DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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"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

"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe

"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart

"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

"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim

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

"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott

"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post

"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken

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

from main import start
from datetime import datetime

print('starting cboe index at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cboe_index'
TEMP_FILE = 'c:\\temp\\cboe_index.csv'
COMPRESSED_FILE = "cboe_index.7z"
SECURITY_TYPE = 6 # CBOE
MARKET = 13 # index
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cbot futures at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cbot_futures'
TEMP_FILE = 'c:\\temp\\cbot_futures.csv'
COMPRESSED_FILE = "cbot_futures.7z"
SECURITY_TYPE = 8 # futures
MARKET = 30 # CBOT
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cme futures at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cme_futures'
TEMP_FILE = 'c:\\temp\\cme_futures.csv'
COMPRESSED_FILE = "cme_futures.7z"
SECURITY_TYPE = 8 # futures
MARKET = 34 # CME
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting cme options at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\cme_options'
TEMP_FILE = 'c:\\temp\\cme_options.csv'
COMPRESSED_FILE = "cme_options.7z"
SECURITY_TYPE = 9 # options
MARKET = 34 # CME
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting nasdaq at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\nasdaq'
TEMP_FILE = 'c:\\temp\\nasdaq.csv'
COMPRESSED_FILE = "nasdaq.7z"
SECURITY_TYPE = 1 # equities
MARKET = 5 # NASDAQ
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting nyse at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\nyse'
TEMP_FILE = 'c:\\temp\\nyse.csv'
COMPRESSED_FILE = "nyse.7z"
SECURITY_TYPE = 1 # stock
MARKET = 7 # NYSE
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

from main import start
from datetime import datetime

print('starting opra at ' + str(datetime.now()))
DATA_PATH = 'c:\\data\\opra'
TEMP_FILE = 'c:\\temp\\opra.csv'
COMPRESSED_FILE = "opra.7z"
SECURITY_TYPE = 2 # equity options
MARKET = 14 # OPRA
start(DATA_PATH, TEMP_FILE, COMPRESSED_FILE, SECURITY_TYPE, MARKET)

import shutil
import socket
from datetime import datetime
from pathlib import Path
import subprocess
from os import makedirs

ZIP_EXE = 'c:\\util\\7z\\7z.exe'
HOST = '127.0.0.1'
PORT = 9100

def getDirectory(data_path):
today = datetime.today().strftime('%Y-%m-%d')
todaysPath = data_path + '\\' + today
Path(todaysPath).mkdir(parents=True, exist_ok=True)
return todaysPath

def get7zFilename():
now = datetime.now()
print("now =", now)
today = datetime.today().strftime('%Y-%m-%d')
dt_string = today + "_" + now.strftime("%H%M")
print("date and time =", dt_string)
filename = dt_string + ".7z";
print("filename = "+filename);
return filename

def start(data_path, temp_file, compressed_file, security_type, market):
print('start sec type ' + str(security_type) + ' market ' + str(market))
with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
s.connect((HOST, PORT))
s.sendall(b'S,SET PROTOCOL,6.2\n')
s.sendall(bytes('5MS,' + str(security_type) + "," + str(market) + '\n', 'ascii'))
f = s.makefile()
line = f.readline()
# for line in f.readline():
print("line="+repr(line))
line = ''
outfile = open(temp_file, "w");
while not line.startswith('!ENDMSG!'):
line = f.readline()
outfile.write(line)
#print("line=" + repr(line))
outfile.close()
f.close()
dir = getDirectory(data_path)
fn = dir + "\\" + get7zFilename()
subprocess.call([ZIP_EXE, 'a', fn, temp_file])
# shutil.copy2(fn, dir + "\\" + compressed_file)
print("done")
# print('Received', repr(data))