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)




"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"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
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"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
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"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
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
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: jabowery
About Contact
Joined: Sep 5, 2019 06:25 PM
Last Post: Oct 31, 2020 11:20 AM
Last Visit: Nov 1, 2020 06:15 PM
Website:  
Location:
Occupation:
Interests:
Email: jabowery@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
jabowery has contributed to 5 posts out of 21192 total posts (0.02%) in 1,708 days (0.00 posts per day).

20 Most recent posts:
New IQFeed Forum » Minute Aggregated Snapshot? Oct 31, 2020 11:20 AM (Total replies: 1)

I'd like a minute aggregated snapshot of the same range of symbols (about 9000) as are provided by IEX's daily summaries:

https://iextrading.com/trading/market-data/#hist-download

Does IQFeed offer this?

If so, how much does it cost for:

  • 15 minute delayed snapshot?
  • current snapshot?


IQFeed Developer Support » Detecting Reverse Splits In Minute Aggregated Stream Nov 26, 2019 04:21 PM (Total replies: 4)

Let me explain the use case so you can properly prioritize this data feature (which is available in its entirety at https://www.splithistory.com/):

While backtesting an AlgoTerminal trading strategy, a market buy order is accompanied with a limit order. At the session close (end of day/EOD), the limit order is not reached and no bar update comes in at the end of day to permit the algorithm to sell the position at market. An overnight reverse X:1 split occurs but this is currently undetected by AlgoTerminal so it doesn't adjust the position (#shares/X and limit price*X). Upon resumption of trading the next day, the price is X*closing price > limit price. The limit condition met, AlgoTerminal sells #shares at price*X. Backtesting incorrectly reports a highly successful trading strategy.

If the backtesting stream included split multiples as well as prices, AlgoTerminal could do the adjustments necessary to produce valid backtesting reports.
Edited by jabowery on Nov 26, 2019 at 04:22 PM

IQFeed Developer Support » Detecting Reverse Splits In Minute Aggregated Stream Nov 25, 2019 02:10 PM (Total replies: 4)

Is it then true, as seems to be the implication, that minute aggregated pricing cannot with certitude be relied upon for backtesting prior to the first of the 2 split dates provided in the Fundamental data fields?
Edited by jabowery on Nov 25, 2019 at 02:18 PM

IQFeed Developer Support » Detecting Reverse Splits In Minute Aggregated Stream Nov 24, 2019 11:31 AM (Total replies: 4)

How can one detect when a symbol's price increase is due to a reverse split?

I've recently been bit by a backtest of an algorithmic trade with a ridiculously high yield that, when I tracked it down, was due to a reverse split causing an apparent increase in the stock's price.


Time: Wed May 8, 2024 3:12 PM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003