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»Forums Index »Archive (2017 and earlier) »Data and Content Support »TICK.Z or JTNT.Z
Author Topic: TICK.Z or JTNT.Z (5 messages, Page 1 of 1)

Karish
-Interested User-
Posts: 10
Joined: Dec 5, 2010


Posted: Mar 30, 2011 02:04 AM          Msg. 1 of 5
In mktsymbols TICK.Z does not appear (though it appears in the web site), instead I found JTNT.Z, I load both of them using (Neoticker) and they are identical. except that TICK.Z will not load history for the previous day (odd).

Which one is the correct symbol to use for NYSE NET TICK?

Thanks,

Karish
-Interested User-
Posts: 10
Joined: Dec 5, 2010


Posted: Mar 30, 2011 02:48 AM          Msg. 2 of 5
Just to add to my confusion I compared TICK.Z with two other vendors, and the two others are closely similar but IQ TICK.Z has a constant shift over 100 ticks from the two others.




File Attached: ACF91B4.jpg (downloaded 1931 times)

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


Posted: Mar 30, 2011 08:39 AM          Msg. 3 of 5
Hi Karish,

We are able to get the 120 days tick data for both TICK.Z and the JTNT.Z at this end. There may be a setting in your NeoTicker that is limiting the amount of historical data. Please contact us directly and we can take a closer look at your IQ Feed to confirm all is running properly. You can call us toll free in the US at 800-397-7000 or you use the live chat available from our web site www.IQFeed.net

Stan S

What we do today, determines how people remember us forever.
Be the positive force in someone life.

Karish
-Interested User-
Posts: 10
Joined: Dec 5, 2010


Posted: Mar 30, 2011 08:46 AM          Msg. 4 of 5
Thx for coming back, the issues I have are:

1. What is the reason IQ NYSE TICK is shifted away from the two other vendors, as shown at the attached file.
2. are TICK.Z / JTNT.Z the same?

Thx Eyal

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


Posted: Mar 30, 2011 09:12 AM          Msg. 5 of 5
The TICK.Z & JTNT.Z are the same thing. The difference between venders data is due to these being vender calculated indexes. Each data vender figures the quotes themselves. The numbers will almost never match from 1 vender to the other, due to differences in how the data if calculated. All the indexes we calculate are on a 1 second refresh, if the other providers are using different time spans to calculate the index then the numbers will be different.

Our Market Integrity dept and QuoteDev did extensive testing and research (March 2010) to try and determine why our TICK stat was a bit different from other vendors. We couldn’t nail it down because we are not certain how other vendors are calculating their stat.

We are at a point where we would need somebody to get the exact details regarding how these other vendors are calculating their TICK. Obtaining this type of competitor information is highly unlikely.

I hope this helps.

Stan S

What we do today, determines how people remember us forever.
Be the positive force in someone life.
 

 

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