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
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"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
"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
"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
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"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
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"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.
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
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 »Filtering
Author Topic: Filtering (5 messages, Page 1 of 1)

zyzhu2000
-Interested User-
Posts: 23
Joined: Mar 30, 2005


Posted: Apr 6, 2005 03:59 PM          Msg. 1 of 5
Does IQfeed try to filter ticks for us? If so, do I have a way to turn it off? Bad ticks from exchanges are important and valuable information.

nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004


Posted: Apr 7, 2005 08:17 AM          Msg. 2 of 5
I don't think they are filtering out bad ticks. I put code in my app to do this since I don't want what is an obvious bad data point in my trading app.

Not sure why you say "Bad ticks from exchanges are important and valuable information", but curious if you want to explain.

zyzhu2000
-Interested User-
Posts: 23
Joined: Mar 30, 2005


Posted: Apr 7, 2005 09:18 AM          Msg. 3 of 5
Sometimes you want to know why a derivative market price respond oddly and some of these can be explained by bad ticks. So you want to filter them out but also want to know when there is a bad tick. Maybe it represents some trading opportunity.

I am playing with a tiny local derivative market so bad ticks actually gives trading tips.

nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004


Posted: Apr 7, 2005 09:58 AM          Msg. 4 of 5
I guess it depends upon your definition of a "bad" tick. I consider a last print to be bad if it occurs far outside the bid/ask, and a bid/ask is bad if it occurs far away from other MM's in the case of a NASDAQ issue.

I wouldn't try to open/close a position based soley upon a bad tick, but if you found a way to do it, and make a profit, kudos to you.

zyzhu2000
-Interested User-
Posts: 23
Joined: Mar 30, 2005


Posted: Apr 8, 2005 02:12 AM          Msg. 5 of 5
It only makes sense to look for "bad tick opportunity" on tiny target markets like I am trying to do. On a bigger market if you are different from everyone else due to "bad tick opportunity," chances are you are wrong.

I am testing my own adaptive filters. That is another very important reason IQ feed should not try to filter out bad ticks for me.
 

 

Time: Thu May 16, 2024 1:59 PM CFBB v1.2.0 9 ms.
© AderSoftware 2002-2003