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 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
"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
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"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
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
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: ant1
About Contact
Joined: Nov 5, 2019 09:43 AM
Last Post: Nov 5, 2019 05:44 PM
Last Visit: Nov 6, 2019 06:13 PM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
ant1 has contributed to 2 posts out of 21190 total posts (0.01%) in 1,640 days (0.00 posts per day).

20 Most recent posts:
Data Questions » On the historical data, The Close Price are almost ALWAYS different from the next Open price Nov 5, 2019 05:44 PM (Total replies: 3)

Thanks Gary for the quick answer and pointing out that this asumption is wrong.

I am quite not sure to understand how, and I would greatly appreciate to get the long answer.

So what you are saying is that - purelly timely speaking - is that for example - if we have the following two minutes for Ask:

10:00 : Open $4.95, Close $5.00
10:01: Open $5.02, Close $5.05

The open time for the 10:01 is not exactly 10:01:00.000000 but between 10:01:00.0000 and 10:01:59.9999999, the first time the order book has changed during this time span, modifying the Ask price.

Or is it that the close price of $5.00 doesn't really happens at 10:00.59.99999 - it is the last change in value recorded between 10:00:00.00000 & 10:00:59.999999 - and that it happens that the price changes at exactly 10:01:00.000000 - giving a different Open value than the close value?

Or is it a bit of the both?

Data Questions » On the historical data, The Close Price are almost ALWAYS different from the next Open price Nov 5, 2019 09:55 AM (Total replies: 3)

I was under the assumption that Always, the close price equals the next opening price durg the opening trading day - with the expection of stock exchange closing vs stock exchange opening the next day.

For example, when I query any NASDAQ stock minute granularity historical data, I get improper values.

Statistically, 90% of the time, the close price is different from the next opening price.

I can also see that inconsistency in the Charts App from the IQFEed API Connection Manager, to reproduce, just open the Charts APP, take ABC Symbol, for example, load the minutes, display OHLC and click on each minute - and you will see the inconsistency by yourself.

Same Happens when doing a 
HIT,Symbol,60,date from,date to,,,,1,Requestid
request to the API.

How can I get consistent open/close historical data with IQFeed?


Time: Wed May 1, 2024 4:35 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003