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jean has contributed to 29 posts out of 20642 total posts
(0.14%) in 6,553 days (0.00 posts per day).
20 Most recent posts:
Tim, I'm not sure but I get the feeling that this request for a "snap" quote is something similar to how vendors like esignal provide their data--in segmented packetssnaps rather than an uninterupted flow of raw data--tick by tick. Correct me if I'm wrong?
If this is the case, and I can see where it would benefit developers & DTN servers alike for ease of pushing data, it should however be limited to EOD data & information. If you start to change time critical data such as Time & Sales & Volume then you are making a fundamental change to how DTN provides data, and if I am informed correctly it would be a mistake.
Can you comment please?
The issue was with both streaming and historical. I noticed it around 15:50 but I'm nolonger able to verify the streaming data since all markets are closed.
Also, I experienced the same issue with historical data on a few occasions over the past few weeks.
Is there a problem with the Data feed?
I am not able to download any data (futures or equities) through DTNiq or other applications.
Please confirm as soon as possible.
My T&S data for the ESM5 are currently lagging...please confirm if there is a problem
Just thought I'd add some thoughts here--hopefully you are still following this thread!
Market breath data for the SP 500 ; SP 100 (OEX) ; Russell ; and other major markets:
Net advancing/declining volume
Net advancing/declining issues
Rate of change of this and similar data
The ability to compile similar market stats on options from the exchanges and on individual contracts.
Statistics for individual futures contracts; for example:
The number of trades at the ask vs bid -- with the ability to start and stop the time period of data collection/display. This should also have the ability to filter out specific lot sizes or a defined range. Basically, a pressure guage which could be started at will at various support/resistance levels.
Statistics on the depth of market data for futures contracts--quick calculation of resting orders on each side. If possible, an analysis of comparison of how frequently this data is changing....
Compile stats on selected (intra-day) time frames over a longer period of time: e.g. Volume and range data (Average, statistical high, statistical low, etc) for a specified 30 minute period (e.g. 14:30 to 15:00) for the past 20 trading days.
It would also be great if you could add similar data for the S&P 500 and the S&P 100 (OEX).
This would be a great help and welcomed addition.
Does DTN had a date/time stamp standard for publishing data from international markets?
Is all market data recorded as per the local time of the physical market?
Specifically, in the case of the Nikkei; would daily data as presented in the DTN charts for March 23 (EST) in fact be the trading day of March 24 in Japan?
That's great Jay. Glade to hear you guys are on top of things.
I appreciate all your efforts. Thanks.
Thanks for the confirmation Tradinoncoffee.
I have suspected this must have been happening to others, but I posted before about a similar problem and received no reply neither from DTN nor other users!
It's very annoying and as you said happens when we are most dependant on accurate data--in a fast market.
Let's hope someone will now take action.
Is there a problem with the data feed? My real-tiem ESM5 data feed is lagging the market. I noticed it just at the Fed announcement.
I have noticed this before, especially when we have a fast moving market--you may want to investigate. I would be interested in your findings.......
That's great Jay! I believe it will be a great addition.
I'm more than willing to help; Just let me know.
I would like to suggest the inclusion of some very useful analysis tools in the new DTN software.
Market Profile: The standard MP representation of TPOs at each price level with the inclusion of a corresponding volume profile. Provide the ability to split the profile into its lowest level (30 minutes periods), and to compile larger profiles of multiple days/months.
Order flow monitor: Based on order flow data (time, price, volume per tick), provide the ability to monitor volume at the Bid & Volume at the Ask, with options to calculate the percentage & actual number of overall volume for the day as well as the separate option to start & stop such calculations at specified price and time levels. This volume could be filtered by lot size as per user specification e.g. 1-10 lots and >50lots. The ability to launch multiples of such screens would be a big plus.
Statistics/Math presentation & calculation: Ability to draw real-time charts & maps (e.g. sine waves, heat maps, scatter graphs), & to perform other statistical & mathematical calculations directly on the Time & Sales data.
Replay: The ability to record chart & order flow data throughout the day, with the function of replaying it at a later date.
I think the key would be to enable a large degree of flexibility in these tools. In particular the ability to make specific calculations at a user defined time period and price levels.
If you wish, I would be happy to elaborate further on any of these suggestions.
I am looking for volume stats for CBOE options and came across the following symbols:
VCCA.Z "CBOE Calls Volume Up" ; and
DCCA.Z "CBOE Calls $ Vol Up"
Both have different values.
Could you explain the difference in this information?
Also, where can I see All available DTN and Market generated statistics?
I have tried using your symbol lookup and web page but unless you know exactly what you are looking for this wasn't very helpful.
Do you intend to make such data more accessible?
the tick data for S&P emini march contract is running slow. for past 20 minutes.
Is there a problem?
I have been tracking the adv/dec issues for CBOE options (DCCA.Z)
Today it suddently went from 1055 to 6657906--which is very unusual! And it is still displaying these high numbers. Is this data correct ? it seems like an error.
Can you confirm?
I'm trying to collect real-time data on S&P Futures Options. Basically I want to have an overview of the volume of options traded on this futures contract. I am planning to collect the data in Excel via DDE link and perform some calculations.
What is the best way to do this?
Do I have to collect data on each option separately?
or is their on collective symbol that I could use?
I looked at the data you provide through the "Option Chains" software and found to get data on all the S&P options I had to use the symbol "SP". But if I put this into a T&S window the data I receive does not match that of the Option Chains! Even if I combine the Put Vol + Call Vol it does not equate.
Also, since you seem to use one symbol "SP" for this option chain how do I differentiate between Put volume and Call volume?
Would you confirm the volume of today's (Nov 4) DAX contract for December (XGZ4).
I downloaded the data calculated at 30min intervals.
For the first 30 minute period at 03:30 the incremental volume reads 23884 but the accumulated vol is only 8031. And it continues: at 04:00 incremental = 19444 and accumulated = 12808.
It appears to be calculating incorrectly.
I just saw the updates!
This is great. I truly appreciate your work here. I haven't come across any other data vendors who provide such a service both in terms of data quality and support.
Excellent job guys.
Whao! This is truly great.
I am more than happy to actively recommend such great service--consider it done.
Thanks Jay & Co.