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)




"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"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
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
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
dcarlton1118 has contributed to 4 posts out of 18309 total posts (0.02%) in 269 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?

Thanks.


Time: Wed January 17, 2018 8:07 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003