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 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 use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"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 just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
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
Viewing User Profile for: tamir
About Contact
Joined: May 5, 2009 03:23 AM
Last Post: May 17, 2009 04:21 AM
Last Visit: May 19, 2009 03:06 AM
Website:  
Location:
Occupation:
Interests:
Avatar:
Email: tamirlevi123@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
tamir has contributed to 4 posts out of 21185 total posts (0.02%) in 5,471 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » When does the accumulative volume declines ? May 17, 2009 04:21 AM (Total replies: 1)

I am an IQFeed subscriber using XLQ via its C++ API.

We are monitoring the Total Accumulative Volume of stocks. Surprisingly, sometimes this number decreases (Without any cancellations). Here are two quotes of DELL from the 5/15/2009. (These lines are taken from the IQConnection log file):

1) TO CLIENT (LEVEL1)=2009-05-15 11:34:15: (Accumulative Total Volume = 11553435)

Q,DELL,F,11.0500,0.12,0.010978957,11553435,200,11.1225,10.8000,11.0500,11.0600,19100,6800,,,0.3225,11:34:12b,,10.8550,10.9300,0.01,,,,t,,,,,05/15/2009,,11.0500,,,,0.12,0,0.000000268,-0.593661063,0.,0.,0.195,0,0.02918552,21559058.300000001,14,4,,27409386,BSE-CSE-CHX-NYSE-PSE-NMS,,,,,35174,,,10.9836,0,N,,

2) TO CLIENT (LEVEL1)=2009-05-15 11:34:18: (Accumulative Total Volume = 11473435)
Q,DELL,F,11.0500,0.12,0.010978957,11473435,200,11.1225,10.8000,11.0500,11.0600,19200,6800,,,0.3225,11:34:12b,,10.8550,10.9300,0.01,,,,t,,,,,05/15/2009,,11.0500,,,,0.12,0,0.000000268,-0.596474695,0.,0.,0.195,0,0.02918552,21559058.300000001,14,4,,27409386,BSE-CSE-CHX-NYSE-PSE-NMS,,,,,35174,,,10.9836,0,N,,

I did not see any cancellation quotes in the log file for that stock in the timeframe at hand.
What is the explenation for this phenomena?
Am I missing something ?

Tamir
Tamir

Data and Content Support » How come BID > ASK ? May 10, 2009 02:56 AM (Total replies: 2)

I am using IQFeed (via the XLQ C++ API) and I noticed that many times I get that the BID price exceeds ASK price.
(There is no change in the last update time so I guess these two prices belong to the same quote)

I provided the few following examples. All are within trading hours. I have hundreds of such examples. Nearly every stock has this phenomena at least once in a day.

BID ASK symbol last update time
6.51 6.5 SWHC 9:40:12
22.18 22.17 BRCM 9:54:15
26.29 26.28 ADBE 9:44:00
25.72 25.71 ADBE 10:22:32
25.55 25.54 ADBE 10:31:46


Tamir
Tamir

Data and Content Support » Half a day is missing on BIX.XO on 28/4/2009 May 8, 2009 03:18 AM (Total replies: 2)

On the 28/4/2009 (last week) there is half a day of data missing for the symbol BIX.XO (S&P Bank Index).
From 12:00 to the end of day you get the same line of data for the entire day. As can be seen in the following sample. My questions are:
1) Is it a common practice in DTN to fill up missing rows this way?
2) Since the missing data is from last week and since BIX.XO is a major index I was hoping DTN will correct and fill the missing data.

Tamir

04/28/2009,12:03,96.120,96.120,96.120,96.120,0
04/28/2009,12:04,96.120,96.120,96.120,96.120,0
04/28/2009,12:05,96.120,96.120,96.120,96.120,0
...
...
04/28/2009,16:04,96.120,96.120,96.120,96.120,0
04/28/2009,16:05,96.120,96.120,96.120,96.120,0
04/28/2009,16:06,96.120,96.120,96.120,96.120,0
Tamir

Data and Content Support » How come that BID=ASK? May 5, 2009 03:32 AM (Total replies: 1)

This is probably a newbie question.
I just started using IQFeed (via the XLQ C++ API) and I noticed that many times I get that the BID price equals ASK price.
(There is no change in the last update time so I guess these two prices belong to the same quote)

My questions are:
1) Am I doing anything wrong?
2) Should I expect a spread of 0? If so, when - under what cirumstances?
3) Is it a known issue and if so how should such cases be considered?

Since there are many such examples I did not provide a specific data sample.

Tamir
Tamir


Time: Fri April 26, 2024 9:57 PM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003