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)




"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
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"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 am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"Excellent datafeed !!!" - Comment from Arely
"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
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
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) »Data and Content Support »Wrong London Exchange data
Author Topic: Wrong London Exchange data (2 messages, Page 1 of 1)

Svancara
-Interested User-
Posts: 7
Joined: Dec 31, 2008


Posted: Dec 20, 2018 09:56 AM          Msg. 1 of 2
Hello!

We have relative frequent problems with LSE data. (Once per week at least.)

Here is the latest example. Symbol: L.BATS

Here are a tick data downloaded by your Time & Sales application. (Sorted desc.)

Date,Time,Price,Inc Vol,Bid,Ask,Volume,B Size,A Size,TickID,Info,Mkt Center,Trade Conditions

2018-12-19,09:45:05.423771,2561.5000,170,2561.5000<<,2562.5000,2226224,0,0,679543000,Trade,LSE,REGULAR
2018-12-19,09:45:05.214187,2561.5000,2,2560.5000,2561.5000<<,2226054,0,0,679542999,Trade,LSE,REGULAR
2018-12-19,09:45:05.003725,2561.0000,126,2560.5000,2561.0000<<,2222254,0,0,679542998,Trade,LSE,REGULAR
next line is error:
2018-12-19,08:23:23.000000,25.5700,1000000,2560.0000,2561.0000,4222128,0,0,155231,Trade,LSE,REGULAR
2018-12-19,09:44:48.030200,2560.0000,200,2560.0000<<,2561.0000,3225926,0,0,155219,Trade,LSE,REGULAR
2018-12-19,09:44:48.030642,2560.0000,100,2560.0000<<,2561.0000,3225726,0,0,679542956,Trade,LSE,REGULAR
2018-12-19,09:44:47.950441,2561.0000,373,2560.0000,2561.0000<<,3225626,0,0,679542955,Trade,LSE,REGULAR

...

2018-12-19,08:26:47.897599,2534.0000,150,2533.5000,2534.0000<<,2776708,0,0,679529725,Trade,LSE,REGULAR
2018-12-19,08:26:47.897599,2534.0000,175,2533.5000,2534.0000<<,2776558,0,0,679529724,Trade,LSE,REGULAR
2018-12-19,08:26:46.837012,2534.0000,548,2533.0000,2534.0000<<,2735199,0,0,679529723,Trade,LSE,REGULAR
next line is error:
2018-12-19,08:23:23.000000,25.5700,1000000,2533.5000,2534.0000,2775835,0,0,136151,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,137,2533.0000,2534.0000<<,1775835,0,0,679529722,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,150,2533.0000,2534.0000<<,1775698,0,0,679529721,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,177,2533.0000,2534.0000<<,1775548,0,0,679529720,Trade,LSE,REGULAR


We usually receive 100x less price tick than it should be.
I looked to it deeper today and I see that historical data are even in the wrong order.

Thanks.
Edited by Svancara on Dec 20, 2018 at 12:35 PM

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Dec 20, 2018 02:17 PM          Msg. 2 of 2
Hello, we are looking into this.
 

 

Time: Mon April 29, 2024 10:12 PM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003