DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"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

"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken

"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum

"Can I get another account from you? I am tired of ******* going down so often" - Comment from George

"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.

"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post

"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post

"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.

"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

"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Understanding the "Update Message Format"

Author	Topic: Understanding the "Update Message Format" (5 messages, Page 1 of 1)
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Aug 26, 2004 08:30 AM Msg. 1 of 5 Hi, Here are some questions concerning the update message format: - When will I get a new message ? On any new trade ? On any change in bid/ask/bid-size/ask-size ... ? - Which field holds the the size of the last trade ? "TotalVolume" ? "Last Size/Incremental Volume" ? - Which field holds the opening price of the current trading session ? "Open" ? - Which field holds the closing price of the previous trading session ? "Close" ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
DTN_Tim_Russell -IQ Server Developer- Posts: 41 Joined: May 3, 2004 DTN Market Access, LLC.	Posted: Aug 31, 2004 03:53 PM Msg. 2 of 5 Dierk - - New messages are sent to customers as they're received from the exchange. This is usually due to a quote (bid/ask) or a trade. However, occaisionally this will be because of a volume correction or a tick correction (tick correction is not currently implemented) - however, these come through as a summary, not an update. - The size of the last trade is stored in field 8, Last Size/Incremental Volume. - The open price of the current trading session is in field 20, Open. - Closing price of the previous trading session is in field 21, Close. Note that this is not updated to reflect the current day's closing price until sometime after midnight, during our overnight processing. Let me know if you need any more details. Tim Russell Software Engineer DTN IQ & FinWin
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 1, 2004 06:30 AM Msg. 3 of 5 Tim, Thanks for providing this information. I still have some questions on getting updates: On receiving an update with the same trade size/price: How could I know if that is a new trade (at same price/size) or just an old one but with new bid/ask price/size ? See the problem ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004	Posted: Sep 1, 2004 07:23 AM Msg. 4 of 5 look at field 18. The 6th character should answer your questions
Dierk Droth -Interested User- Posts: 67 Joined: Aug 11, 2004	Posted: Sep 1, 2004 07:34 AM Msg. 5 of 5 Thanks, I'll give it a try. Dierk Droth www.trademagic.net TradeMagic - Trading at its best Edited by Dierk Droth on Sep 1, 2004 at 07:35 AM