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.
"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
"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
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"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
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
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
»Forums Index »IQFeed Developer »IQFeed Developer Support »Trade vs Tick
Author Topic: Trade vs Tick (3 messages, Page 1 of 1)

shortorlong
-Interested User-
Posts: 16
Joined: Jan 31, 2008
Posted: Feb 3, 2008 07:20 PM          Msg. 1 of 3
One other question that I had was how to get Trade data. The goal is to compute the average tradesize for a particular symbol. So I need to be able to get a list of all trades on that symbol.

Is the tickdata equivalent? So when I get a tick, I can assume that that tick resulted in a trade?

If not, then how can I go about computing the average trade size for a symbol?

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005
Posted: Feb 4, 2008 12:46 PM          Msg. 2 of 3
Our history servers only store trades. The bid and ask prices you recieve in the tick requests represent the bid and ask price at the time of that trade.

David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004

I'd rather be...

Posted: Feb 4, 2008 03:29 PM          Msg. 3 of 3
Quote: If not, then how can I go about computing the average trade size for a symbol?


FYI: The data feed includes the total trades for a day on a symbol. This information is sent with each quote change. Just divide the total volume by the number of trades and you get the average volume per trade at that point in the day.

David
IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/
 

 

Time: Mon May 16, 2022 12:16 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003