know that you guys take in binary data, convert it to CSV, and I convert it right back the second I read it.

I know it's probably something that most people do not ask for, but I can't imagine it would take too long for you guys to implement it.

-Brandon
Edited by gamozo on Apr 2, 2013 at 08:20 PM


Time: Fri January 19, 2018 5:17 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003