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 noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"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
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"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
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"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.
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"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
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: ajs_drewgle
About Contact
Joined: Feb 12, 2015 03:27 PM
Last Post: Feb 17, 2015 03:53 PM
Last Visit: Feb 18, 2015 11:23 AM
Website:  
Location:
Occupation:
Interests:
Email: ajs@drewgle.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
ajs_drewgle has contributed to 3 posts out of 21196 total posts (0.01%) in 3,384 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » tick to minute conversion Feb 17, 2015 03:53 PM (Total replies: 7)

Steve,

Attached is DG data for 2/11

thanks.

ajs

Data and Content Support » tick to minute conversion Feb 16, 2015 12:23 PM (Total replies: 7)

I had highlighted the incorrect sample, so I'll try again.

Here is the tick data for that period without any omissions. I was looking at the last "C" sample before the new 1/2 hr,
but it looks like you are using the 2nd one _after_ the 30 min mark.

I'm wondering why you are using the "C" sample at 14:00:11.738 for 30 min when there is also one at 14:00:07.486.
Also note (near the bottom of this data) the volumes that match the "C" sample you used and the 30 min are also from later.

thanks


Q,DG,67.8650,100,13:59:46.230,19,1697704,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:46.233,19,1697804,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01, << the one I'm using

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,600,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,700,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,700,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01, << why not use this one?

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,400,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,1000,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,1000,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,1000,67.8800,300,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,1000,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,100,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,300,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,700,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8600,100,14:00:11.738,12,1698104,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,3D, <<<<<<<< tick you used for 30 min sample. vol doesn't match

Q,DG,67.8600,100,14:00:11.738,12,1698104,67.8600,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D,

Q,DG,67.8600,100,14:00:11.738,12,1698104,67.8600,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D,

Q,DG,67.8700,200,14:00:12.989,19,1698304,67.8600,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8700,200,14:00:12.989,19,1698304,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8600,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,O,3D87,

Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8600,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D87,

Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D87,

Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8700,100,67.8900,100,67.8000,68.0900,67.6500,67.8200,ba,3D87,

Q,DG,67.8800,16,14:00:13.446,7,1698320,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,3D87,

Q,DG,67.8800,84,14:00:13.446,7,1698404,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,O,3D87,

Q,DG,67.8700,100,14:00:13.448,5,1698504,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,3D,

Q,DG,67.8800,100,14:00:13.449,5,1698604,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8700,100,14:00:13.449,18,1698704,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,100,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,200,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,300,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8700,100,14:00:13.450,18,1698804,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.463,18,1698904,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8750,100,14:00:13.463,18,1698904,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.463,18,1698904,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.463,18,1698904,67.8700,300,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.470,18,1699004,67.8700,300,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8750,100,14:00:13.470,18,1699004,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,700,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,600,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:13.485,19,1699104,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8800,66,14:00:16.955,18,1699170,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,O,3D87,

Q,DG,67.8800,100,14:00:16.955,7,1699270,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,3D,

Q,DG,67.8800,34,14:00:16.955,18,1699304,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,O,3D87,

Q,DG,67.8750,100,14:00:16.956,18,1699404,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8750,100,14:00:16.956,18,1699404,67.8700,400,67.8900,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:16.956,18,1699404,67.8700,500,67.8900,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:16.956,18,1699404,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:16.956,18,1699504,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8750,100,14:00:16.957,19,1699604,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, <<<<<<< vol matches 30 min for 14:00

Q,DG,67.8750,100,14:00:16.957,18,1699704,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8750,100,14:00:16.957,18,1699704,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,ba,01,

Q,DG,67.8750,100,14:00:17.040,19,1699804,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, <<<<<<< vol matches your tick from 11.738

Q,DG,67.8750,100,14:00:17.040,19,1699904,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8750,100,14:00:17.040,19,1700004,67.8700,400,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,

Q,DG,67.8750,100,14:00:17.040,19,1700004,67.8700,400,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,

Data and Content Support » tick to minute conversion Feb 12, 2015 03:46 PM (Total replies: 7)

Most of the time the volume/price value for the minute data matches the very last sample _before_ the minute time
from the tick data. On this occasion the minute data used the price from the period immediately before 14:00:00 but the volume
from 14:00:16.957. I looked at about 2600 stocks on this day and they all match the expected pattern until 14:00:00 but then
some of them deviate as below. We’re trying to make a simulation that works the same way with historic data as it does
with streaming but these discrepancies are causing us problems.

thanks.

ajs


this is historic data download for NYSE.DG in 30 min

2015-02-11 10:00:00,68.0850,67.7200,67.8000,67.9400,312891,300918,
2015-02-11 10:30:00,68.0100,67.7500,67.9400,67.8900,546386,223726,
2015-02-11 11:00:00,68.0900,67.8750,67.8900,68.0000,712456,158922,
2015-02-11 11:30:00,68.0000,67.8500,67.9900,67.9300,842175,123811,
2015-02-11 12:00:00,68.0300,67.8400,67.9300,67.9000,1016018,168191,
2015-02-11 12:30:00,67.9100,67.6500,67.9100,67.8200,1110477,86471,
2015-02-11 13:00:00,67.8900,67.7500,67.8000,67.8300,1382853,264184,
2015-02-11 13:30:00,67.9000,67.7150,67.8300,67.8900,1546523,156955,
2015-02-11 14:00:00,67.9050,67.7975,67.8900,67.8650,1699604,145708, <<<<<<<<<
2015-02-11 14:30:00,67.9100,67.7975,67.8650,67.9000,1867674,157084,
2015-02-11 15:00:00,67.9600,67.8350,67.8900,67.8900,2104135,149117,
2015-02-11 15:30:00,67.9300,67.8100,67.8950,67.8900,2422166,300001,
2015-02-11 16:00:00,67.9500,67.6300,67.9000,67.7100,3428190,967405,

this is the streaming tick data for DG
normally the price/volume for 14:00:00 in 30 minute would be the last price/volume before then.

Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01,
Q,DG,67.8650,100,13:59:49.859,19,1697904,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,ba,01, <<<<<<<<<
Q,DG,67.8650,100,14:00:07.486,18,1698004,67.8500,800,67.8800,200,67.8000,68.0900,67.6500,67.8200,C,01,

……data omitted

Q,DG,67.8750,100,14:00:16.956,18,1699504,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,
Q,DG,67.8750,100,14:00:16.957,19,1699604,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01, <<<<<<<<<<<<<<<<<
Q,DG,67.8750,100,14:00:16.957,18,1699704,67.8700,500,67.8800,100,67.8000,68.0900,67.6500,67.8200,C,01,


Time: Sat May 18, 2024 8:14 PM CFBB v1.2.0 6 ms.
© AderSoftware 2002-2003