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apprentice has contributed to 2 posts out of 21185 total posts (0.01%) in 3,659 days (0.00 posts per day).

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DTN.IQ Client Software Support » Getting historical tick data to csv Apr 25, 2014 02:32 PM (Total replies: 21)

Thanks Tim,

So if quote feed is delayed vs trade feed, ask/bid prices after the trade enter into IQFeed historic records. And there is no way to know that it happened (when I use historic tick data). Am I right?

Thanks

DTN.IQ Client Software Support » Getting historical tick data to csv Apr 24, 2014 05:28 PM (Total replies: 21)

Hello,

I wonder if IQFeed still synchronizes ticks (trades) and quotes (ask/bid) in historical data by the time they arrive to IQFeed server. Or it is now synchronized by exchange timestamps.

Thanks


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