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)

"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal

"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon

"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 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

"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry

"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post

"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George

"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

"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum

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) »Data and Content Support »How come BID > ASK ?

Author	Topic: How come BID > ASK ? (3 messages, Page 1 of 1)
tamir -Interested User- Posts: 4 Joined: May 5, 2009	Posted: May 10, 2009 02:56 AM Msg. 1 of 3 I am using IQFeed (via the XLQ C++ API) and I noticed that many times I get that the BID price exceeds ASK price. (There is no change in the last update time so I guess these two prices belong to the same quote) I provided the few following examples. All are within trading hours. I have hundreds of such examples. Nearly every stock has this phenomena at least once in a day. BID ASK symbol last update time 6.51 6.5 SWHC 9:40:12 22.18 22.17 BRCM 9:54:15 26.29 26.28 ADBE 9:44:00 25.72 25.71 ADBE 10:22:32 25.55 25.54 ADBE 10:31:46 Tamir Tamir
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: May 11, 2009 04:07 PM Msg. 2 of 3 Once in a while, it is possible that this sort of behavior can happen (the exchange will occasionally send values that don't make sense). However, if you are experiencing this as frequently as you say, I would suspect something else is wrong. Most likely data is getting "dropped" somewhere along the line. Can you trap the occurances where this happens so we can get a timestamp as well as the data you recieve? Since we are talking about bids and asks, it would also be beneficial to have all of the bid/ask updates you recieved back until the most recent trade prior to the occurance. Also, can you give me an idea of how many symbols you are watching and what kind of symbols?
nsolot -DTN Guru- Posts: 273 Joined: Sep 4, 2004	Posted: May 11, 2009 06:08 PM Msg. 3 of 3 I think we covered this topic a long while back, with Tim, before Steve was running this show. Level 1 quotes consoldate from various "regional" exchanges. Sometimes a glitch at a regional causes quotes to go stale, and as a result the level 1 qoute gets crossed. I had suggested at one time that DTN add some logic to detect "stale" quotes and discard them from being used in the compostite Level 1 quote, but my sugegstion was not adopted. The solution I utilize is to work with regional quotes for the active exhange (or two or three) for the issues you follow rather than the Level 1 quotes. The regional exchange quotes rarely get crossed and if they do, they usually resolve instantly. Hope this helps.