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)

"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George

"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim

"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe

"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob

"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

"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott

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

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

"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon

"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken

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) »Data and Content Support »How come BID > ASK ?

Author	Topic: How come BID > ASK ? (3 messages, Page 1 of 1)
tamir -Interested User- Posts: 4 Joined: May 5, 2009	Posted: May 10, 2009 02:56 AM Msg. 1 of 3 I am using IQFeed (via the XLQ C++ API) and I noticed that many times I get that the BID price exceeds ASK price. (There is no change in the last update time so I guess these two prices belong to the same quote) I provided the few following examples. All are within trading hours. I have hundreds of such examples. Nearly every stock has this phenomena at least once in a day. BID ASK symbol last update time 6.51 6.5 SWHC 9:40:12 22.18 22.17 BRCM 9:54:15 26.29 26.28 ADBE 9:44:00 25.72 25.71 ADBE 10:22:32 25.55 25.54 ADBE 10:31:46 Tamir Tamir
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: May 11, 2009 04:07 PM Msg. 2 of 3 Once in a while, it is possible that this sort of behavior can happen (the exchange will occasionally send values that don't make sense). However, if you are experiencing this as frequently as you say, I would suspect something else is wrong. Most likely data is getting "dropped" somewhere along the line. Can you trap the occurances where this happens so we can get a timestamp as well as the data you recieve? Since we are talking about bids and asks, it would also be beneficial to have all of the bid/ask updates you recieved back until the most recent trade prior to the occurance. Also, can you give me an idea of how many symbols you are watching and what kind of symbols?
nsolot -DTN Guru- Posts: 273 Joined: Sep 4, 2004	Posted: May 11, 2009 06:08 PM Msg. 3 of 3 I think we covered this topic a long while back, with Tim, before Steve was running this show. Level 1 quotes consoldate from various "regional" exchanges. Sometimes a glitch at a regional causes quotes to go stale, and as a result the level 1 qoute gets crossed. I had suggested at one time that DTN add some logic to detect "stale" quotes and discard them from being used in the compostite Level 1 quote, but my sugegstion was not adopted. The solution I utilize is to work with regional quotes for the active exhange (or two or three) for the issues you follow rather than the Level 1 quotes. The regional exchange quotes rarely get crossed and if they do, they usually resolve instantly. Hope this helps.