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'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.
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"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
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"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
"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
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: sanjayqdt
About Contact
Joined: Feb 5, 2023 01:19 PM
Last Post: Feb 6, 2023 09:14 AM
Last Visit: Feb 6, 2023 02:21 PM
Website:  
Location: NY, NY
Occupation: Analyst
Interests: Python
Avatar:
Smithers!
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
sanjayqdt has contributed to 2 posts out of 21184 total posts (0.01%) in 439 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » SECOND front month contract volumes for Cocoa not matching Bloomberg Volumes Feb 6, 2023 09:14 AM (Total replies: 3)

getHistory is actually internal code, I apologize, I misunderstood what a colleague's code was doing.
I see now that the values match. Thanks for the quick response.

Data and Content Support » SECOND front month contract volumes for Cocoa not matching Bloomberg Volumes Feb 5, 2023 01:36 PM (Total replies: 3)

I pulled the hourly prints for the second front month contract for ICE US Cocoa Futures (CC*2 and, currently, the May 23 expiry) from the getHistory API.

I noticed that the volume for daily traded contracts is different from what I see on my Bloomberg terminal. If I sum up the hourly volumes traded, I come to ~12,000 contracts traded on Feb 1 (Wednesday) and if I compare this to Bloomberg, I see ~23,000 contracts traded. I don't understand why these volumes would be different when the prices seem to match?


Time: Thu April 18, 2024 10:00 AM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003