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)

"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.

"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum

"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat

"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.

"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum

"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post

"It’s so nice to be working with real professionals!" - Comment from Len

"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat

"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat

"Can I get another account from you? I am tired of ******* going down so often" - Comment from George

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 »INDU.X bad intraday volume data?

Author	Topic: INDU.X bad intraday volume data? (8 messages, Page 1 of 1)
chanlenger -Interested User- Posts: 5 Joined: Sep 21, 2016	Posted: Sep 21, 2016 12:25 AM Msg. 1 of 8 Hi, There seems to be some bad volumes on intraday data of INDU.X around 2013/10/29 from 12:49:00 to 13:00:00. Here's a command I send over TCP: HIT,INDU.X,60,20131029 124000,20131029 130500 Results: 2013-10-29 13:06:00,15667.160,15665.170,15666.200,15665.300,38058668,0,0, 2013-10-29 13:05:00,15666.450,15664.910,15664.910,15666.200,37996252,0,0, 2013-10-29 13:04:00,15665.160,15663.430,15663.620,15664.980,37927739,0,0, 2013-10-29 13:03:00,15664.520,15662.020,15662.530,15663.550,37868722,0,0, 2013-10-29 13:02:00,15664.330,15662.340,15662.470,15662.470,37778070,0,0, 2013-10-29 13:01:00,15663.990,15660.150,15660.150,15662.530,37732796,0,0, 2013-10-29 13:00:00,15662.340,15659.990,15662.210,15660.090,37640928,901918556,0, 2013-10-29 12:59:00,15663.550,15661.980,15662.910,15662.210,37556502,1125756896,0, 2013-10-29 12:58:00,15664.620,15660.800,15664.620,15662.320,37481911,1123678367,0, 2013-10-29 12:57:00,15666.590,15664.490,15666.020,15664.490,37410878,1120757675,0, 2013-10-29 12:56:00,15666.340,15665.130,15665.990,15666.210,37306576,1117209936,0, 2013-10-29 12:55:00,15667.510,15665.100,15666.030,15666.090,37192436,1114260616,0, 2013-10-29 12:54:00,15667.150,15665.190,15665.610,15665.710,0,1112649393,0, 2013-10-29 12:53:00,15666.380,15665.130,15666.220,15665.420,0,1109907647,0, 2013-10-29 12:52:00,15666.220,15662.880,15662.880,15666.160,0,1107779326,0, 2013-10-29 12:51:00,15662.680,15660.280,15660.280,15662.680,0,957674083,0, 2013-10-29 12:50:00,15661.370,15660.030,15661.370,15660.280,0,698750639,0, 2013-10-29 12:49:00,15661.530,15660.760,15661.120,15661.500,0,844870729,0, 2013-10-29 12:48:00,15661.120,15658.900,15659.090,15661.120,36693484,0,0, 2013-10-29 12:47:00,15660.510,15658.420,15658.420,15659.290,36626386,0,0, 2013-10-29 12:46:00,15659.160,15657.970,15658.880,15658.390,36492739,0,0, 2013-10-29 12:45:00,15658.930,15655.510,15655.510,15658.750,36409822,0,0, 2013-10-29 12:44:00,15657.490,15655.570,15657.490,15655.570,36264309,0,0, 2013-10-29 12:43:00,15659.250,15657.300,15658.530,15657.430,36178989,0,0, Generally, the last 2 values are 0 for indexes. Are there some bad volume data here in the bold parts?
DTN Todd -Interested User- Posts: 74 Joined: Mar 24, 2010	Posted: Sep 21, 2016 12:30 AM Msg. 2 of 8 Hello We will take a look into this
chanlenger -Interested User- Posts: 5 Joined: Sep 21, 2016	Posted: Sep 21, 2016 12:45 AM Msg. 3 of 8 I see a similar behavior with TRAN.X for exactly the same timestamps. Command: HIT,TRAN.X,60,20131029 124000,20131029 131000 Results: 2013-10-29 13:03:00,7048.610,7046.860,7047.360,7048.340,5249098,0,0, 2013-10-29 13:02:00,7048.370,7047.360,7048.090,7047.360,5243848,0,0, 2013-10-29 13:01:00,7047.880,7046.870,7046.870,7047.880,5235498,0,0, 2013-10-29 13:00:00,7047.410,7046.450,7047.410,7046.920,5228488,41708907,0, 2013-10-29 12:59:00,7048.830,7047.410,7048.610,7047.410,5210401,62451738,0, 2013-10-29 12:58:00,7049.380,7048.390,7049.380,7048.670,5196984,62275431,0, 2013-10-29 12:57:00,7050.300,7049.430,7050.030,7049.430,5183189,62125463,0, 2013-10-29 12:56:00,7050.190,7047.580,7047.580,7050.030,5170590,61919509,0, 2013-10-29 12:55:00,7047.790,7046.380,7046.590,7047.790,5146656,61648924,0, 2013-10-29 12:54:00,7046.750,7046.180,7046.430,7046.690,0,61549702,0, 2013-10-29 12:53:00,7046.760,7046.270,7046.760,7046.270,0,61429991,0, 2013-10-29 12:52:00,7047.140,7046.480,7046.700,7046.540,0,61204103,0, 2013-10-29 12:51:00,7047.220,7046.700,7047.220,7046.810,0,45829450,0, 2013-10-29 12:50:00,7047.110,7045.860,7045.860,7047.110,0,50858996,0, 2013-10-29 12:49:00,7045.910,7045.260,7045.750,7045.910,0,40623039,0, 2013-10-29 12:48:00,7045.910,7042.910,7042.910,7045.910,5073784,0,0, 2013-10-29 12:47:00,7043.190,7042.340,7042.340,7042.750,5058135,0,0, 2013-10-29 12:46:00,7042.390,7041.790,7041.790,7042.290,5019769,0,0, 2013-10-29 12:45:00,7042.010,7041.200,7041.790,7041.790,5005272,0,0, thanks!
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Sep 21, 2016 10:14 AM Msg. 4 of 8 The incorrect tick data values have been deleted from TRAN.X and INDU.X. for the date of 10/29/2013. Please let me know if there is anything else we can assist you with. Stephen Shockey \| Telvent DTN LLC \| Trading Markets \| United States \|Customer Service Technical Support Email: support@iqfeed.net
chanlenger -Interested User- Posts: 5 Joined: Sep 21, 2016	Posted: Sep 21, 2016 08:59 PM Msg. 5 of 8 Thanks for looking into this! The volume in the second-to-last column has been erased. But is there a way to correct the third-to-last columns with 0 volume? INDU.X 2013-10-29 13:02:00,15664.330,15662.340,15662.470,15662.470,37778070,0,0, 2013-10-29 13:01:00,15663.990,15660.150,15660.150,15662.530,37732796,0,0, 2013-10-29 13:00:00,15662.340,15659.990,15662.210,15660.090,37640928,0,0, 2013-10-29 12:59:00,15663.550,15661.980,15662.910,15662.210,37556502,0,0, 2013-10-29 12:58:00,15664.620,15660.800,15664.620,15662.320,37481911,0,0, 2013-10-29 12:57:00,15666.590,15664.490,15666.020,15664.490,37410878,0,0, 2013-10-29 12:56:00,15666.340,15665.130,15665.990,15666.210,37306576,0,0, 2013-10-29 12:55:00,15667.510,15665.100,15666.030,15666.090,37192436,0,0, 2013-10-29 12:54:00,15667.150,15665.190,15665.610,15665.710,0,0,0, 2013-10-29 12:53:00,15666.380,15665.130,15666.220,15665.420,0,0,0, 2013-10-29 12:52:00,15666.220,15662.880,15662.880,15666.160,0,0,0, 2013-10-29 12:51:00,15662.680,15660.280,15660.280,15662.680,0,0,0, 2013-10-29 12:50:00,15661.370,15660.030,15661.370,15660.280,0,0,0, 2013-10-29 12:49:00,15661.530,15660.760,15661.120,15661.500,0,0,0, 2013-10-29 12:48:00,15661.120,15658.900,15659.090,15661.120,36693484,0,0, 2013-10-29 12:47:00,15660.510,15658.420,15658.420,15659.290,36626386,0,0, 2013-10-29 12:46:00,15659.160,15657.970,15658.880,15658.390,36492739,0,0, 2013-10-29 12:45:00,15658.930,15655.510,15655.510,15658.750,36409822,0,0, TRAN.X 2013-10-29 13:01:00,7047.880,7046.870,7046.870,7047.880,5235498,0,0, 2013-10-29 13:00:00,7047.410,7046.450,7047.410,7046.920,5228488,0,0, 2013-10-29 12:59:00,7048.830,7047.410,7048.610,7047.410,5210401,0,0, 2013-10-29 12:58:00,7049.380,7048.390,7049.380,7048.670,5196984,0,0, 2013-10-29 12:57:00,7050.300,7049.430,7050.030,7049.430,5183189,0,0, 2013-10-29 12:56:00,7050.190,7047.580,7047.580,7050.030,5170590,0,0, 2013-10-29 12:55:00,7047.790,7046.380,7046.590,7047.790,5146656,0,0, 2013-10-29 12:54:00,7046.750,7046.180,7046.430,7046.690,0,0,0, 2013-10-29 12:53:00,7046.760,7046.270,7046.760,7046.270,0,0,0, 2013-10-29 12:52:00,7047.140,7046.480,7046.700,7046.540,0,0,0, 2013-10-29 12:51:00,7047.220,7046.700,7047.220,7046.810,0,0,0, 2013-10-29 12:50:00,7047.110,7045.860,7045.860,7047.110,0,0,0, 2013-10-29 12:49:00,7045.910,7045.260,7045.750,7045.910,0,0,0, 2013-10-29 12:48:00,7045.910,7042.910,7042.910,7045.910,5073784,0,0, 2013-10-29 12:47:00,7043.190,7042.340,7042.340,7042.750,5058135,0,0, 2013-10-29 12:46:00,7042.390,7041.790,7041.790,7042.290,5019769,0,0, Edited by chanlenger on Sep 21, 2016 at 09:01 PM
chanlenger -Interested User- Posts: 5 Joined: Sep 21, 2016	Posted: Sep 21, 2016 10:22 PM Msg. 6 of 8 Is there a symbol that would give the volume data of INDU.X? I looked at several symbols such as VI1T.Z or DI1T.Z, but they didn't come close to the "total volume" field of INDU.X. The "total volume" field of INDU.X is very close to the reported volume by Google (they are identical for the daily volumes). Shouldn't VI1T.Z report the same volume?
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Sep 22, 2016 07:06 AM Msg. 7 of 8 The symbol INDU.X is a symbol we get from the Dow Jones Exchange. The symbols VI1T.Z or DI1T.Z are in house calculated symbols. These symbols will not be comparable. Stephen Shockey \| Telvent DTN LLC \| Trading Markets \| United States \|Customer Service Technical Support Email: support@iqfeed.net
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Sep 22, 2016 02:43 PM Msg. 8 of 8 Unfortunately we will not be able to recover the Volume for those minutes in 10-29-2013 for both INDU.X and TRAN.X Stephen Shockey \| Telvent DTN LLC \| Trading Markets \| United States \|Customer Service Technical Support Email: support@iqfeed.net