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» Symbols that trade over the weekend (Friday after hours, saturday, sunday)
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| Author | Topic: Symbols that trade over the weekend (Friday after hours, saturday, sunday) (11 messages, Page 1 of 1) |
 creeveshft -Interested User- Posts: 2 Joined: Sep 14, 2016 I am batman |
Posted: Oct 14, 2016 07:30 PM
Msg. 1 of 11
I need something to stream during the weekends for testing
what are some tickers I can stream? Thanks |
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quickTick -Interested User- Posts: 53 Joined: Nov 17, 2013 
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Posted: Oct 15, 2016 02:22 PM
Msg. 2 of 11
Looking for that as well. If there aren't any existing one's, it'd be great to have at least one of each (Future, Stock, Stock Option) simulated for testing purposes.
For example, @ESTEST# (and/or @NQTEST#) could repeat the market data for @ES# from the last trading day with timestamps offset for current time. |
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Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010 |
Posted: Oct 16, 2016 01:14 PM
Msg. 3 of 11
I concur, this would be a good idea.
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006 
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Posted: Oct 17, 2016 08:47 AM
Msg. 4 of 11
Morning,
We don't have this currently, as is obvious by the other people chiming in, but I think it is certainly a valid request. But, to be sure I am requesting the right thing, is something akin to a once per second update on a symbol of each security type enough for this to be useful, or would it need to be an actual market replay in order to be useful? Thoughts? Tim |
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stargrazer -DTN Guru- Posts: 302 Joined: Jun 13, 2005 
Right Here & Now |
Posted: Oct 17, 2016 08:56 AM
Msg. 5 of 11
A market replay would be best. At minimum, one or more futures (maybe the ES as mentioned, as they run almost 24 hours, and could rotate on 24 hours). Bonus would be one or more equities, maybe a few OPRA options to go along with the chosen equities.
IB runs what appears to be pseudo random values on their edemo account, but at least there is a time varying feed to run basic operational tests. |
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DTN_Tim Walter -DTN Guru- Posts: 1238 Joined: Apr 25, 2006
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Posted: Oct 17, 2016 09:27 AM
Msg. 6 of 11
Good information,
Please keep the ideas coming, I will make sure product management is aware of this thread so all your ideas are received and hopefully we can try to consider it as we move forward. Tim |
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altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 
IQML - IQFeed-MATLAB connector |
Posted: Mar 12, 2019 07:01 AM
Msg. 7 of 11
bump - any news on this enhancement request?
This would greatly assist algo-trading program developments Note: I am not a DTN employee; my post reflects my personal opinion and not necessarily DTN's - Yair IQML - IQFeed-Matlab connector https://UndocumentedMatlab.com/IQML |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Mar 12, 2019 01:23 PM
Msg. 8 of 11
Sorry for the delayed response.
You can utilize the symbol TST$Y This symbol sends a loop of data 24/7. Please let us know if there is anything else I can assist you with. Stephen Shockey Customer Support Representative DTN 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com |
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altmany -Interested User- Posts: 73 Joined: Jul 30, 2018
IQML - IQFeed-MATLAB connector |
Posted: Mar 12, 2019 01:33 PM
Msg. 9 of 11
Fantastic - thanks!
Does the test stream work only with Level1 watches (w/t) or also with streaming Level2 / derivatives/ regionals? Note: I am not a DTN employee; my post reflects my personal opinion and not necessarily DTN's - Yair IQML - IQFeed-Matlab connector https://UndocumentedMatlab.com/IQML Edited by altmany on Mar 12, 2019 at 02:15 PM |
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altmany -Interested User- Posts: 73 Joined: Jul 30, 2018
IQML - IQFeed-MATLAB connector |
Posted: Mar 13, 2019 01:12 PM
Msg. 10 of 11
Stephen - w, HID, HTD and BW for TST$Y result in n,TST$Y (i.e. Symbol not found).
Only the HDX/HWX/HMX historic queries seem to work ok. Please check... Note: I am not a DTN employee; my post reflects my personal opinion and not necessarily DTN's - Yair IQML - IQFeed-Matlab connector https://UndocumentedMatlab.com/IQML |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014
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Posted: Mar 13, 2019 03:22 PM
Msg. 11 of 11
We appreciate your inquiry
We are working to resolve HID,HTD and BW function with queries on TST$Y. Unfortunately there is not an ETA at this moment. When I receive word that this functionality has been restored I will post another message under this topic. Thank you for your patience. Stephen Shockey Customer Support Representative DTN 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com |
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