DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum

"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email

"Everything is working great with the API. I love it." - Comment from Calvin

"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum

"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim

"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email

"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras

"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe

"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton

"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Trade vs Tick

Author	Topic: Trade vs Tick (3 messages, Page 1 of 1)
shortorlong -Interested User- Posts: 16 Joined: Jan 31, 2008	Posted: Feb 3, 2008 07:20 PM Msg. 1 of 3 One other question that I had was how to get Trade data. The goal is to compute the average tradesize for a particular symbol. So I need to be able to get a list of all trades on that symbol. Is the tickdata equivalent? So when I get a tick, I can assume that that tick resulted in a trade? If not, then how can I go about computing the average trade size for a symbol?
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 4, 2008 12:46 PM Msg. 2 of 3 Our history servers only store trades. The bid and ask prices you recieve in the tick requests represent the bid and ask price at the time of that trade.
David -DTN Evangelist- Posts: 113 Joined: May 7, 2004 I'd rather be...	Posted: Feb 4, 2008 03:29 PM Msg. 3 of 3 Quote: If not, then how can I go about computing the average trade size for a symbol? FYI: The data feed includes the total trades for a day on a symbol. This information is sent with each quote change. Just divide the total volume by the number of trades and you get the average volume per trade at that point in the day. David *IQXP Software* http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/