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
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"It’s so nice to be working with real professionals!" - Comment from Len
"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've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
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
Viewing User Profile for: jphiggs
About Contact
Joined: Feb 24, 2019 11:46 AM
Last Post: Jan 29, 2023 12:43 PM
Last Visit: Jan 30, 2023 02:59 PM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
jphiggs has contributed to 6 posts out of 21185 total posts (0.03%) in 1,888 days (0.00 posts per day).

20 Most recent posts:
Miscellaneous Messages » Sequential Level1 and Level2 updates. Jan 29, 2023 12:43 PM (Total replies: 19)

Still interested to know what may have come from DTN's discussion about this topic.

IQFeed API Questions » MBO data & BookMap Jun 17, 2022 10:53 AM (Total replies: 1)

For those familiar with the 3rd party product BookMap, it requires MBO data for certain functionality related to displaying the entire market depth and their iceberg and stops detectors. BookMap only supports Rithmic MBO data, not IQFeed’s MBO data, for displaying the full book and indicators on its heatmap. With regard to BookMap’s support of IQFeed MBO data to provide the same functionality, their support replied “Unfortunately, at the moment there is no such technical possibility - to have full market depth with IQFeed in Bookmap. If it will be possible to change this IQFeed connection in the future - there is no such information yet.”
Does anyone know why this would be the case, even if an IQFeed developer license is required to process MBO data? I really don’t care to switch to or add Rithmic, or build my own process to do the same with IQFeed MBO data.

Miscellaneous Messages » Sequential Level1 and Level2 updates. Jun 17, 2022 10:36 AM (Total replies: 19)

What was the response to this?

IQFeed Developer Support » Historical tick data issues Feb 24, 2019 12:00 PM (Total replies: 3)

Attachment

IQFeed Developer Support » Historical tick data issues Feb 24, 2019 12:00 PM (Total replies: 3)

Attachment

IQFeed Developer Support » Historical tick data issues Feb 24, 2019 11:57 AM (Total replies: 3)

A couple questions:

1) I see bad tick data on a regular basis, in downloaded tick data, in instruments like the S&P 500 sector ETFs. I assume the same for individual stock data though I don’t gather that. I don’t see the same thing for liquid futures coming from the CME for example. See below for a sample. Do your clients have to write their own algorithms to eliminate these programmatically?

2) I’ve often noted a discrepancy between volume data for tick downloads that I’ve summed myself and the Total Volume reported in the IQFeed tick data. See below for an example from 2/22/19 business day that began 2/21/19 at 6pm ET. Seems like some records were dropped that totaled 7 contracts in this single example. At the end of the day the difference can be quite substantial. I downloaded this data three times over several days and all results were identical. Can you explain what may be happening here?


Time: Thu April 25, 2024 1:58 AM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003