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20 Most recent posts:
Data and Content Support » options Complex Order Books? Jan 10, 2022 10:01 AM (Total replies: 6)

OPRA has trade conditions for spread trades, but may not always report them as such. You could review this in the time and sales under trade conditions. Below are OPRA trade conditions.

SOLDLAST Sold Last (late reporting) (ttds,utdf,cts,opra)
SOLDOSEQ Sold Out of Sequence (ttds,utdf,cts,opra)
CANC Cancelled Previous Transaction (opra)
CANCLAST Cancelled Last Transaction (opra)
CANCOPEN Cancelled Open Transaction (opra)
CANCONLY Cancelled Only Transaction (opra)
OPEN Late Report of Opening Trade, out of sequence (utdf,ttds,opra)
OPNL Late Report of Opening Trade, in correct sequence (opra)
AUTO Transaction Executed Electronically (cts, opra)
AJST Contract Adjustment for Stock Dividend, Split, etc. (opra)
SPRD Spread, Trade in Two Options in the Same Class (a buy and a sell in the same class) (opra)
STDL Straddle, Trade in Two Options in the Same Class (a buy and a sell in a put and a call) (opra,)
STPD Follow a Non-stopped Trade (opra)
CSTP Cancel Stopped Transaction (opra)
BWRT Option Portion of a Buy/Write (opra)
CMBO Combo, Trade in Two Options in the Same Options Class (a buy and a sell in the same class) (opra)
ETH_SESSION Opra extended trading hours session
SLAN OPRA - Single Leg Auction Non ISO
SLAI OPRA - Single Leg Auction ISO
SLCN OPRA - Single Leg Cross Non ISO
SCLI OPRA - Single Leg Cross ISO
SLFT OPRA - Single Leg Floor Trade
MLET OPRA - Multi Leg auto-electronic trade
MLAT OPRA - Multi Leg Auction
MLCT OPRA - Multi Leg Cross
MLFT OPRA - Multi Leg floor trade
MESL OPRA - Multi Leg auto-electronic trade against single leg(s)
TLAT OPRA - Stock Options Auction
MASL OPRA - Multi Leg Auction against single leg(s)
MFSL OPRA - Multi Leg Auction against single leg(s)
TLET OPRA - Stock Options auto-electronic trade
TLCT OPRA - Stock Options Cross
TLFT OPRA - Stock Options floor trade
TESL OPRA - Stock Options auto-electronic trade against single leg(s)
TASL OPRA - Stock Options Auction against single leg(s)
TFSL OPRA - Stock Options floor trade against single leg(s)
CBMO OPRA - Multi Leg Floor Trade of Proprietary Products
MCTP OPRA - multilateral compression

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



I can confirm Yair is exactly correct.

You are limited to 8 calendar days of tick data between 9:30am - 4:30pm Eastern Time. Outside of those hours you can access 180 calendar days.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



(All times are Central Standard unless otherwise noted)

Thursday, December 23, 2021

CME Globex
Regular Daytime hours for all products
No Overnight session for any product
ICE Futures US
US Dollar Index, Currency Pairs
Regular trading hours
TAS trading ends at Noon

Friday, December 24, 2021

ASX (Early close at 9:10 pm on Thursday)
B3 (Brazil) Closed
CME Globex Closed
EUREX Closed
Euronext (Half-day trading, various early closings by commodity)
ICE Futures Europe
Agricultural Commodities Closed
ICE Futures US (All products closed, except for Bakkt Bitcoin (Early close at 8:00 a.m.)
NYSE, NYSE_American, NYSE ARCA, NYSE Bonds, NASDAQ, CBOE (Closed)
SGX (Early close at 10:00 p.m. on Thursday)

Sunday, December 26, 2021

CME Globex
Equity, Bitcoin, Interest Rate, FX, Energy, Metals, Dairy
Regular open at 5:00 p.m. for trade date of Monday, December 27
Grain and Oilseed, Mini-Grain, MGEX Wheat and Indices
Regular open at 7:00 p.m. for trade date of Monday, December 27

Monday, December 27, 2021

Regular Trading Hours, with these exceptions

ASX (Closed)
Eurex Exchange traded Commodities, British Equity Derivatives (Closed)
Euronext Dublin Closed/other markets are open
ICE Future Europe Agricultural Commodities (Closed)
ICE Futures US Sugar No 11, Coffee, Coca, Cotton (Late Open at 6:30 a.m.) Canola (Closed)

Tuesday, December 28, 2021

Regular trading hours, with the following exceptions

ASX (Early Close at 9:15 p.m. Wednesday)
Eurex Exchange Traded Commodities, British Equity Derivatives (Closed)
Euronext Dublim (Closed) other markets are open

ICE Futures Europe UK Natural Gas and Power Contracts, Emissions, Natural Gas 1st Line Contracts (Closed)
LSE and LME (Closed)
TSX (Closed)

Friday, December 31, 2021

Regular trading hours with the following exceptions

ICE FUTURES EUROPE Early close for various contracts
ICE Futures US US Dollar Index and Currency contracts (TAS trading ends at Noon)

Monday, January 3, 2022

Regular trading hours with the following exceptions

ICE FUTURES EUROPE Sugar No. 11, Coffee, Cocoa (Late open at 6:30 a.m.) Canola (Closed)
LSE and LME (Closed)
TSX (Closed)

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



Christmas
Thursday – December 23rd Closing at 2:00pm.
Friday – December 24th Closed


New Year’s
Thursday- December 30th – Closed from 2:00pm-6:00pm
Friday – December 31 – Closing at 2:00pm.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


General Product Announcements » 2021 Thanksgiving (Exchange Schedules) Nov 18, 2021 01:57 PM (Total replies: 0)

Thanksgiving Day 2021 Holiday Schedule

All times are Central Standard unless otherwise noted

Wednesday, November 24, 2021
Regular trading hours with the following exceptions:

CBOE
SPX, VIX Options
No overnight session

CME GLOBEX
Regular Daytime Hours
Equity, Bitcoin, Interest Rate, FX, Energy, Metals
Regular open at 5:00 p.m. for trade date of Friday, November 26
MGEX SPIKES
Regular open at 5:00 p.m. for trade date of Friday, November 26
Grain and Oilseed, Mini-Grain, MGEX Indices
Pre-open state
Dairy
No overnight session

Thursday, November 25, 2021

CBOE
SPX, VIX options
11:00 p.m. opening for trade date of Friday, November 26

CME Globex
Equity, Bitcoin, Interest Rate, FX, Energy, Metals
Trading halt at Noon
Halted products resume trading at 5:00 p.m. for trade date of Friday, November 26
Grain and Oilseed, Mini-Grain, MGEX Indices
Pre-open state
Dairy, Lumber, Livestock
Closed

ICE ENDEX
Regular Trading Hours

ICE Futures Europe
ICE Brent, WTI, Permian WTI, Low Sulphur Gasoil, Heating Oil, ULS Diesel, RBOB
Early close at 1:30 p.m.
International Coal
Early close at 12:30 p.m.
Sugar
Early close at 11:00 a.m.

ICE Futures US
Sugar No 11 and 16, Coffee, Cotton, Cocoa, Canola, FCOJ
Closed
Canola
Regular Trading Hours
Bakkt Bitcoin
Early close at Noon
No TAS Trading
MSCI Index, FANG
Early close at Noon
No TAS Trading
US Dollar Index, Currency Pairs
Early close at Noon
No TAS Trading
Monthly Precious Metals
Early close at Noon
No TAS Trading

NYSE, NYSE American, ARCA, NASDAQ, NYSE Bonds
Closed

Friday, November 26, 2021

CBOE, CFE
Early close at 12:15 p.m.

CME GLOBEX
Equity, Bitcoin, Interest Rate, FX
Early close at 12:15 p.m.
Energy, Metals
Early close at 12:45 p.m.
Copper TAS
Early close at 11:00 a.m.
Silver TAS
Early close at 11:25 a.m.
Gold TAS
Early close at 11:30 a.m.
Platinum TAS
Early close at 11:05 a.m.
Palladium TAS
Early close at 11:00 a.m.
Crude Oil TAS, Heating Oil TAS, ULSD TAS, RBOB TAS
Early close at 12:30 p.m.
Grain and Oilseed, Mini-Grain, MGEX Indices, MGEX SPIKES
Regular open at 8:30 a.m.
Grain and Oilseed
Early close at 12:05 p.m.
Lumber and Livestock
Early close at 12:05 p.m.
Grain, Oilseed, Livestock TAS
Early close at Noon
MGEX Wheat
Early close at 12:15 p.m.
MGEX SPIKES
Early close at 12:13 p.m.
Mini-Grain, MGEX Indices
Early close at 12:30 p.m.
Dairy
Closed

ICE ENDEX
Regular trading hours

ICE Futures Europe
ICE Brent, WTI, Permian WTI, Low Sulphur Gasoil, Heating Oil, ULS Diesel, RBOB, Coal
Early close at 1:00 p.m.

ICE Futures US
Cotton
Late open at 7:00 a.m.
Cotton and FCOJ
Early close at 12:30 p.m.
TAS Trading ends at 12:25 p.m.
Sugar, Coffee, Cocoa, Canola
Regular trading hours
Bakkt Bitcoin
Early close at 1:00 p.m.
TAS trading ends at 1:00 p.m.
MSCI Index, FANG, Arca Gold Miners Index
Early close at 12:15 p.m.
TAS trading ends at Noon
US Dollar Index, Currency Pairs
Early close at 12:15 p.m.
TAS trading ends at Noon
Monthly Precious Metals
Early close at 12:45 p.m.
TAS trading ends at 11:25 a.m. for Silver
TAS trading ends at 11:30 a.m. for Gold

NYSE, NYSE American, Arca, NASDAQ
Early close at Noon

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


General Product Announcements » 2021 Thanksgiving Customer Service Hours Nov 18, 2021 01:44 PM (Total replies: 0)

Thanksgiving Holiday

Thursday, November 25th Thanksgiving Day :
Closed 12:00pm-5:00pm (cst)
Reopen: 5:00pm (cst)

Friday, November 26th:
Close at 2:00pm.
Reopen 5:00pm Sunday Nov. 28th

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


Data and Content Support » options Complex Order Books? Nov 18, 2021 07:34 AM (Total replies: 6)

We do not have market depth on options; only NBBO.

Question: If a spread trade executes at a single price on an options exchange's Complex Order Book, how would that be reported on OPRA? How would they decompose the spread into individual legs with an execution price for each leg?

Answer: Yes it does.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


Data and Content Support » options Complex Order Books? Nov 17, 2021 01:11 PM (Total replies: 6)

All trades are reported thru the OPRA feed, however these type of trades are not flagged as such.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



UPDATE:

10/27/21 (10:30am CDT) 10% of IQ Feed users will be migrated to the new Chicago servers.

We expect to complete customer migration to the new Chicago servers by mid- November.

We will not be providing a timetable for specific customers migration to the new servers.

Please direct any additional questions to support@iqfeed.net

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



We will begin the planned migration to our new data servers in Chicago on Wednesday October 27th, 2021 at 10:30am Central standard time.

Please be aware not all users will be migrated to the new servers immediately. This is a controlled move under strict conditions so that we can continue to provide the service level you have come to expect from DTN.

You can email any questions or concerns to support@iqfeed.net or respond to this forum post.

Thank You

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


Data and Content Support » Zero data in historical trades Oct 18, 2021 09:48 AM (Total replies: 2)

Unfortunately the exchange had problems providing data on 5/5/21.

The file the exchange provided later did not contain values; so they are indicated as ZERO'S in the file.

There is not a way to recover the data from the exchange.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



The symbol @ES.IO.Z includes all the active contracts Open Interest.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



I will respond with an answer shortly once my market data team has had a chance to review the data.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


Data and Content Support » Zero data in historical trades Oct 18, 2021 06:21 AM (Total replies: 2)

We are looking into the data for PHYS.

I will post a reply as soon as I have a response from our market data team.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


General Product Announcements » NYSE ARAC INDEXES (Data Issues) Sep 27, 2021 12:45 PM (Total replies: 2)

NYSE ARCA INDEXES data is fully restored.

We appreciate your patience.

If you continue to encounter any symbol/data issues please freel free to contact us at support@iqfeed.net.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


General Product Announcements » NYSE ARAC INDEXES (Data Issues) Sep 27, 2021 10:41 AM (Total replies: 2)

We continue to investigate the disruption in services with NYSE ARCA INDEXES.

We appreciate your patience in this matter.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


General Product Announcements » NYSE ARAC INDEXES (Data Issues) Sep 27, 2021 09:23 AM (Total replies: 2)

We are currently experiencing a disruption of data that we normally receive from NYSE ARCA INDEXES.

Unfortunately at this time we do not have an ETA for the resolution. However be assured we are working with our partners to get this resolved as quickly as possible.



Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

Edited by DTN_Stephen on Sep 27, 2021 at 09:24 AM
Edited by DTN_Stephen on Sep 27, 2021 at 09:26 AM

General Product Announcements » OTC "Status Update" Sep 14, 2021 08:46 AM (Total replies: 3)

OTC/Pink Sheet Markets are working as expected this morning upon opening.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


General Product Announcements » OTC "Status Update" Sep 13, 2021 03:44 PM (Total replies: 3)

At this time OTC/Pink Sheet exchanges are still having issues disseminating data.

We will continue to update the forums as we receive additional status updates.

Thank you for your patience.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net


General Product Announcements » OTC "Status Update" Sep 13, 2021 10:56 AM (Total replies: 3)

At this time we have not received an update from the OTC/Pink Sheets exchange.

Data is still missing or intermitent.

I will continue to update the forums as new information comes in.

Thank you.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



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