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)

"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

"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

"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum

"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger

"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

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

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

"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post

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

"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

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 »NEW IQFEED FORUMS »Data Questions »Out-of-order trades during history fetch

Author	Topic: Out-of-order trades during history fetch (9 messages, Page 1 of 1)
taa_dtn -DTN Evangelist- Posts: 154 Joined: May 7, 2004	Posted: Oct 5, 2023 09:12 PM Msg. 1 of 9 I fetch historical data (ticks) for a large number of stocks at end-of-day (8PM Eastern). Yesterday I noticed several symbols for which trades were returned out-of-order chronologically. It's been a number of years since I've seen this behavior. Examples: IAS WTW FTDR TTMI WOOF JD XP My code hasn't changed since I upgraded to protocol 6.2 shortly after it was released. Has anyone else noticed this? Or is it expected behavior that just didn't occur for years?
Stellarator -Interested User- Posts: 5 Joined: Apr 20, 2021	Posted: Oct 6, 2023 01:34 AM Msg. 2 of 9 Yes, I can confirm this. There are two problem periods, around the beginning of 12:00 and 14:00. Periods last 12-15 minutes. The reorder of data is not so scary. It is important to understand whether everything is fine with the data itself. But only DTN can confirm this to us. Guys, many symbols are affected. If you need fatter ones for analysis, then here they are: TSLA, TQQQ, GOOG, SQQQ, INTC, VINO, ... Update: We're talking about 2023-10-04. Edited by Stellarator on Oct 6, 2023 at 01:37 AM
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: Oct 6, 2023 01:52 PM Msg. 3 of 9 We're already aware of this issue and are working on a correction. I'll post an update here when I have news. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
taa_dtn -DTN Evangelist- Posts: 154 Joined: May 7, 2004	Posted: Oct 10, 2023 07:09 PM Msg. 4 of 9 Any progress on this? I see data for 2023-10-04 is still out-of-order.
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: Oct 11, 2023 08:03 AM Msg. 5 of 9 Not as of yesterdaty afternoon, I'll check again today. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: Oct 11, 2023 04:48 PM Msg. 6 of 9 We are correcting the order of the tick data. This process is still ongoing. When it is complete, historical data requests for October 4 will be in the correct order. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: Oct 12, 2023 08:10 AM Msg. 7 of 9 The corrections should be complete as now. Let me know if you still see any out-of-order ticks for October 4. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
taa_dtn -DTN Evangelist- Posts: 154 Joined: May 7, 2004	Posted: Oct 12, 2023 09:16 PM Msg. 8 of 9 MUCH improved, though I still see out-of-order data for these symbols: KYMR TRUP TMDX TPIC URGN TNDM TLT UPLD HLMN TTD WEST STRO FOLD ZLAB IBB VAXX
taa_dtn -DTN Evangelist- Posts: 154 Joined: May 7, 2004	Posted: Oct 16, 2023 07:10 PM Msg. 9 of 9 Everything looks good today. Thanks for the fix!