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 have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"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
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: dcarlton1118
About Contact
Joined: Apr 24, 2017 07:26 PM
Last Post: Nov 24, 2017 09:23 PM
Last Visit: Dec 6, 2017 12:40 AM
Yahoo IM:
Post Statistics
dcarlton1118 has contributed to 4 posts out of 18392 total posts (0.02%) in 334 days (0.01 posts per day).

20 Most recent posts:
Data and Content Support » Symbol disambiguation Nov 24, 2017 09:23 PM (Total replies: 1)

I have not encountered this problem (at least not yet), but out of curiosity, I'm wondering how tick watching or historical data download would work if the same symbol exists in different exchanges? The "w" and "t" commands, for example, only include the symbol, not the exchange. Is this ever a problem?

Data and Content Support » Holes in tick data Jun 22, 2017 09:49 AM (Total replies: 4)

Wow, I never knew that could happen! I just tried Googling a few of these occasions and I see that the exchanges indeed halted trading. Thanks for looking into this and responding so quickly!

Data and Content Support » Holes in tick data Jun 21, 2017 11:42 PM (Total replies: 4)

Trying again the attachment...

Data and Content Support » Holes in tick data Jun 21, 2017 11:40 PM (Total replies: 4)

For the symbol WDR (NYSE, Waddell & Reed Financial), there seems to be a gap of 1 hour 15 minutes in the tick data for June 9, 2017. Here are six consecutive lines I get from IQFeed:

1,2017-06-09 13:01:28.740537,18.9000,200,2081670,18.9000,18.9100,959992,C,5,01,
1,2017-06-09 13:01:28.741779,18.9000,100,2081770,18.9000,18.9100,959993,C,18,01,
1,2017-06-09 13:01:28.743985,18.9000,100,2081870,18.9000,18.9100,959994,C,26,3D,
1,2017-06-09 14:16:55.203542,18.2500,37194,2119064,18.6700,18.2500,1297978,C,7,3F,
1,2017-06-09 14:16:55.204357,18.8800,500,2119564,18.6700,18.2500,1297980,C,11,3D,
1,2017-06-09 14:16:55.204613,18.2500,500,2120064,18.6700,18.2500,1297981,C,7,01,

This is a pretty actively-traded stock that usually has at least one trade every minute. It's simply not possible that there were really no trades during the 1 hour 15 minutes between 13:01 and 14:16.

Is this a hole in your database?

I also found that the ticks for WFM (Whole Foods) on June 16, 2017 start at 9:50:00. That's 20 minutes worth of trading (since 9:30:00) missing. Again, hard to believe that nobody traded Whole Foods at all for 20 minutes at the beginning of the market.

I ran a script through all the ticks I've downloaded (for about 800 symbols) for the past six months, and found 162 instances of two ticks being more than 10 minutes apart. These are all pretty actively-traded symbols, so it is unlikely that there were really no trades. Can you take a look at the file I attached?


Time: Fri March 23, 2018 4:23 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003