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"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
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Jojojo has contributed to 10 posts out of 21083 total posts
(0.05%) in 3,606 days (0.00 posts per day).
20 Most recent posts:
Hello Is anybody aware of an existing WPF charting app , which works with IQFeed ?
Kind regs
Jojo
ok I did some homework and recorded some realtime data with Babar Bid Ask Recorder.At the first look it seemes to be a very accurate feed - not to 100% perfect , but better than before ,I think.It's New York Time , but that's not interesting .For whom it may concern....
Or maybe anybody who uses the API is so generous to provide a tickdata file , if the guys here deny to show some support, for whatever reason I do not quite understand - you do have the data anyway. Would be very kind
Very good to hear - could you please provide a file with some realtime data(Tickdata) ? Maybe an hour or two ; ) Best would be just an output with time last vol bidprice askprice or sth. like this ,so we can determine / compare .
kind regs Jojo Edited by Jojojo on Apr 1, 2014 at 01:58 AM Edited by Jojojo on Apr 1, 2014 at 01:58 AM
Any news ?
This is close from NinjaTrader forums,
Bid ask data may not be natively time stamped from the provider. Something the provider will need to follow up on. If its time stamped from the exchange then NT will order it in the format received. Last data is most likely time stamped from the server however bid and ask data is not guaranteed to be time stamped and I know with a lot of providers it is not.
Hello I'm very very interested in this , too. Would be nice to clear this things up. Do we get synchronized Bid-Ask-Trade Data at last or is this always remaining snapshot data ? I agree we are paying a good price , so I always asumed this as standard when saying unfiltered data.Unfortunately this seemes not to be so. So keep us informed, please. regs Jojo
See here (unfortunately in german)
Hi What about adding an IQFeedClient for NXCore?? Kind regs Jojo
Has this behaviour been synchronized until today? Or are there trade-ID's which correspond to bid/ask ID's or sth. like this? regs Jojo
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