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cmx has contributed to 12 posts out of 21185 total posts
(0.06%) in 6,805 days (0.00 posts per day).
20 Most recent posts:
IQFeed Datafeed Wish List »
Dow Transportation Average Historical Data Feb 23, 2007 10:09 AM
(Total replies: 2)
Thanks Jay...what I found in the indices lookup was DMT.X...never saw "TRAN" ...I talked to one of your reps and that is what he found too...and he confirmed that DMT did not have historical data.... Thanks for the response...TRAN.X works perfect
IQFeed Datafeed Wish List »
Dow Transportation Average Historical Data Feb 7, 2007 12:18 PM
(Total replies: 2)
Please provide historical data for this basic and important index. Thanks.
Data and Content Support »
Rollover in E-mini contracts Sep 8, 2006 11:12 AM
(Total replies: 23)
Still can't get any response from IB concerning this issue. Thanks again for your responses. It feels like it is a IB issue, as it usually is. Could you confirm that you have not changed the way you calculate the intraday accumulated data for CME products? You pointed out that your numbers match the traditional reporting calcs of Reuters and CQG, but it wasn't clear if there had been a change or not. I guess the reporting of the spread volume is essentially "wash", simply because it is movement in the same issue...but I can't help but thinking with these huge numbers, and the huge arbitrage effect now, this data might be of value in the understanding of the movement of the issues.... I'm assured by your timely responses and appreciate your conforming to standard feeds and practices. Now if I could feel the same about my broker IB...lol. Thanks again for any help in understanding this issue.
Data and Content Support »
Rollover in E-mini contracts Sep 7, 2006 02:48 PM
(Total replies: 23)
thanks marketdataservices....I was drafting my last response as you posted yours. I do not spread trade and am not familiar with that type of position trading and its strategies... Because the spread trading volume is obviously becoming very large, especially at contract rollover time...you might well consider including it in your volume totals...it materially affects the trading and charting of the issues involved obviously more so at rollover. Having such a potentially large block of trade activity not included in the data is a concern strategically, and in my case practically due to the charting problems involved. Possibly due to its evolution in magnitude, it now needs to be considered as a more critical component in the accumulated volume. Possibly Reuters or other services aren't particularly focused on the critical aspects of the data specifically needed and utilized by futures traders for TRADING. Thanks for any consideration.
Data and Content Support »
Rollover in E-mini contracts Sep 7, 2006 02:25 PM
(Total replies: 23)
It might be important to note that ALL the globex contracts accumulted volume data are off to pretty much the same percentage of total volume... the CBOT YM contract is seems to be pretty close to the CBOT numbers... CBOT delayed data shows @YMZ6 approx vol to be 74413 as of 15:00ET IQ backfill data shows 77660 as of 15:11ET Again, I have not noted this behavior in the past...except to some degree during rollover problems...never to this degree in my memory. Thanks for any further help, clarification and response.
Data and Content Support »
Rollover in E-mini contracts Sep 7, 2006 01:56 PM
(Total replies: 23)
Tim Thanks. I am not clear on the response. There is a huge discrepancy today that is not a usual occurance. I've actually never experienced such a large discrepency in all the time I have used your data. As I understand it, accumulated volume as calculated by individual data providers from the data received from the exchange during the day...this is what I am talking about ...not the settled data at end of day. IB's accumulated volume matches CME's current approximate volume and has all day. Your accumulated volume is off on the magnitude of 20%. Could you please invesitigate it further, I am not confident with the explaination given, as it implies this is a daily/normal occurance, which in my experience it is definitely not. At 14:52 ET : IQ returned @ESZ6 vol at 700,184 IB returned 957,108 CME returned returned approx. 888,000 as of 14:30ET http://www.cme.com/dta/del/delayed_quote.html?ProductSymbol=ES&ProductFoiType=FUT&ProductVenue=G&ProductType=idx This differential has been apparent all day.
Data and Content Support »
Rollover in E-mini contracts Sep 7, 2006 12:22 PM
(Total replies: 23)
JAY, I'm using QT for charts. The futures contracts data, (a specific example:@ESZ6/@ESU6) is returning what appears to be bad numbers for the accumulated volume. It is way off from the estimated numbers from CME and from my broker IB. This is causing charting issues with QT. This has NOT occured to this degree before. Was the problem you mentioned above the reason? Could you explain further? If not what is the issue? When will the data be corrected? On another note....people are talking about the continuous contract data...is this data now available for use?
IQFeed Datafeed Wish List »
Advanced Declined Indicators...NEED USABLE TOTAL Apr 21, 2006 11:46 AM
(Total replies: 7)
jstar..don't know what I was thinking ...there is net a/d JINT.Z JINQ.Z
IQFeed Datafeed Wish List »
Advanced Declined Indicators...NEED USABLE TOTAL Apr 18, 2006 09:56 AM
(Total replies: 7)
Great Jay, thanks. What about a/d net? advancers-decliners? Where those implmented too?
IQFeed Datafeed Wish List »
Advanced Declined Indicators...NEED USABLE TOTAL Feb 9, 2006 12:31 PM
(Total replies: 7)
Near two years ago, before this forum, I requested a better/valid "A/D Line". I was promised this was being looked at. There has been no change. The current "totals" eg IIQT.Z, IINT.Z are pretty irrelevant, simply portraying the number of advancing+declining+unchanged issues. Really of no use without computation on our end. Could you implement a relevant "A/D line"? Such as advancing - declining? Or a ratio, a/d? I also suggested an advancing-declining VOLUME(VINA.Z -VIND.Z, VIQA.Z-VINd.Z, etc.)....this would be useful for each exchange independently. ALSO I have found a "combo" of NYSE NAS and AMEX adv-dec volume is a VERY valuable "total market" indicator. These are very basic indicators that should be available imo. It almost seems like an error the way the a/d issues totals are implmented. Thank you for any consideration for implementation and response.
Data and Content Support »
Specific Tick Backfill Availablity Sep 8, 2005 03:21 PM
(Total replies: 1)
I contacted IQ tech support by phone and we were unable to determine what exactly "8 days" means. Is it 8 calendar days of data or 8 market days...all assumed it was 8 market days, but as of today we are only getting data back to 9/1 which is 5 market days.... if in fact is 8 "calendar days", that seems an odd choice, as it could drastically affect the actual number of days charted depending on holidays etc.... It was suggested there could possibly be other explainations.... Any clarification appreciated.
Data and Content Support »
Cannot Log In To Account Sep 8, 2005 01:33 AM
(Total replies: 11)
I'm also unable to connect...using IQconnect software... I get "Failure retrieving login information" NEVER had this particular issue before...three years now. DTN/IQ you guys need to get someone available overnight...the markets anf your customers don't keep "regular business hours".... This is already costing me money. |
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