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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Bad Ticks using IQFeed Real-Time Feed

Author	Topic: Bad Ticks using IQFeed Real-Time Feed (4 messages, Page 1 of 1)
gidon -Interested User- Posts: 4 Joined: May 10, 2007	Posted: May 10, 2007 06:17 AM Msg. 1 of 4 Hello, I'm using IQFeed real-time feed through QuoteLink (RTD functions into Excel). In the last few days, I noticed that there are more bad ticks than before (in the pas I had almost none). I was wondering if there is any reason for that? In general, do you use bad ticks filter for your feed? Does the new version/server you switching to should reduce or solve the problem? Thanks, Gidon
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: May 10, 2007 09:05 AM Msg. 2 of 4 What are you referring to as a "bad tick"? Are you indicating simply that a price is out of line with where something is trading? Or are you referring to something else? In General, ee do not filter data from the exchange. This means that the bad ticks you are experiencing should be originating from the exchange. All data that is "cleaned up" is done only in historical data. I do not believe there is any plans to start filtering ticks in IQFeed. As a result, the new servers will not reduce the number of bad ticks you receive.
cj -Interested User- Posts: 1 Joined: May 13, 2007	Posted: May 13, 2007 05:15 PM Msg. 3 of 4 I have seen the exact same thing too... Stocks that for a few prints... Last Trade... that are so out of whack that it is crazy... Like IBM... 103, 103, 103.01, 1800, 1845, 103.01, 103.02... etc with other stocks too. that is what he means and that is what i mean too... I am also usint QuoteLink too with RTD format and then charting the results from my excel spreadsheet - so, yes, i can see these bad ticks all day long everyday... about 10 to 15 times a day... cj... HAVE STOP - WILL TRADE Edited by cj on May 13, 2007 at 05:18 PM Edited by cj on May 13, 2007 at 05:19 PM
gidon -Interested User- Posts: 4 Joined: May 10, 2007	Posted: May 14, 2007 03:04 AM Msg. 4 of 4 Thank you. I now realize that the bad ticks are not coming from you but from the exchange. We would like to buid a bad ticks filter and for that I will appreciate your help. Can you characterize the behavior of these bad ticks? In particular, can you tell me if these bad ticks are only individuals ticks (meaning, that the data is corrupted for a signle tick and the following tick will be OK)? Any other information about these bad ticks will be helpful for us (or anyone else) to build this kind of filter. Gidon