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Viewing User Profile for: midknight
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Joined: Oct 16, 2006 07:36 AM
Last Post: May 13, 2008 11:45 PM
Last Visit: May 13, 2008 11:47 PM
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Post Statistics
midknight has contributed to 165 posts out of 20690 total posts (0.80%) in 5,834 days (0.03 posts per day).

20 Most recent posts:
Data and Content Support » nikkei May 13, 2008 11:45 PM (Total replies: 4)

Hi lbfvt,

Unfortunately...the Nikkei contracts available through DTN are the worst ones. You want the Osaka contracts. Either the mini or the full size. These are not available through DTN. Completely forget about the CME contract. The best you can do through DTN is use the SGX contract. Not a good choice I think, but is the best you can hope for with DTN.

With kind regards,
MK
Edited by midknight on May 13, 2008 at 11:46 PM

Data and Content Support » Korean Stock Exchange / KOSPI? May 13, 2008 11:40 PM (Total replies: 2)

Hi shortorlong,

It has been my experience as a previous DTN user that DTN is not interested in offering any Asian markets other than what is available from the SGX. Your only low cost alternative is 'that other' provider that starts with 'e'.

My best regards,
MK
Edited by midknight on May 13, 2008 at 11:40 PM

Data and Content Support » Eurex Symbols Missing? Nov 7, 2007 05:03 PM (Total replies: 3)

Hi Steve,

Yes that is what I was inquiring about. Why not the single stock futures? After all, it is Eurex data and some of them do trade. The Volatility indexes do zero volume. Not sure how you guys decide what to carry and what not to. Volatility = zero volume, SSF = some volume in some instruments.

Best regards,
MK

Data and Content Support » Eurex Symbols Missing? Nov 5, 2007 05:18 PM (Total replies: 3)

Why aren't all the EUREX symbols offered? There are hundreds of missing symbols when compared against those offered at www.eurexchange.com

My best regards,
MK

Data and Content Support » Login Failure Nov 3, 2007 10:01 PM (Total replies: 6)

Thanks Mike, no problem. Lazy sunday here anyhow, but this inconvience did mean I could not procrastinate some chores

Data and Content Support » 0.00 daily data on SW# Nov 3, 2007 09:15 PM (Total replies: 2)

Quick update: It's possible that some of them are due to holidays that I haven't applied. I say this because a couple of them had the same closing price, but some did not. Weird.

MK

Data and Content Support » 0.00 daily data on SW# Nov 3, 2007 09:11 PM (Total replies: 2)

I just requested daily data for SW#, over the year of 2007 there appears to be 4 instances of 0.00 bars. Please let me know when this has been cleaned up across the entire dataset and I'll request the full history. For now, I've removed them manually for the current year.

Best regards,
MK

Data and Content Support » Symbol lookup on website broken Nov 3, 2007 07:52 PM (Total replies: 2)

Oops, sorry misnaming the problem. Yes, the guide is what I meant. Click on an exchange and it gave no content.

Data and Content Support » Login Failure Nov 3, 2007 05:58 PM (Total replies: 6)

First the company website, now I'm unable to login. IQFeed client is telling me: "Failure retrieving login information"

Looks like some sort of less localized problem.

Best regards,
MK

Data and Content Support » Symbol lookup on website broken Nov 3, 2007 05:30 PM (Total replies: 2)

Hello,

Not sure how else to let you guys know this so I'm posting it here. The symbol lookup on the dtniq.com website appears blank for any exchange I click on.

Best regards,
MK


A fantastic post by the initial poster. I agree wholeheartedly. I've been having problems with Barclays and Tullets every now and then and have made the same pleas to DTN management.

I know the original poster wants data from an ECN model (which is great!), but one might want to consider Oanda as well. I know they offer data for a fee. Perhaps their quotes are directly relayed from their providing banks, thus making their own aggregated feed? I don't know for certain. Just an idea. I would strongly welcome a quality feed.

Best regards,
MK

Data and Content Support » Barclays BNZDUSD Daily Data Spike Oct 9, 2007 02:22 AM (Total replies: 5)

Thank you Sarah.

Best regards,
MK

Data and Content Support » Barclays BNZDUSD Daily Data Spike Oct 7, 2007 09:25 PM (Total replies: 5)

I assume because of that large error on fridays close, BNZDUSD is currently quoting a net change of -0.5814 -- that's 58 cents, or said another way.... 5,800 ticks.

Best regards,
MK

Data and Content Support » Barclays BNZDUSD Daily Data Spike Oct 6, 2007 03:04 AM (Total replies: 5)

Hi,

I'm showing a large closing value error for Fridays' daily bar on BNZDUSD.

Best regards,
MK

Data and Content Support » Tullet data frozen? Oct 5, 2007 07:56 AM (Total replies: 4)

Good morning Stan,

Thank you.

MK

Data and Content Support » Tullet data frozen? Oct 5, 2007 07:46 AM (Total replies: 4)

Hello,

My Tullet symbols have become frozen. Very different quotes from Barclays and Oanda. They are not updating at all. TGBPUSD, and TEURJPY --- maybe others. These are the only ones I'm looking at.

Best regards,
MK

Data and Content Support » Barclays data quoting 0.0000 Sep 6, 2007 10:27 PM (Total replies: 9)

Data is a "dirty" business, I like it Jay.

Yes, finding a quality feed is the best solution to find. Until then though, I can filter the data to not receive 0.0000 quotes from the live feed I think. I'll look into that this weekend.

Best regards,
MK

Data and Content Support » Barclays data quoting 0.0000 Sep 6, 2007 06:15 PM (Total replies: 9)

I cleaned out my BUSDCAD minute cache before starting up this morning and requested a full historical data backfill for the weeks data. Low and behold, the 0.0000 data point was not there. My sincere apologies DTN for ranting about it without checking neoticker first. Neoticker does indeed store the data it is given, as those 0.0000 quotes must have been received by it somehow, however when I requested that it overwrite the previously collected data it wasn't doing that. I suspect this could be a problem with the RAM cache vs. the disk cache. Not sure, I'll contact them on this point later today. I just wanted to express my apologies for venting frustrations here.

Best regards,
MK

Data and Content Support » Barclays data quoting 0.0000 Sep 5, 2007 11:09 PM (Total replies: 9)

It's possible this could be a neoticker issue then if you cannot see it on your end. I won't be able to try it again until tomorrow when I restart the computers before starting my session. I'll purge my intraday cache on BUSDCAD prior to starting neoticker.

Frustrating to debug for me. The first assumption I make is neoticker stores the data it is given, thus I always assume data problems are the fault of data vendor. My sincere apologies to DTN if this turns out to not be the case.

If this turns out to be a neoticker problem then it means a simple restart might have fixed my problem when it first occurred. It also means I wasted a perfectly good evening of trading :(

Thanks for the comments stargrazer, I'll try this tomorrow if the problem persists.

Data and Content Support » DTN Reliability Sep 5, 2007 10:59 PM (Total replies: 8)

Thanks for the post Jay.

For the record, no, I do not find #2 the best overall option. This barclays feed has stopped for several hours several times since recently subscribing to forex data. There is no historical data available for those holes.

The best option is #3, find a better FOREX feed. Of course, do the research, it would be worth contacting Oanda as one of your options though. They do deliver data and offer a ton of pairs. More then Tullet and Barclays do.


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