DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email

"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 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 ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob

"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat

"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email

"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.

"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

"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah

"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

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »Futures Tick Data Out Of Order.

Author	Topic: Futures Tick Data Out Of Order. (8 messages, Page 1 of 1)
Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010	Posted: Jul 31, 2023 07:42 PM Msg. 1 of 8 When I do a HIT request on @VXJ23, on the second of February 2023 the downloaded ticks are out of order. At around 10:54:04 the time jumps backward. Here are the lines as they come in: 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.620000,20.5000,1,8452,20.5000,20.5500,1061033,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,4,8456,20.5000,20.5500,1061061,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,3,8459,20.5000,20.5500,1061062,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,2,8461,20.5000,20.5500,1061063,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5000,1,8462,20.5000,20.5500,1061065,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5000,3,8465,20.5000,20.5500,1061066,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5100,1,8466,20.5000,20.5500,1061070,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5100,1,8467,20.5000,20.5500,1061071,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.625000,20.5100,1,8468,20.5000,20.5500,1061082,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,5,8473,20.5000,20.5500,1061184,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,1,8474,20.5000,20.5500,1061185,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,2,8476,20.5000,20.5500,1061186,O,32,4D,0,2, --> Here 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5000,1,8477,20.5000,20.5500,1042874,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5000,4,6600,20.5000,20.5500,1042875,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6601,20.5000,20.5500,1042876,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6602,20.5000,20.5500,1042877,O,32,4D,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6603,20.5000,20.5500,1042878,O,32,4D,0,2, --> and then back to where it was 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,6,6609,20.5000,20.5500,1061264,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,4,8486,20.5000,20.5500,1061265,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,3,8489,20.5000,20.5500,1061266,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,8,8497,20.5000,20.5500,1061267,C,32,01,0,2, 12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,5,8502,20.5000,20.5500,1061268,C,32,01,0,2, In general - can we expect tick data to be in-order?
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: Aug 1, 2023 11:10 AM Msg. 2 of 8 I'll need to investigate this after hours, because the ticks are more than 8 days old. The ticks should be in chronological order for the same symbol. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: Aug 1, 2023 04:45 PM Msg. 3 of 8 What's the exact command you're doing? It must be an HTT command (not HIT) because it returns tick data. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010	Posted: Aug 2, 2023 01:23 AM Msg. 4 of 8 Sorry Gary, I may have got the request type wrong. I'll let you know the precise request after close tomorrow.
Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010	Posted: Aug 2, 2023 03:30 PM Msg. 5 of 8 Command: "HTT,@VXJ23,20221124 000000,20230801 235959,,,,1,1\r\n"
Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010	Posted: Aug 11, 2023 01:54 PM Msg. 6 of 8 Any updates on this?
Craig -DTN Guru- Posts: 326 Joined: Apr 16, 2010	Posted: Aug 21, 2023 01:32 PM Msg. 7 of 8 As per the other thread/ What does it take to get a response?
DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019	Posted: Aug 22, 2023 01:54 PM Msg. 8 of 8 If you need an urgent answer to anything, your best option is to go through the IQFeed API support email or chat. Either will create a support case that is tracked. Monitoring of the forums is more sporadic and informal, though a site refresh is in progress. As for your original question: ticks for the same symbol shouldn't be out of order like your example. However, we can't really research it now, because tick data is only held for 180 days. (The original tick was on February 2; your original post was on July 31, which was exactly 180 days later.) Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist