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)

"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
"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
"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
"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 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
"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.
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"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
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: trader2021
About Contact
Joined: Apr 27, 2020 10:51 PM
Last Post: Apr 30, 2020 11:06 AM
Last Visit: Apr 30, 2020 11:06 AM
ICQ: 2032434128
Yahoo IM:
Post Statistics
trader2021 has contributed to 8 posts out of 20453 total posts (0.04%) in 640 days (0.01 posts per day).

20 Most recent posts:

Are the trade conditions on some web page or text file? I'm not setup currently to be able to get commands over the STC?

Thank you so much for the detaled explanation. I understand it much better now. Couple of followup questions:

1. Can a trade and quote update be combined? So will I see Cab or some combination of that?
2. Can you give me examples of what C trades types are and what E or O are? In particular, I'm looking for trades which are current and happen on the current book. Don't want to process trades that are not done in the market at the current time.

Maybe I was not not clear. Let's assume the market has no trade in a 5 minute interval and the bid/ask move 5 times in that interval.

Will I see 5 update messages? What will be in the most recent trade column? How will I know that that these 5 updates were for only book updates and no trades happened in these 5 update messages?

Also, thanks for the clarification on the tickid and where the tickid might be the same for all trades grouped together by CME.

1. If the same update messages groups quote updates and tick updates. How will I know if the update message is for a top of book level 1 update or a tick trade. I can't use tickid since tickid can be the same for new trades as well)

I need a way to know that this is only a quote update/or a trade update or both.

Sorry, I'm still confused. If I wanted to only top of the book quotes and updates. Is that included in the standard package? Or are the top of book quotes an added package? I see that on each tick I get the best bid ask offer? ( i only trade futures so it's only one exchange).

Will the tick updates also get updated when the best bid/ask changes and there is no trade?

Thank you for your reply. Comments/questions below:

1. Ok, so 5009 only does trades (is that what you call a tick?)
2. Do I have to subscribe to market depth or is that included?
3. How do I know what comes from the exchange and what from dtn and most importantly what is calculated from iqconnect on my computer.
4. I don't understand "TickIDs don't necessarily increment" if they get incremented for each tick? for a non forex symbol it should increment with each message?

Couple of questions on:

1. How do I distinguish trade data from level 1 book updates?
2. is the book always provided on a trade update?
3. Is the VWAP for CME calculated in iqconnect.exe or calculated by your server or exchange?
4. What is TickID? Is that a sequence which gets incremented for each quote update? Or is it increment for each trade?
5. If two trades happen at the same price and same time, do you sum them and send them in one message?
6. What about numtrades?

If iqconnects shuts crashes and is not connected for some time, when it reconects will the fields it calculates be correct (in other words) does it fill gaps?

IQFeed Developer Wish List » Support for Linux API for the datafeed? Apr 27, 2020 10:56 PM (Total replies: 26)

+1 here

Time: Wed January 26, 2022 1:41 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003