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)

"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat

"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

"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John

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

"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum

"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email

"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan

"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

"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn

"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.

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 »IQFeed Developer »IQFeed Developer Support »Bug in Level2 BidTime/AskTime?

Author	Topic: Bug in Level2 BidTime/AskTime? (4 messages, Page 1 of 1)
altmany -Interested User- Posts: 70 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: May 2, 2019 04:15 AM Msg. 1 of 4 when I ran a level 2 request for MSFT outside regular trading hours, I got the following data row among others: <= 20190502 04:18:38.700 (Level2) Z,MSFT,BATS,0.,129.39,0,600,18:29:49.000347,2019-05-01,52,99:99:99.000000,F,T,T According to the documentation (http://www.iqfeed.net/dev/api/docs/Level2UpdateSummaryMessage.cfm), this row translates as follows: Symbol: MSFT MMID: BATS Bid: 0 Ask: 129.39 BidSize: 0 AskSize: 600 BidTime: 18:29:49.000347 Date: 2019-05-01 Condition: 52 (regular) AskTime: 99:99:99.000000 BidInfoValid: False AskInfoValid: True EndOfMessage: True The reported BidTime and AskTime make no sense - it is the Bid which is invalid (and should have the invalid time of 99:99:99), and the Ask which is valid (and should have the valid time of 18:29:49). Is this a bug in IQFeed's code? If I'm correct, perhaps it would be simpler to fix the documentation than to fix the code - switching between BidTime/AskTime in the documentation will seem a bit awkward (because Bid is often reported before Ask), but at least it would be consistent with your current code and would not require you to do any code fixes. Please advise. Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion
altmany -Interested User- Posts: 70 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: May 14, 2019 10:28 AM Msg. 2 of 4 Hi guys - kindly comment on this... Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion
DTN_Steve_S -DTN Guru- Posts: 2090 Joined: Nov 21, 2005	Posted: May 15, 2019 05:41 AM Msg. 3 of 4 My apologies for the delayed response here. You've decoded the message correctly. It would appear that this is a bug in the feed but I don't know how or why it occurred at this time. If you have more examples, it will help in tracking this down, but I don't believe this is a case of simply applying the valid time to the wrong field.
altmany -Interested User- Posts: 70 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: May 15, 2019 06:08 AM Msg. 4 of 4 Thanks Steve - here is another example that I have just seen, this time for the FB symbol: <= 20190515 07:01:01.237 (Level2) Z,FB,CHXE,0.,180.71,0,100,07:00:17.012566,2019-05-15,52,99:99:99.000000,F,T,T In this new example, the Bid is invalid and the Ask is valid, yet the timestamps appear switched. As far as I could tell, this problem is evident whenever one Bid/Ask is valid and the other is not. But it is quite possible that the problem of switched BidTime<->AskTime is consistent even when both Bid and Ask are valid, and nobody has reported it so far because it would be nearly impossible to detect except in the specific case of just one of them being invalid. Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion Edited by altmany on May 15, 2019 at 06:08 AM