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»Forums Index »Product Support »IQFeed Datafeed Wish List »Add seconds to the quote timestamp
Author Topic: Add seconds to the quote timestamp (18 messages, Page 1 of 1)

donizetti
-Interested User-
Posts: 14
Joined: May 9, 2004


Posted: May 10, 2004 03:41 AM          Msg. 1 of 18
Add seconds to the quote timestamp.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 10, 2004 08:03 AM          Msg. 2 of 18
Quote: Add seconds to the quote timestamp.
--- Original message by donizetti on May 10, 2004 03:41 AM
I was surprised it took almost 3 days for this to be posted

We are actively working on new server and client components which will make this available.

Jay

Jay Froscheiser
DTN Market Access, LLC.

hdroberts
-Interested User-
Posts: 1
Joined: May 14, 2004


Posted: May 26, 2004 07:48 AM          Msg. 3 of 18
Jay,

I really agree with this suggestion. We create and backtest blackbox trading systems for the hedge trading world. The seconds on the time and sales are very important. Glad to hear it is coming soon.

My other wish item was faster historical data retreival and I understand you have addressed it in a new version. We are in the process of testing that for backwards compatilbility with our products.

Thanks.

Hal Roberts

donizetti
-Interested User-
Posts: 14
Joined: May 9, 2004


Posted: Aug 25, 2004 09:35 AM          Msg. 4 of 18
jay,

are there any news about the server and client components?

best regards

cookding
-Interested User-
Posts: 4
Joined: Jan 23, 2007


Posted: Jan 23, 2007 08:02 PM          Msg. 5 of 18
I am surprised to find out my seconds chart is really displaying one bar per minute. Looks like it is still not there after 1.5 years of development. I need this feature real bad... When will we have the seconds timestamp in place? Thank you for your help.

kxrdart
-Interested User-
Posts: 4
Joined: Sep 9, 2004


Posted: Jan 23, 2007 08:32 PM          Msg. 6 of 18
DTN has been promising second timestamps for at least 3 years maybe 4 ....Don't hold your breath.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 23, 2007 08:37 PM          Msg. 7 of 18
You are most likely right that you shouldn't hold your breath as we haven't been able to get this out in any reasonable timeframe . However, it is coming, and I am extremely comfortable in saying that it will be this year

Jay Froscheiser
DTN - Trading Markets

cookding
-Interested User-
Posts: 4
Joined: Jan 23, 2007


Posted: Jan 24, 2007 05:50 PM          Msg. 8 of 18
Thanks Jay and kxrdart. I am just surprised at it is that difficult to do some hack to overload the pre-existed data field with seconds (we are not talking about milliseconds here). Sounds to me more like a 2-days job for a programmer unless there is some underlying technical difficulties elsewhere.
I hope you are right Jay... pull some strings for us, would you? Thanks again.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 24, 2007 08:38 PM          Msg. 9 of 18
I wish it were that easy. We have looked at doing this, as well as just appending a new field that has a timestamp with second resolution. The problem has to do with legacy products that would be affected. Unfortunately, some early software wasn't created very well, and the time field wasn't being processed as a time field. Thus, the parsing of that field would cause issues if the size/format changed in the slightest. There are other legacy problems where things were hard coded and thus we can't add a new field with second resolution without it causing problems. There are technically 2 places where we need the second resolution. In the quote feed itself, and in the historical data as well. We decided that instead of just changing these 2 components, we would rewrite the server system to be more efficient and flexible. It was a big undertaking in scope, but the real delays have come from constant changes required by the exchanges, and recently, by news providers. As the continue to change rules and formats, we have had to dedicate our server developers toward these maintenence issues. The last of the maintenence issues on news should be completed this week. This will allow the developers to dedicate 100% of their time to QA and debugging the new server code. The new servers are code complete, so hopefully we won't find many bugs and testing will go quickly. Once we are comfortable that it is close, we will invite a few developers to connect to our Pre-production system to test things out and make sure everything looks as good or better.

More than you asked for, but hopefully this helps explain where we are and how we got here. I wish it were already released, but the only thing I can do is keep pushing our development staff to get it out quickly, without have any negative impact on our speed and reliability.

Jay Froscheiser
DTN - Trading Markets

midknight
-DTN Evangelist-
Posts: 165
Joined: Oct 16, 2006


Posted: Feb 17, 2007 01:50 AM          Msg. 10 of 18
What a great detailed response - thx Jay. I was just going to post this as a wishlist item but see it is well underway. Looking forward to it. Once this is added then my software can start to utilize it for playback simulation. Really looking forward to it.

Best regards,
MK

jmarsh
-Interested User-
Posts: 42
Joined: Jan 10, 2005

Keep it Simple


Posted: Apr 2, 2007 06:44 PM          Msg. 11 of 18
Is it my imagination or did I see second time intervals in time and sales for ESM7 today with my Investor RT? If so, YAY and thank you. Also, if this is true are historical second stamps online as well?

John

John

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Apr 2, 2007 08:31 PM          Msg. 12 of 18
John,

Actually, what you are seeing is a great enhancement in the latest version of InvestorRT. They are creating an "artificial" second timestamp in the data. Our current schedule has us releasing the new IQ servers at the end of April. With this release, we will begin sending seconds in the timestamp, along with storing second resolution in the servers.

Jay Froscheiser
DTN - Trading Markets

jmarsh
-Interested User-
Posts: 42
Joined: Jan 10, 2005

Keep it Simple


Posted: Apr 3, 2007 07:53 AM          Msg. 13 of 18
Thank you for the update Jay.

John

John

jmarsh
-Interested User-
Posts: 42
Joined: Jan 10, 2005

Keep it Simple


Posted: Jun 20, 2007 12:15 PM          Msg. 14 of 18
Hi, I am just checking on the status of the seconds timestamps. How are things going with the new servers?

John

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Jun 20, 2007 12:17 PM          Msg. 15 of 18
This is expected to rollout this weekend (Saturday, June 24th).

jmarsh
-Interested User-
Posts: 42
Joined: Jan 10, 2005

Keep it Simple


Posted: Jun 20, 2007 12:56 PM          Msg. 16 of 18
Wow, thanks for the fast response. Exciting news.

John

jmarsh
-Interested User-
Posts: 42
Joined: Jan 10, 2005

Keep it Simple


Posted: Jun 26, 2007 03:50 PM          Msg. 17 of 18
How big was the setback to the rollout of the new servers this past weekend?

John

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Jun 26, 2007 04:21 PM          Msg. 18 of 18
It was certainly only a minor setback in terms of development. However, due to various scheduling issues, we have rescheduled the release for Saturday July 8th.
 

 

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