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'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
"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 was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"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
"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
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
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 »NEW IQFEED FORUMS »Data Questions »Opening volume
Author Topic: Opening volume (3 messages, Page 1 of 1)

496841
-Interested User-
Posts: 1
Joined: Mar 27, 2021
Posted: Mar 27, 2021 06:03 AM          Msg. 1 of 3
Hi,
When calculating an interval bar at any other time throughout the day the total volume can be reconciled by summing the incremental volume. However, this isn't true of the open. The opening cumulative volume starts with a number that doesn't include any trades that can be seen. Where does this initial volume come from?
Thanks,
Dave

DTN Todd
-Interested User-
Posts: 74
Joined: Mar 24, 2010
Posted: Mar 28, 2021 11:05 PM          Msg. 2 of 3
Hello

We can have our data team look into this. Can you supply us some additional details such as what is the symbol you are seeing this activity for and a specific date. Are you utilizing our API?

Thanks
Todd DTN Support

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019
Posted: Mar 29, 2021 11:19 AM          Msg. 3 of 3
For some commodity types, not all volume included in "Total Volume" statistic exists in ticks. Implied trades and block trades are types of trades where this can happen. They don't have their own ticks, but the volume of these type of trades is included in the total volume of the session. The exchange sends the total volume with each trade message, so you may see increases in volume that the ticks alone don't account for.
Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

Time: Mon April 29, 2024 2:01 AM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003