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May 13, 2008 11:45 PM |
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midknight has contributed to 165 posts out of 21251 total posts
(0.78%) in 6,566 days (0.03 posts per day).
20 Most recent posts:
Hi lbfvt,
Unfortunately...the Nikkei contracts available through DTN are the worst ones. You want the Osaka contracts. Either the mini or the full size. These are not available through DTN. Completely forget about the CME contract. The best you can do through DTN is use the SGX contract. Not a good choice I think, but is the best you can hope for with DTN.
With kind regards, MK Edited by midknight on May 13, 2008 at 11:46 PM
Hi shortorlong,
It has been my experience as a previous DTN user that DTN is not interested in offering any Asian markets other than what is available from the SGX. Your only low cost alternative is 'that other' provider that starts with 'e'.
My best regards, MK Edited by midknight on May 13, 2008 at 11:40 PM
Hi Steve,
Yes that is what I was inquiring about. Why not the single stock futures? After all, it is Eurex data and some of them do trade. The Volatility indexes do zero volume. Not sure how you guys decide what to carry and what not to. Volatility = zero volume, SSF = some volume in some instruments.
Best regards, MK
Why aren't all the EUREX symbols offered? There are hundreds of missing symbols when compared against those offered at www.eurexchange.com
My best regards, MK
Thanks Mike, no problem. Lazy sunday here anyhow, but this inconvience did mean I could not procrastinate some chores
Quick update: It's possible that some of them are due to holidays that I haven't applied. I say this because a couple of them had the same closing price, but some did not. Weird.
MK
I just requested daily data for SW#, over the year of 2007 there appears to be 4 instances of 0.00 bars. Please let me know when this has been cleaned up across the entire dataset and I'll request the full history. For now, I've removed them manually for the current year.
Best regards, MK
Oops, sorry misnaming the problem. Yes, the guide is what I meant. Click on an exchange and it gave no content.
First the company website, now I'm unable to login. IQFeed client is telling me: "Failure retrieving login information"
Looks like some sort of less localized problem.
Best regards, MK
Hello,
Not sure how else to let you guys know this so I'm posting it here. The symbol lookup on the dtniq.com website appears blank for any exchange I click on.
Best regards, MK
A fantastic post by the initial poster. I agree wholeheartedly. I've been having problems with Barclays and Tullets every now and then and have made the same pleas to DTN management.
I know the original poster wants data from an ECN model (which is great!), but one might want to consider Oanda as well. I know they offer data for a fee. Perhaps their quotes are directly relayed from their providing banks, thus making their own aggregated feed? I don't know for certain. Just an idea. I would strongly welcome a quality feed.
Best regards, MK
Thank you Sarah.
Best regards, MK
I assume because of that large error on fridays close, BNZDUSD is currently quoting a net change of -0.5814 -- that's 58 cents, or said another way.... 5,800 ticks.
Best regards, MK
Hi,
I'm showing a large closing value error for Fridays' daily bar on BNZDUSD.
Best regards, MK
Good morning Stan,
Thank you.
MK
Hello,
My Tullet symbols have become frozen. Very different quotes from Barclays and Oanda. They are not updating at all. TGBPUSD, and TEURJPY --- maybe others. These are the only ones I'm looking at.
Best regards, MK
Data is a "dirty" business, I like it Jay.
Yes, finding a quality feed is the best solution to find. Until then though, I can filter the data to not receive 0.0000 quotes from the live feed I think. I'll look into that this weekend.
Best regards, MK
I cleaned out my BUSDCAD minute cache before starting up this morning and requested a full historical data backfill for the weeks data. Low and behold, the 0.0000 data point was not there. My sincere apologies DTN for ranting about it without checking neoticker first. Neoticker does indeed store the data it is given, as those 0.0000 quotes must have been received by it somehow, however when I requested that it overwrite the previously collected data it wasn't doing that. I suspect this could be a problem with the RAM cache vs. the disk cache. Not sure, I'll contact them on this point later today. I just wanted to express my apologies for venting frustrations here.
Best regards, MK
It's possible this could be a neoticker issue then if you cannot see it on your end. I won't be able to try it again until tomorrow when I restart the computers before starting my session. I'll purge my intraday cache on BUSDCAD prior to starting neoticker.
Frustrating to debug for me. The first assumption I make is neoticker stores the data it is given, thus I always assume data problems are the fault of data vendor. My sincere apologies to DTN if this turns out to not be the case.
If this turns out to be a neoticker problem then it means a simple restart might have fixed my problem when it first occurred. It also means I wasted a perfectly good evening of trading :(
Thanks for the comments stargrazer, I'll try this tomorrow if the problem persists.
Thanks for the post Jay.
For the record, no, I do not find #2 the best overall option. This barclays feed has stopped for several hours several times since recently subscribing to forex data. There is no historical data available for those holes.
The best option is #3, find a better FOREX feed. Of course, do the research, it would be worth contacting Oanda as one of your options though. They do deliver data and offer a ton of pairs. More then Tullet and Barclays do.
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