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.

"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

"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

"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

"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom

"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei

"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

"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry

"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum

"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton

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 »Odd bars in CME futures historic data

Author	Topic: Odd bars in CME futures historic data (5 messages, Page 1 of 1)
Skaarj -Interested User- Posts: 11 Joined: Jul 10, 2014	Posted: Feb 3, 2020 05:32 AM Msg. 1 of 5 I've downloaded QCL#C 1-min bars historic data from IQFeed, the contract specification told me, that trading hours is 6:00 p.m. - 5:00 p.m. (and 6:00 p.m. - 5:15 p.m. before 2015 September 21). But, there are a lot of bars in data from IQFeed which are within exchange closed/maintenance period when executions are not allowed. In other futures contract the same thing. Where are thees bars from? For QCL#C: - only one odd bar from 2015 September 21 to now: 2019-05-02 17:01:00;62.06;62.06;62.06;62.06;5 - and 110 bars from 2007 January to 2015 September: 2007-01-26 17:16:00;126.39;126.39;126.37;126.37;24 2007-03-02 17:16:00;131.6;131.6;131.6;131.6;1 2007-03-16 17:16:00;124.99;124.99;124.99;124.99;1 2007-04-11 17:16:00;129.78;129.78;129.78;129.78;5 2007-05-15 17:16:00;129.69;129.7;129.69;129.7;14 2007-07-12 17:16:00;137.66;137.66;137.66;137.66;9 2007-07-23 17:16:00;139.77;139.77;139.77;139.77;10 2007-07-26 17:16:00;139.67;139.67;139.67;139.67;1 2007-08-02 17:16:00;141.82;141.82;141.82;141.82;2 2007-08-17 17:16:00;136.73;136.73;136.73;136.73;1 2007-09-14 17:16:00;144.07;144.07;144.07;144.07;2 2007-12-03 17:16:00;158.01;158.01;158.01;158.01;1 2008-02-28 17:16:00;171.12;171.12;171.12;171.12;1 2008-05-09 17:16:00;196.4;196.4;196.4;196.4;30 2008-05-21 17:16:00;204.73;204.73;204.73;204.73;1 2008-05-28 17:16:00;201.49;201.49;201.49;201.49;1 2008-06-05 17:16:00;198.89;198.89;198.89;198.89;1 2008-06-11 17:16:00;207.03;207.03;207.01;207.01;3 2008-08-31 17:16:00;185.89;185.89;185.89;185.89;1 2008-08-31 17:17:00;185.9;185.91;185.9;185.91;8 2008-08-31 17:18:00;185.91;185.91;185.66;185.79;37 2008-08-31 17:19:00;185.69;185.79;185.66;185.71;114 2008-08-31 17:20:00;185.7;185.77;185.69;185.77;9 2008-08-31 17:21:00;185.73;185.73;185.73;185.73;1 2008-08-31 17:22:00;185.7;185.89;185.65;185.89;25 2008-08-31 17:23:00;185.89;185.91;185.89;185.89;8 2008-08-31 17:24:00;185.89;185.89;185.84;185.84;16 2008-08-31 17:25:00;185.84;185.94;185.84;185.94;7 2008-08-31 17:26:00;185.93;185.93;185.93;185.93;2 2008-08-31 17:27:00;185.94;185.99;185.94;185.99;3 2008-08-31 17:28:00;185.99;185.99;185.97;185.99;4 2008-08-31 17:29:00;185.98;185.98;185.98;185.98;2 2008-08-31 17:30:00;185.99;185.99;185.98;185.98;6 2008-08-31 17:31:00;185.97;185.97;185.97;185.97;1 2008-08-31 17:35:00;185.96;185.97;185.96;185.96;10 2008-08-31 17:36:00;185.93;185.93;185.83;185.83;13 2008-08-31 17:37:00;185.84;185.84;185.75;185.75;10 2008-08-31 17:38:00;185.84;185.84;185.84;185.84;3 2008-08-31 17:39:00;185.84;185.84;185.79;185.79;4 2008-08-31 17:41:00;185.74;185.74;185.74;185.74;1 2008-08-31 17:42:00;185.84;185.84;185.84;185.84;2 2008-08-31 17:43:00;185.84;185.84;185.84;185.84;2 2008-08-31 17:45:00;185.84;185.84;185.83;185.84;10 2008-08-31 17:46:00;185.84;185.89;185.84;185.89;27 2008-08-31 17:48:00;185.85;185.89;185.85;185.89;5 2008-08-31 17:49:00;185.84;185.84;185.74;185.74;8 2008-08-31 17:51:00;185.84;185.84;185.84;185.84;1 2008-08-31 17:52:00;185.84;185.84;185.84;185.84;2 2008-08-31 17:53:00;185.75;185.75;185.75;185.75;1 2008-08-31 17:54:00;185.77;185.77;185.69;185.69;5 2008-08-31 17:56:00;185.77;185.89;185.77;185.89;6 2008-08-31 17:57:00;185.85;185.85;185.85;185.85;3 2008-08-31 17:58:00;185.85;185.89;185.82;185.89;8 2008-08-31 17:59:00;185.84;185.87;185.84;185.87;2 2008-09-14 17:16:00;168.23;168.23;168.23;168.23;1 2008-09-14 17:18:00;168.13;168.13;168.13;168.13;1 2008-09-14 17:19:00;168.1;168.12;168.1;168.12;4 2008-09-14 17:20:00;168.2;168.2;168.2;168.2;1 2008-09-14 17:26:00;168.11;168.11;168.08;168.08;5 2008-09-14 17:29:00;168.08;168.08;168.08;168.08;1 2008-09-14 17:30:00;168.19;168.19;168.19;168.19;1 2008-09-14 17:31:00;168.14;168.14;168.09;168.09;8 2008-09-14 17:32:00;168.02;168.02;168.01;168.01;17 2008-09-14 17:33:00;168.02;168.03;168.02;168.02;6 2008-09-14 17:34:00;167.99;167.99;167.98;167.98;2 2008-09-14 17:36:00;168.02;168.02;168.02;168.02;1 2008-09-14 17:37:00;168.02;168.02;168.02;168.02;1 2008-09-14 17:39:00;168.01;168.01;168.01;168.01;49 2008-09-14 17:41:00;167.97;167.97;167.94;167.94;3 2008-09-14 17:42:00;167.94;167.94;167.89;167.89;7 2008-09-14 17:44:00;167.93;167.93;167.93;167.93;1 2008-09-14 17:45:00;167.89;167.89;167.89;167.89;1 2008-09-14 17:47:00;167.93;167.93;167.93;167.93;1 2008-09-14 17:48:00;167.93;167.93;167.88;167.88;5 2008-09-14 17:49:00;167.85;167.89;167.8;167.89;17 2008-09-14 17:50:00;167.86;167.86;167.86;167.86;1 2008-09-14 17:51:00;167.88;167.89;167.88;167.89;18 2008-09-14 17:52:00;167.89;167.89;167.89;167.89;3 2008-09-14 17:53:00;167.84;167.84;167.76;167.76;17 2008-09-14 17:54:00;167.81;167.82;167.81;167.82;8 2008-09-14 17:55:00;167.82;167.82;167.79;167.79;2 2008-09-14 17:56:00;167.89;167.89;167.89;167.89;3 2008-09-14 17:57:00;167.89;167.89;167.89;167.89;6 2008-09-14 17:58:00;167.91;168.03;167.91;168.03;5 2008-10-22 17:16:00;136.07;136.07;136.07;136.07;1 2008-11-24 17:16:00;122.54;122.54;122.54;122.54;2 2009-04-30 17:16:00;102.55;102.55;102.55;102.55;1 2009-05-12 17:16:00;110.98;110.98;110.98;110.98;1 2009-06-30 17:16:00;120.79;120.79;120.79;120.79;4 2009-09-14 17:16:00;115.8;115.8;115.8;115.8;9 2009-10-28 17:16:00;123.2;123.2;123.2;123.2;1 2009-11-09 17:16:00;125.37;125.37;125.37;125.37;1 2009-12-09 17:16:00;116.21;116.21;116.21;116.21;8 2010-01-07 17:16:00;126.52;126.52;126.52;126.52;1 2010-07-07 17:16:00;111.94;111.94;111.94;111.94;5 2011-01-06 17:16:00;121.35;121.35;121.35;121.35;4 2011-11-29 17:16:00;125.4;125.4;125.4;125.4;2 2012-01-13 17:16:00;124.73;124.73;124.73;124.73;2 2012-04-09 17:16:00;126.81;126.81;126.81;126.81;17 2012-05-30 17:16:00;111.3;111.3;111.3;111.3;2 2012-09-04 17:16:00;118.56;118.56;118.56;118.56;3 2013-02-01 17:16:00;118.32;118.32;118.32;118.32;1 2014-09-18 17:16:00;116.88;116.88;116.88;116.88;1 2014-12-23 17:16:00;82.16;82.16;82.16;82.16;1 2015-03-27 17:16:00;70.78;70.78;70.78;70.78;1 2015-03-31 17:16:00;69.84;69.84;69.84;69.84;1 2015-04-07 17:16:00;75.6;75.6;75.6;75.6;5 2015-05-26 17:16:00;78.34;78.34;78.34;78.34;1 2015-06-11 17:16:00;80.55;80.55;80.55;80.55;4 2015-08-25 17:16:00;58.35;58.35;58.35;58.35;1
DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014	Posted: Feb 3, 2020 06:45 PM Msg. 2 of 5 sorry for the late response. We're looking into these and will hopefully have an answer for you shortly. Mark Eash, Trading Markets Customer Service DTN 9110 West Dodge Rd, Ste 200, Omaha, Ne 68114 800-397-7000 (DTNIQ & IQFEED) \| 402-255-3682 (Fax) www.dtn.com/trading \| www.dtniq.com \| http://www.iqfeed.net
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Feb 4, 2020 07:50 AM Msg. 3 of 5 In the event the exchange sends a post close trade, we will display it. We do not cut off trade messages at 16:59:59 in this case. If the exchange sends a trade message at 17:00:01 IQ history will build a 17:01 bar. Please keep in mind most 3rd party software will allow you to stipulate Session times if you wish to filter out this data. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 stephen.shockey@dtn.com
Skaarj -Interested User- Posts: 11 Joined: Jul 10, 2014	Posted: Feb 4, 2020 08:15 AM Msg. 4 of 5 Thanks for the answer. Quote: If the exchange sends a trade message at 17:00:01 Did you know why the exchange sends trades like this? In case when there is only one bar after close - it is ok, just an outlier. But there are few days (e.g., 2008-08-31, 2008-09-14) when we have bars every minute within 45 minutes after market close (may be these were some special days?) If I want to process thees bars correct (in bar-by-bar analysis for example) how to hand with it? Just ignore, or add to the last bar of the session? Hope, you can give me some advice.
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Feb 4, 2020 08:53 AM Msg. 5 of 5 Unfortunately we are not provided with any details regarding these bars. We are not traders and are unable to provide any advise on how to treat this data outside of the normal session times. Stephen Shockey Senior Customer Support Representative and Product Support Specialist DTN 800-779-7299 stephen.shockey@dtn.com