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 just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"Excellent datafeed !!!" - Comment from Arely
"Everything is working great with the API. I love it." - Comment from Calvin
"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
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"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
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. 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 »Archive (2017 and earlier) »IQFeed Developer Support »IQFeed 4.7 bad marketdepth
Author Topic: IQFeed 4.7 bad marketdepth (1 messages, Page 1 of 1)

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
Posted: Mar 2, 2010 11:12 AM          Msg. 1 of 1
I receive bad bad data when using 4.7 to read marketdepth using sockets

U,@ESH0,MD02,1119.75,1120.5,592,433,07:38:3,20,52,43,07:38:3,T,T,

Notice the following problems:
1) The date field is missing-- should be between bid time and reason code
2) The timestamp for both the bid and ask is not correctly formatted
07:38:3 should surely be 07:38:03
 

 

Time: Fri April 26, 2024 2:03 PM CFBB v1.2.0 13 ms.
© AderSoftware 2002-2003