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 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
"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
"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 noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"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've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Level1 data different from TC2000
Author Topic: Level1 data different from TC2000 (3 messages, Page 1 of 1)

fredericf
-Interested User-
Posts: 19
Joined: Aug 1, 2018


Posted: Aug 7, 2019 04:38 AM          Msg. 1 of 3
Hi,

The values 'Open' and 'Total Volume' reported by Level1 streaming data are sometimes different from the values shown by TC2000.

When looking at the day's ticks however, and summing the individual trades volumes, the Total Volume seems ok.

Reading your recent conversation with @jayflatland, I understand it relates to a Qualified/Non-Qualified trades issue. Is this correct?

Is there a way to receive values that include these missing trades, and thus matching TC2000 data? (as the difference can be quite high between the two values)

Thanks,
Frederic

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Aug 7, 2019 07:50 AM          Msg. 2 of 3
Using the IQ Feed Time and Sales application you can enable "Extended Trades" by going to Settings and under the General tab you will find a category called Display. You can check the box for Enable Extended Trades and it will allow you to receive these "Missing Trades". Please keep in mind this is only in our software.

You would need to check with the support team for whatever 3rd party software you are using to see how you would enable Extended Trades in their software.

If you are utilizing our API or have more specific questions please feel free to contact us at support@iqfeed.net

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com



File Attached: Extended.png (downloaded 992 times)

fredericf
-Interested User-
Posts: 19
Joined: Aug 1, 2018


Posted: Aug 7, 2019 08:59 AM          Msg. 3 of 3
Thank you for your answer.

Indeed I am using your API. This forum may not be the place for my question.
(I could not locate the "IQFeed Developer Support" forum).

I will email you then.

Frederic
 

 

Time: Fri April 26, 2024 8:12 AM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003