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)




"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"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
"Everything is working great with the API. I love it." - Comment from Calvin
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
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
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »tick id in tcp/ip historical and live data
Author Topic: tick id in tcp/ip historical and live data (6 messages, Page 1 of 1)

andrzejs
-Interested User-
Posts: 23
Joined: May 27, 2004


Posted: Apr 17, 2006 03:28 PM          Msg. 1 of 6
When I request historical tick data via tcp/ip I don't receive a valid value for the tick id:

iqfeed.write_synchronous: [write, L="HX,CSCO,10;"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,399232,33242707,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8500,3549,32843475,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8500,2758,32839926,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,2758,32837168,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,100,32834410,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,1451,32834310,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,1791,32832859,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,5000,32831068,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,100,32826068,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,2758,32825968,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L=""]
iqfeed.read_synchronous: [read, L="!ENDMSG!"]

Also, there's no bid/ask size sent either. Is this a known issue?

When I receive live quote updates (Q message) I also don't receive a tick id (it's blank, not 0), but bid/ask sizes are sent. Is this a known issue?

I've searched for topics related to 'tick' but found nothing relevant.

Thanks

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Apr 17, 2006 04:07 PM          Msg. 2 of 6
TickID is not being sent yet for either Historical or Level1 data.

Ask Size and Bid Size are not being sent yet for historical data.

andrzejs
-Interested User-
Posts: 23
Joined: May 27, 2004


Posted: Apr 17, 2006 08:51 PM          Msg. 3 of 6
When are the tick id and ask/bid sizes scheduled to be sent?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Apr 18, 2006 08:16 AM          Msg. 4 of 6
TickID in quote data should start being sent with our next major server release (not the next IQFeed release).

With the historical data fields, we are not as certain to when they will be start being populated.

dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004


Posted: Apr 24, 2006 08:14 PM          Msg. 5 of 6
Steve,
Do you know roughly when the next major server release is expected?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Apr 24, 2006 11:16 PM          Msg. 6 of 6
I wouldn't expect the major server release to be available in the next month. Due to the server changes and compatibility with the IQFeed client, we first need to ensure all IQFeed/DTN.IQ users are on the 4.1 version of IQFeed. This, coupled with continued QA testing on the new server code should take at least another month. We are trying out best to get it out, but don't want to rush it and cause problems.

Jay Froscheiser
DTN - Trading Markets
 

 

Time: Sat May 18, 2024 7:50 PM CFBB v1.2.0 10 ms.
© AderSoftware 2002-2003