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»Forums Index »Archive (2017 and earlier) »Data and Content Support »index updates
Author Topic: index updates (4 messages, Page 1 of 1)

beyondMP
-Interested User-
Posts: 2
Joined: Dec 12, 2008


Posted: Apr 23, 2009 12:02 PM          Msg. 1 of 4
Do all indexes update tick by tick or is there some other minimum interval for them? Where can I find this info?

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Apr 23, 2009 12:54 PM          Msg. 2 of 4
Hi Beyond,

Most of the indexes are a 5 second refresh. There are a few longer than that, but 5 seconds is pretty much the standard we use.

THANKS

Stan S

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

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Apr 23, 2009 02:02 PM          Msg. 3 of 4
Just to clarify, Exchange provided indexes update tick by tick (as often as provided by the exchange). Market Breadth indicators such as tick, trin, advancers, decliners, etc update every 5 seconds. "Premiums" such as the S&P Premium, etc all update tick by tick when the future or index updates.

For the breadth indicators, we are working on increasing the update frequency (faster than every 5 seconds) as well... more to come on this soon.

Jay Froscheiser
DTN - Trading Markets

beyondMP
-Interested User-
Posts: 2
Joined: Dec 12, 2008


Posted: Apr 23, 2009 02:14 PM          Msg. 4 of 4
Thank you for your prompt response.
 

 

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