papyrus
-Interested User-
Posts: 25
Joined: Sep 5, 2005
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Posted: Mar 9, 2006 01:03 PM
Msg. 1 of 21
Hi,
In real time, i currently receive the volumes multiplied by 100 and that gives me problems with graphs in bars volume.
In advance thank you for your assistance. Cordially
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 9, 2006 01:42 PM
Msg. 2 of 21
Can you alaborate on what product you are using from DTN as well as if you are using a 3rd party application to view the data or one of DTN's products? I am looking at @ER2# on DTN.IQ, and I am not seeing where the volume is multiplied by 100. Provide more information should help us identify the issue.
Thanks
Jay Froscheiser DTN - Trading Markets
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papyrus
-Interested User-
Posts: 25
Joined: Sep 5, 2005
|
Posted: Mar 9, 2006 02:09 PM
Msg. 3 of 21
I use the following products:
IQ CONNECTION MANAGER - VERSION: 4.0.0.2. HYPERSERVER LITE - VERSION: 2.1.4.354
This problem appeared this afternoon towards 17h on all the symbols which I use.
See trade record 1 tick and 5 minutes hereafter;
Trade Record 1 tick
Date Time Price Volume
9/3/2006 19:42:18 724.1 200 9/3/2006 19:42:18 724.1 100 9/3/2006 19:42:18 724.2 100 9/3/2006 19:42:18 724.2 600 9/3/2006 19:42:18 724.2 100 9/3/2006 19:42:18 724.2 100 9/3/2006 19:42:18 724.2 100 9/3/2006 19:42:19 724.1 100 9/3/2006 19:42:19 724.1 100 9/3/2006 19:42:19 724.2 200 9/3/2006 19:42:19 724.2 100 9/3/2006 19:42:19 724.2 100 9/3/2006 19:42:23 724.2 100 9/3/2006 19:42:23 724.1 900 9/3/2006 19:42:23 724.1 100 9/3/2006 19:42:23 724.1 100 9/3/2006 19:42:24 724.2 100 9/3/2006 19:42:24 724.2 100 9/3/2006 19:42:24 724 100 9/3/2006 19:42:26 724 200 9/3/2006 19:42:27 724.1 100 9/3/2006 19:42:27 724.1 200 9/3/2006 19:42:29 724.1 100 9/3/2006 19:42:30 724.1 100 9/3/2006 19:42:30 724.1 100 9/3/2006 19:42:30 724.1 100 9/3/2006 19:42:31 724.1 100 9/3/2006 19:42:32 724.1 200 9/3/2006 19:42:35 724.2 100 9/3/2006 19:42:35 724.2 300 9/3/2006 19:42:35 724.3 200 9/3/2006 19:42:35 724.3 100 9/3/2006 19:42:35 724.3 200 9/3/2006 19:42:39 724.3 100 9/3/2006 19:42:41 724.3 100 9/3/2006 19:42:42 724.3 100 9/3/2006 19:42:45 724.3 200 9/3/2006 19:42:48 724.3 500 9/3/2006 19:42:53 724.2 200 9/3/2006 19:42:53 724.2 100 9/3/2006 19:42:53 724.3 100 9/3/2006 19:42:54 724.3 300 9/3/2006 19:42:55 724.3 500 9/3/2006 19:42:56 724.2 100 9/3/2006 19:42:56 724.3 200 9/3/2006 19:42:56 724.3 200 9/3/2006 19:43:00 724.3 200 9/3/2006 19:43:00 724.3 100 9/3/2006 19:43:00 724.3 300 9/3/2006 19:43:01 724.3 100 9/3/2006 19:43:01 724.3 100 9/3/2006 19:43:01 724.3 100 9/3/2006 19:43:04 724.3 500 9/3/2006 19:43:06 724.3 100 9/3/2006 19:43:14 724.3 100 9/3/2006 19:43:14 724.3 100 9/3/2006 19:43:14 724.3 100 9/3/2006 19:43:16 724.4 100 9/3/2006 19:43:16 724.4 100 9/3/2006 19:43:16 724.3 100 9/3/2006 19:43:18 724.3 100 9/3/2006 19:43:18 724.3 100 9/3/2006 19:43:18 724.2 100 9/3/2006 19:43:19 724.3 100 9/3/2006 19:43:19 724.2 200 9/3/2006 19:43:19 724.2 400 9/3/2006 19:43:20 724.2 1100 9/3/2006 19:43:20 724.2 100 9/3/2006 19:43:20 724.1 100 9/3/2006 19:43:20 724.2 100 9/3/2006 19:43:23 724.2 200 9/3/2006 19:43:24 724.1 100 9/3/2006 19:43:25 724.1 200 9/3/2006 19:43:26 724.1 500 9/3/2006 19:43:26 724.1 100 9/3/2006 19:43:26 724 200 9/3/2006 19:43:26 724 100 9/3/2006 19:43:26 724 100 9/3/2006 19:43:26 724.1 200 9/3/2006 19:43:26 724.1 200 9/3/2006 19:43:26 724.2 100 9/3/2006 19:43:34 724.2 100 9/3/2006 19:43:37 724.1 500 9/3/2006 19:43:38 724.1 100 9/3/2006 19:43:38 724.1 200 9/3/2006 19:43:41 724.2 100 9/3/2006 19:43:41 724.2 100 9/3/2006 19:43:41 724.2 100 9/3/2006 19:43:41 724.2 500 9/3/2006 19:43:42 724.2 100 9/3/2006 19:43:42 724.2 100 9/3/2006 19:43:44 724.2 100 9/3/2006 19:43:44 724.1 200 9/3/2006 19:43:44 724.1 200 9/3/2006 19:43:45 724.2 100 9/3/2006 19:43:48 724.1 300 9/3/2006 19:43:48 724.1 400 9/3/2006 19:43:48 724.1 400 9/3/2006 19:43:48 724.1 100 9/3/2006 19:43:48 724.1 100 9/3/2006 19:43:48 724.1 100 9/3/2006 19:43:57 724.1 600 9/3/2006 19:43:57 724.1 200 9/3/2006 19:43:58 724.1 200 9/3/2006 19:43:58 724.1 100 9/3/2006 19:43:59 724.1 100 9/3/2006 19:44:00 724.1 200 9/3/2006 19:44:04 724.1 200 9/3/2006 19:44:08 724.1 100 9/3/2006 19:44:08 724.1 100 9/3/2006 19:44:08 724.1 100 9/3/2006 19:44:10 724.1 100 9/3/2006 19:44:10 724.1 100 9/3/2006 19:44:12 724 200 9/3/2006 19:44:12 724.1 100 9/3/2006 19:44:13 724.1 100 9/3/2006 19:44:19 724.1 100 9/3/2006 19:44:19 724.2 100 9/3/2006 19:44:19 724.2 600 9/3/2006 19:44:19 724.2 100 9/3/2006 19:44:19 724.2 200 9/3/2006 19:44:19 724.2 100 9/3/2006 19:44:19 724.2 1800 9/3/2006 19:44:20 724.3 100 9/3/2006 19:44:20 724.2 100 9/3/2006 19:44:22 724.2 200 9/3/2006 19:44:24 724.2 100 9/3/2006 19:44:25 724.2 600 9/3/2006 19:44:25 724.2 200 9/3/2006 19:44:25 724.2 100 9/3/2006 19:44:25 724.1 1400 9/3/2006 19:44:25 724.1 100 9/3/2006 19:44:25 724.1 400 9/3/2006 19:44:26 724.1 200 9/3/2006 19:44:26 724.1 100 9/3/2006 19:44:27 724.1 400 9/3/2006 19:44:27 724.1 200 9/3/2006 19:44:30 724.1 100 9/3/2006 19:44:31 724.1 100 9/3/2006 19:44:32 724.1 200 9/3/2006 19:44:33 724.1 100 9/3/2006 19:44:33 724.1 100 9/3/2006 19:44:36 724.1 100 9/3/2006 19:44:37 724.1 100 9/3/2006 19:44:39 724 200 9/3/2006 19:44:39 724 100 9/3/2006 19:44:44 724.1 600 9/3/2006 19:44:44 724.2 100 9/3/2006 19:44:45 724.2 100 9/3/2006 19:44:46 724.2 500 9/3/2006 19:44:46 724.2 100 9/3/2006 19:44:47 724.2 300 9/3/2006 19:44:48 724.3 100 9/3/2006 19:44:52 724.2 100 9/3/2006 19:44:54 724.2 200 9/3/2006 19:44:54 724.2 800 9/3/2006 19:44:56 724.2 100 9/3/2006 19:44:59 724.2 100 9/3/2006 19:45:00 724.3 100 9/3/2006 19:45:05 724.2 200 9/3/2006 19:45:05 724.2 100 9/3/2006 19:45:05 724.3 200 9/3/2006 19:45:06 724.3 6100 9/3/2006 19:45:07 724.4 100 9/3/2006 19:45:07 724.4 100 9/3/2006 19:45:07 724.4 200 9/3/2006 19:45:07 724.4 300 9/3/2006 19:45:07 724.4 500 9/3/2006 19:45:07 724.4 1300 9/3/2006 19:45:07 724.4 400 9/3/2006 19:45:07 724.4 500 9/3/2006 19:45:07 724.4 100 9/3/2006 19:45:08 724.4 300 9/3/2006 19:45:08 724.3 300 9/3/2006 19:45:08 724.3 300 9/3/2006 19:45:08 724.4 2700 9/3/2006 19:45:08 724.4 500 9/3/2006 19:45:08 724.4 100 9/3/2006 19:45:08 724.4 100 9/3/2006 19:45:08 724.4 1000 9/3/2006 19:45:08 724.4 600 9/3/2006 19:45:08 724.3 100 9/3/2006 19:45:08 724.4 200 9/3/2006 19:45:08 724.4 200 9/3/2006 19:45:13 724.4 100 9/3/2006 19:45:13 724.5 200 9/3/2006 19:45:13 724.4 100 9/3/2006 19:45:13 724.5 100 9/3/2006 19:45:15 724.5 700 9/3/2006 19:45:15 724.5 200 9/3/2006 19:45:15 724.5 1300 9/3/2006 19:45:15 724.6 1900 9/3/2006 19:45:15 724.6 400 9/3/2006 19:45:15 724.6 100 9/3/2006 19:45:16 724.6 1200 9/3/2006 19:45:16 724.6 200 9/3/2006 19:45:16 724.6 100 9/3/2006 19:45:16 724.6 100 9/3/2006 19:45:16 724.5 100 9/3/2006 19:45:20 724.6 500 9/3/2006 19:45:21 724.5 200 9/3/2006 19:45:26 724.6 100 9/3/2006 19:45:31 724.5 200 9/3/2006 19:45:31 724.5 600 9/3/2006 19:45:31 724.5 1500 9/3/2006 19:45:31 724.5 100 9/3/2006 19:45:31 724.4 100 9/3/2006 19:45:31 724.5 100 9/3/2006 19:45:32 724.5 100 9/3/2006 19:45:32 724.5 100 9/3/2006 19:45:33 724.5 100 9/3/2006 19:45:34 724.4 700 9/3/2006 19:45:34 724.4 100 9/3/2006 19:45:35 724.4 600 9/3/2006 19:45:36 724.4 100 9/3/2006 19:45:37 724.4 600 9/3/2006 19:45:39 724.3 100 9/3/2006 19:45:39 724.4 300 9/3/2006 19:45:40 724.3 200 9/3/2006 19:45:46 724.4 100 9/3/2006 19:45:56 724.4 100 9/3/2006 19:45:57 724.3 200 9/3/2006 19:45:59 724.3 1800 9/3/2006 19:46:01 724.3 300 9/3/2006 19:46:01 724.2 100 9/3/2006 19:46:02 724.2 400 9/3/2006 19:46:02 724.1 100 9/3/2006 19:46:02 724.1 4000 9/3/2006 19:46:02 724.1 200 9/3/2006 19:46:02 724.1 100 9/3/2006 19:46:03 724.1 100 9/3/2006 19:46:04 724.1 100 9/3/2006 19:46:04 724.2 100 9/3/2006 19:46:04 724.1 100 9/3/2006 19:46:05 724.2 200 9/3/2006 19:46:06 724.2 500 9/3/2006 19:46:06 724.2 100 9/3/2006 19:46:09 724.3 900 9/3/2006 19:46:11 724.3 600 9/3/2006 19:46:15 724.3 500 9/3/2006 19:46:17 724.3 200 9/3/2006 19:46:17 724.3 200 9/3/2006 19:46:17 724.2 1000 9/3/2006 19:46:17 724.3 200 9/3/2006 19:46:18 724.3 100 9/3/2006 19:46:18 724.3 100 9/3/2006 19:46:20 724.3 200 9/3/2006 19:46:21 724.3 100 9/3/2006 19:46:21 724.3 1200 9/3/2006 19:46:21 724.3 100 9/3/2006 19:46:24 724.3 200 9/3/2006 19:46:25 724.3 400 9/3/2006 19:46:25 724.3 100 9/3/2006 19:46:25 724.3 400 9/3/2006 19:46:25 724.3 900 9/3/2006 19:46:26 724.3 200 9/3/2006 19:46:30 724.3 100 9/3/2006 19:46:42 724.2 1000 9/3/2006 19:46:42 724.2 100 9/3/2006 19:46:47 724.2 200 9/3/2006 19:46:47 724.1 300 9/3/2006 19:46:47 724.2 200 9/3/2006 19:46:49 724.2 900 9/3/2006 19:46:53 724.1 200 9/3/2006 19:46:56 724.2 200 9/3/2006 19:46:56 724.2 200 9/3/2006 19:47:00 724.1 300 9/3/2006 19:47:00 724.1 500 9/3/2006 19:47:00 724.1 500 9/3/2006 19:47:00 724.1 100 9/3/2006 19:47:01 724.1 100 9/3/2006 19:47:04 724.1 100 9/3/2006 19:47:08 724.1 100 9/3/2006 19:47:09 724.1 200 9/3/2006 19:47:09 724.1 200 9/3/2006 19:47:14 724 600 9/3/2006 19:47:14 724 100 9/3/2006 19:47:14 724 100 9/3/2006 19:47:14 724.1 200 9/3/2006 19:47:16 724 200 9/3/2006 19:47:16 724.1 100 9/3/2006 19:47:19 724.1 100 9/3/2006 19:47:19 724 100 9/3/2006 19:47:20 724.1 200 9/3/2006 19:47:20 724 100 9/3/2006 19:47:22 724 100 9/3/2006 19:47:25 724 100 9/3/2006 19:47:26 724 100 9/3/2006 19:47:28 724 100 9/3/2006 19:47:30 724.1 100 9/3/2006 19:47:33 724 900 9/3/2006 19:47:35 723.9 100 9/3/2006 19:47:35 723.9 100 9/3/2006 19:47:35 723.9 100 9/3/2006 19:47:35 724 200 9/3/2006 19:47:36 724 100 9/3/2006 19:47:36 724 200 9/3/2006 19:47:36 724 300 9/3/2006 19:47:36 724 400 9/3/2006 19:47:36 724 200 9/3/2006 19:47:36 724 400 9/3/2006 19:47:36 724 1200 9/3/2006 19:47:36 724 100 9/3/2006 19:47:36 723.9 100 9/3/2006 19:47:36 723.9 200 9/3/2006 19:47:36 723.9 100 9/3/2006 19:47:36 723.9 100 9/3/2006 19:47:36 723.9 100 9/3/2006 19:47:38 723.9 1000 9/3/2006 19:47:38 723.9 200 9/3/2006 19:47:38 723.9 100 9/3/2006 19:47:39 723.9 200 9/3/2006 19:47:41 724 100 9/3/2006 19:47:41 724 100 9/3/2006 19:47:42 723.9 100 9/3/2006 19:47:42 723.9 200 9/3/2006 19:47:44 723.9 200 9/3/2006 19:47:44 723.9 100 9/3/2006 19:47:48 723.9 200 9/3/2006 19:47:48 724 200 9/3/2006 19:47:49 724 100 9/3/2006 19:47:49 723.9 100 9/3/2006 19:47:49 724 100 9/3/2006 19:47:49 723.9 100 9/3/2006 19:47:49 724 100 9/3/2006 19:47:49 724 100 9/3/2006 19:47:49 723.9 100 9/3/2006 19:47:50 724 300 9/3/2006 19:47:52 724 100 9/3/2006 19:47:52 723.9 100 9/3/2006 19:47:56 724 200 9/3/2006 19:47:57 724 100 9/3/2006 19:47:57 724 100 9/3/2006 19:47:57 724 1000 9/3/2006 19:47:57 724 200 9/3/2006 19:47:57 724.1 100 9/3/2006 19:47:57 724.1 100 9/3/2006 19:48:03 724.1 100 9/3/2006 19:48:03 724.1 100 9/3/2006 19:48:05 724.1 100 9/3/2006 19:48:06 724.1 100 9/3/2006 19:48:06 724.1 100 9/3/2006 19:48:10 724 200 9/3/2006 19:48:11 724 200 9/3/2006 19:48:13 724 100 9/3/2006 19:48:13 724 100 9/3/2006 19:48:15 724 200 9/3/2006 19:48:16 724 200 9/3/2006 19:48:16 724 100 9/3/2006 19:48:16 724 200 9/3/2006 19:48:21 724 300 9/3/2006 19:48:21 724 200 9/3/2006 19:48:22 724.1 100 9/3/2006 19:48:37 724 200 9/3/2006 19:48:37 724.1 200 9/3/2006 19:48:43 724 100 9/3/2006 19:48:58 724 100 9/3/2006 19:49:02 724 200 9/3/2006 19:49:20 724 100 9/3/2006 19:49:21 724 100 9/3/2006 19:49:21 724 100 9/3/2006 19:49:21 724 100 9/3/2006 19:49:21 724 100 9/3/2006 19:49:23 724 200 9/3/2006 19:49:23 724 100 9/3/2006 19:49:23 723.9 400 9/3/2006 19:49:25 724 500 9/3/2006 19:49:25 724 100 9/3/2006 19:49:25 723.9 100 9/3/2006 19:49:25 724 100 9/3/2006 19:49:28 724 100 9/3/2006 19:49:28 723.9 2100 9/3/2006 19:49:29 723.9 200 9/3/2006 19:49:31 724 300 9/3/2006 19:49:33 724 300 9/3/2006 19:49:34 724 500 9/3/2006 19:49:35 724 500 9/3/2006 19:49:39 723.9 200 9/3/2006 19:49:39 723.9 3700 9/3/2006 19:49:39 723.9 700 9/3/2006 19:49:40 723.8 100 9/3/2006 19:49:40 723.8 200 9/3/2006 19:49:40 723.8 100 9/3/2006 19:49:41 723.9 400 9/3/2006 19:49:43 723.9 100 9/3/2006 19:49:43 723.9 300 9/3/2006 19:49:44 723.9 100 9/3/2006 19:49:44 723.9 100 9/3/2006 19:49:44 724 100 9/3/2006 19:49:47 724 1200 9/3/2006 19:49:47 724 100 9/3/2006 19:49:47 724 100 9/3/2006 19:49:47 724 100 9/3/2006 19:49:47 724 100 9/3/2006 19:49:47 724 200 9/3/2006 19:49:47 724 400 9/3/2006 19:49:47 724 100 9/3/2006 19:49:47 724 100 9/3/2006 19:49:47 723.9 100 9/3/2006 19:49:52 724 100 9/3/2006 19:49:53 724 100 9/3/2006 19:49:53 724 100 9/3/2006 19:49:56 724 200 9/3/2006 19:49:58 724 100 9/3/2006 19:50:06 724 100 9/3/2006 19:50:09 724.1 200 9/3/2006 19:50:11 724.1 1800 9/3/2006 19:50:12 724.1 300 9/3/2006 19:50:12 724.1 100 9/3/2006 19:50:12 724.1 100 9/3/2006 19:50:19 724.1 300 9/3/2006 19:50:22 724.1 200 9/3/2006 19:50:22 724.2 500 9/3/2006 19:50:22 724.2 400 9/3/2006 19:50:22 724.2 300 9/3/2006 19:50:22 724.2 200 9/3/2006 19:50:22 724.2 200 9/3/2006 19:50:23 724.2 200 9/3/2006 19:50:24 724.2 200 9/3/2006 19:50:25 724.2 200 9/3/2006 19:50:34 724.1 1500 9/3/2006 19:50:35 724.2 100 9/3/2006 19:50:38 724 500 9/3/2006 19:50:38 724 200 9/3/2006 19:50:38 724 700 9/3/2006 19:50:38 723.9 300 9/3/2006 19:50:38 724 100 9/3/2006 19:50:41 724.1 100 9/3/2006 19:50:42 724 600 9/3/2006 19:50:42 724 200 9/3/2006 19:50:42 724 300 9/3/2006 19:50:42 724 100 9/3/2006 19:50:50 724 200 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726.1 300 9/3/2006 20:05:05 726.2 100 9/3/2006 20:05:05 726.1 200 9/3/2006 20:05:06 726.1 100 9/3/2006 20:05:08 726.1 900 9/3/2006 20:05:09 726.1 200 9/3/2006 20:05:10 726 400 9/3/2006 20:05:10 726 100 9/3/2006 20:05:12 726 100 9/3/2006 20:05:12 726.1 500 9/3/2006 20:05:12 726.1 100 9/3/2006 20:05:16 726 300 9/3/2006 20:05:16 726.1 500 9/3/2006 20:05:16 726 300 9/3/2006 20:05:17 726 100 9/3/2006 20:05:20 726 100 9/3/2006 20:05:23 726 100 9/3/2006 20:05:23 726 100 9/3/2006 20:05:24 726 200 9/3/2006 20:05:25 726.1 2500 9/3/2006 20:05:25 726.1 100 9/3/2006 20:05:27 726.1 500 9/3/2006 20:05:28 726.1 300 9/3/2006 20:05:28 726.1 100 9/3/2006 20:05:28 726.1 100 9/3/2006 20:05:30 726.1 100 9/3/2006 20:05:31 726.1 100 9/3/2006 20:05:34 726.1 200 9/3/2006 20:05:36 726.1 500 9/3/2006 20:05:37 726.1 100 9/3/2006 20:05:43 726.1 200 9/3/2006 20:05:43 726.1 100 9/3/2006 20:05:43 726.1 100 9/3/2006 20:05:44 726 200 9/3/2006 20:05:44 726.1 700 9/3/2006 20:05:44 726.1 100 9/3/2006 20:05:44 726.2 200 9/3/2006 20:05:45 726.1 100 9/3/2006 20:05:45 726.2 900 9/3/2006 20:05:46 726.2 700 9/3/2006 20:05:46 726.2 200 9/3/2006 20:05:46 726.2 500 9/3/2006 20:05:46 726.2 100 9/3/2006 20:05:46 726.2 300 9/3/2006 20:05:47 726.2 200 9/3/2006 20:05:47 726.2 100 9/3/2006 20:05:47 726.2 200 9/3/2006 20:05:47 726.2 100 9/3/2006 20:05:50 726.2 100 9/3/2006 20:05:50 726.2 100 9/3/2006 20:06:03 726.2 200 9/3/2006 20:06:06 726.2 100 9/3/2006 20:06:06 726.2 100 9/3/2006 20:06:06 726.2 1000 9/3/2006 20:06:07 726.2 100 9/3/2006 20:06:07 726.3 700 9/3/2006 20:06:07 726.3 200 9/3/2006 20:06:07 726.3 400 9/3/2006 20:06:07 726.3 100 9/3/2006 20:06:07 726.2 100 9/3/2006 20:06:08 726.2 100 9/3/2006 20:06:11 726.3 200 9/3/2006 20:06:11 726.2 100 9/3/2006 20:06:12 726.3 100 9/3/2006 20:06:18 726.3 200 9/3/2006 20:06:22 726.2 500 9/3/2006 20:06:22 726.2 200 9/3/2006 20:06:25 726.2 100 9/3/2006 20:06:26 726.2 1000 9/3/2006 20:06:26 726.2 100 9/3/2006 20:06:26 726.2 600 9/3/2006 20:06:27 726.2 100 9/3/2006 20:06:27 726.2 100 9/3/2006 20:06:27 726.2 100 9/3/2006 20:06:28 726.2 100 9/3/2006 20:06:28 726.2 200 9/3/2006 20:06:28 726.2 100 9/3/2006 20:06:28 726.2 200 9/3/2006 20:06:28 726.2 100 9/3/2006 20:06:30 726.2 300 9/3/2006 20:06:36 726.2 100 9/3/2006 20:06:36 726.1 1000 9/3/2006 20:06:36 726.1 200 9/3/2006 20:06:36 726.1 100 9/3/2006 20:06:36 726.2 100 9/3/2006 20:06:38 726.1 100 9/3/2006 20:06:40 726.1 100 9/3/2006 20:06:41 726.1 400 9/3/2006 20:06:41 726.1 100 9/3/2006 20:06:43 726.2 100 9/3/2006 20:06:43 726.2 300 9/3/2006 20:06:43 726.2 200 9/3/2006 20:06:43 726.2 500 9/3/2006 20:06:43 726.1 300 9/3/2006 20:06:44 726.1 100 9/3/2006 20:06:44 726.2 100 9/3/2006 20:06:44 726.2 100 9/3/2006 20:06:44 726.2 200 9/3/2006 20:06:47 726.2 100 9/3/2006 20:06:47 726.2 100 9/3/2006 20:06:57 726.2 1000 9/3/2006 20:06:57 726.2 300 9/3/2006 20:06:57 726.2 200 9/3/2006 20:06:57 726.2 100 9/3/2006 20:06:57 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 300 9/3/2006 20:07:01 726.3 300 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 300 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:01 726.3 100 9/3/2006 20:07:02 726.3 100 9/3/2006 20:07:02 726.3 100 9/3/2006 20:07:02 726.3 100 9/3/2006 20:07:02 726.3 300 9/3/2006 20:07:02 726.3 200 9/3/2006 20:07:03 726.3 100 9/3/2006 20:07:03 726.2 100 9/3/2006 20:07:03 726.3 100 9/3/2006 20:07:03 726.4 100 9/3/2006 20:07:03 726.4 100 9/3/2006 20:07:03 726.4 100 9/3/2006 20:07:03 726.4 200 9/3/2006 20:07:03 726.4 200 9/3/2006 20:07:03 726.4 500 9/3/2006 20:07:04 726.3 100 9/3/2006 20:07:05 726.3 200 9/3/2006 20:07:08 726.3 300 9/3/2006 20:07:09 726.3 100 9/3/2006 20:07:09 726.4 100 9/3/2006 20:07:11 726.4 100 9/3/2006 20:07:13 726.4 3000 9/3/2006 20:07:13 726.4 100 9/3/2006 20:07:13 726.4 100 9/3/2006 20:07:13 726.5 600 9/3/2006 20:07:13 726.5 2000 9/3/2006 20:07:13 726.5 100 9/3/2006 20:07:13 726.5 100 9/3/2006 20:07:13 726.5 100 9/3/2006 20:07:13 726.5 100 9/3/2006 20:07:13 726.5 200 9/3/2006 20:07:13 726.4 100 9/3/2006 20:07:13 726.4 200 9/3/2006 20:07:13 726.4 100 9/3/2006 20:07:13 726.5 200 9/3/2006 20:07:13 726.4 200 9/3/2006 20:07:13 726.5 100 9/3/2006 20:07:13 726.5 1600 9/3/2006 20:07:13 726.5 200 9/3/2006 20:07:15 726.5 200 9/3/2006 20:07:16 726.5 100 9/3/2006 20:07:16 726.5 100 9/3/2006 20:07:17 726.5 100 9/3/2006 20:07:17 726.4 500 9/3/2006 20:07:17 726.4 100 9/3/2006 20:07:17
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papyrus
-Interested User-
Posts: 25
Joined: Sep 5, 2005
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Posted: Mar 9, 2006 02:11 PM
Msg. 4 of 21
Trade Record 5 minutes:
9/3/2006 20:05:00 724.3 726.3 724.1 726 169900 88900 0 258800 467 331 0 798 9/3/2006 20:10:00 726 726.5 726 726.4 45300 32600 0 77900 164 143 0 307 9/3/2006 20:15:00 726.4 726.7 726.3 726.4 37400 38800 0 76200 143 139 0 282 9/3/2006 20:20:00 726.4 726.6 726 726.4 20000 47500 0 67500 85 164 0 249 9/3/2006 20:25:00 726.4 726.5 726.1 726.2 21100 19100 0 40200 90 68 0 158 9/3/2006 20:30:00 726.3 726.6 726.2 726.5 31300 13500 0 44800 122 64 0 186 9/3/2006 20:35:00 726.6 726.9 726.3 726.4 45800 31800 0 77600 187 124 0 311 9/3/2006 20:40:00 726.4 726.5 725.8 725.8 28700 51600 0 80300 99 210 0 309 9/3/2006 20:45:00 725.9 725.9 725.2 725.3 43300 66500 0 109800 169 280 0 449 9/3/2006 20:50:00 725.3 725.6 725 725.2 55400 50300 0 105700 180 172 0 352 9/3/2006 20:55:00 725.2 725.5 724.8 725.2 47700 46400 0 94100 157 160 0 317 9/3/2006 21:00:00 725.2 725.3 724.4 724.6 45100 63200 0 108300 170 203 0 373 9/3/2006 21:05:00 724.7 724.8 724.5 724.7 11800 9900 0 21700 60 44 0 104
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papyrus
-Interested User-
Posts: 25
Joined: Sep 5, 2005
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Posted: Mar 9, 2006 02:18 PM
Msg. 5 of 21
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 9, 2006 02:45 PM
Msg. 6 of 21
Can you try to install the latest version of IQFeed from www.iqfeed.net and see if that resolves the issue. This was a problem on earlier versions, and we aren't seeing it with machines internally that have upgrade (while it is still being seen on machines running the earlier version).
Please let us know if that takes care of it or not!
Jay Froscheiser DTN - Trading Markets
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papyrus
-Interested User-
Posts: 25
Joined: Sep 5, 2005
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Posted: Mar 9, 2006 03:08 PM
Msg. 7 of 21
Thank you for your assistance, all is ok now
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dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004
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Posted: Mar 9, 2006 11:34 PM
Msg. 8 of 21
Jay,
It is NOT all okay now.
We saw this problem on both the NYSE and NASDAQ. The problem started at just after 10:30am EST on both markets. We have two machines running (one for each market) and they are running IQFeed client v4.0.0.2
The day volume and previous day volume are both multiplied by 100. This was enough for our automated trading system to trigger BUY requests. Fortunately, we had spent all of our money and couldn't process the buys.
The volumes then switched back to correct values at 11:14am. The times I've given you are approximate only and do not apply to all shares. (eg IBM went stupid at 10:40:04, recovered at 11:14:07).
We are now attempting to patch our code to circumvent the problem.
Dennis
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dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004
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Posted: Mar 10, 2006 01:38 AM
Msg. 9 of 21
Further to Dennis's last message, we have now fully analysed yesterday's information and have some authoritative figures for you (and any other readers of this forum).
We subsribe to 1300 symbols on each of two DTN/IQ feeds, for the Nasdaq and NYSE markets. Of the 3313752 NYSE ticks we received yesterday, we encountered 387242 with corrupt volume data. This is over 10% of all data sent to us on the day, representing a new low in quality for an already troubled service.
The code we have written to patch data and software problems unique to DTN/IQ is now in more than its 50th generation and represents weeks, if not months of effort on our behalf.
Neil Brennan (Dennis's developer)
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 10, 2006 07:45 AM
Msg. 10 of 21
Neil and Dennis,
The problems you saw yesterday aren't related to the issue in this thread. Your issue is related to the fact that we had a developer who created a denial of service attack on our system and caused many of our servers to overload. We had to put an emergency fix on the servers to ensure it doesn't happen again. While the attack was happening, volume data was dropped. We then corrected the problem and forced out a refresh of the volume information to correct it.
Jay Froscheiser DTN - Trading Markets
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dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004
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Posted: Mar 10, 2006 07:53 AM
Msg. 11 of 21
Jay,
I'm can't see why you believe our problem is related to the DoS attack rather than this issue. We received volume data with every tick throughout the day, the volume was simply out by a factor of 100. This correlates exactly with the issue in this thread and doesn't correlate at all with your description of the response to the DoS problem.
Dennis
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marketdelta
-Interested User-
Posts: 2
Joined: Mar 10, 2006
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Posted: Mar 10, 2006 08:11 AM
Msg. 12 of 21
MarketDelta is a 3rd party application that uses IQFeed data to analyze price and volume data and I have gotten calls from my customers beginning yesterday afternoon about the volume being multiplied by 100. This was the case up until just about 10 minutes ago and now all the data is coming through as expected. I will continue testing and let this forum know if anything changes. I am using IQFeed version 4.1.1.1. Trevor Harnett support@marketdelta.com www.marketdelta.com 1.312.602.2779
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 10, 2006 08:24 AM
Msg. 13 of 21
Dennis,
The reason I thought it was related to the Dos, was because upgrading to 4.1.1.1 resolved the volume issue internally for a couple users and for Papyrus. However, that doesn't appear to be the case now (seeing your info and marketdelta). I am digging further into it to see what could be causing the issue. I assume you are also running the latest version of IQFeed?
Jay Froscheiser DTN - Trading Markets
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 10, 2006 08:28 AM
Msg. 14 of 21
Trevor,
did you log out and back in to correct the problem, or did it fix itself while logged in continuously?
Is anyone seeing this issue right now? If so, please let me know what version of IQFeed you are running as well as which server your are connected to. Also post a couple symbols and the volume you are seeing.
thanks
Jay Froscheiser DTN - Trading Markets
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dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004
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Posted: Mar 10, 2006 08:28 AM
Msg. 15 of 21
Jay, As stated in my earlier post, we are running 4.0.0.2 on both of our machines (one is w2k the other winXP). It's too late for me to upgrade for today's trading.
Dennis
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marketdelta
-Interested User-
Posts: 2
Joined: Mar 10, 2006
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Posted: Mar 10, 2006 08:34 AM
Msg. 16 of 21
I was running an older version and upgraded to 4.1.1.1, rebooted and logged back in and am NOT experiencing the problem any more. That seems to have worked for me. Kind Regards, Trevor Harnett support@marketdelta.com www.marketdelta.com 1.312.602.2779
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dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004
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Posted: Mar 10, 2006 08:35 AM
Msg. 17 of 21
Jay, The problem corrected itself without restarting.
Dennis
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 10, 2006 08:36 AM
Msg. 18 of 21
We are looking into the problem. Upgrading to 4.1.1.1 fixes the problem, but we are trying to track down why users on older versions of IQFeed are seeing incorrect precision.
Jay Froscheiser DTN - Trading Markets
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 10, 2006 04:16 PM
Msg. 19 of 21
We have just released a server patch that should resolve the issue with volumes being multiplied by 100 on some symbols. This will correct the issue on the current version of IQFeed (4.1.1.1) as well as older versions. However, we highly recommend that all users upgrade to the latest IQFeed as soon as possible. We will be releasing upgrades to the servers to add new features and functionality. These upgrades will break older versions of IQFeed.
Jay Froscheiser DTN - Trading Markets
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dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004
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Posted: Mar 12, 2006 10:22 PM
Msg. 20 of 21
Jay,
Is the problem definitely patched for users with a 4.0.0.2 client? We are loathe to upgrade our client unless absolutely necessary as we don't want to swap a set of known bugs/behavior that we can deal with for a potential set of unknown bugs/behavior. This is just good practise (if it works, don't fix it).
Dennis
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 12, 2006 10:27 PM
Msg. 21 of 21
The problem should be resolved for all user, including version 4.0.0.2. However, as my previous post states, you should be testing the new version with your code. We will be releasing a new version of the servers that will cause problems for older versions of IQFeed clients. I don't expect the new servers to be ready in the next couple weeks, so you have at least that much time to test the new IQFeed.
Jay Froscheiser DTN - Trading Markets
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