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'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"Version 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.
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"Excellent datafeed !!!" - Comment from Arely
"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
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
»Forums Index »Product Support »IQFeed Datafeed Wish List »"Snap" Single and Batch Quote - Request & Reply Message
Author Topic: "Snap" Single and Batch Quote - Request & Reply Message (6 messages, Page 1 of 1)

-Interested User-
Posts: 54
Joined: Jul 21, 2004

Posted: Aug 17, 2004 09:49 PM          Msg. 1 of 6
With TCP/IP and otherwise unless anyone can show me how, I think a new "Snap" Quote request message is needed.

This is just like doing:

1. Send a Watchlist subscribe request "wMSFT\n"
2. Receive a "P" message
3. Send a Watchlist unsubscribe request "rMSFT\n"

Except it might look something like:
1. Send a "Snap" Quote Request "pMSFT\n"
2. Send a "Snap" Batch Quote request "pMSFT,EBAY,QCOM,ABGX,AAA,etc,etc,etc\n"

This gives the latest market information in a "Snap" - single transaction and no wasted DTN Server and limited IQConnect session resources (subscribing, receiving new messages and then unsubscribing) when some in some cases all I really need is a quick snapshot and then go away.

For example, since there is a limit to the number of symbols in the non-satellite versions of 500 or 1300, this is a great way to open this up and save a HUGE amount of bandwidth for a lot of clients who may start polling a little more instead of subscribing for all tick data they may not need all the time.

The DTN Servers don't waste time subscribing and unsubscribing another client to possibly a few hundred ticks in the time it takes me to do Step 2. and 3. in the old Watchlist subscription example.

This would also be good for all EOD updates!

This message is also useful to "Snap" the fundamental data so it can be requested seperately and doesn't need to be resent with each batch snap request.

You'd probably place the session/port on another server so as to not interfere with the Streaming Watchlist server/clients.

-Interested User-
Posts: 20
Joined: May 18, 2004

Posted: Aug 18, 2004 10:35 AM          Msg. 2 of 6
Good Idea,

You have my vote.


-IQ Server Developer-
Posts: 41
Joined: May 3, 2004

DTN Market Access, LLC.

Posted: Aug 18, 2004 03:04 PM          Msg. 3 of 6

The concept of a snapshot server is something that we've been looking at for a while, and we definitely have plans to implement something in that general direction.

It most likely will end up being separate from the standard Level 1 feed.

This isn't something we're planning for the immediate future, but it is planned.

Tim Russell
Software Engineer
DTN IQ & FinWin

-Interested User-
Posts: 20
Joined: May 18, 2004

Posted: Aug 18, 2004 04:05 PM          Msg. 4 of 6
Thanks Tim,

That would be most useful! As I am doing like sacha and registering / unregistering symbols 500 at a time.

In the mean time if you guys figure out a cleaner way of doing this let us know.


-Interested User-
Posts: 8
Joined: Sep 14, 2005

Posted: Sep 19, 2005 10:48 AM          Msg. 5 of 6
This snapshot or quote API will be very useful for some of our applications as well.
How do we help this feature be moved up in your list of changes?

-Interested User-
Posts: 29
Joined: Jul 24, 2004

Posted: Sep 30, 2005 08:44 PM          Msg. 6 of 6
Tim, I'm not sure but I get the feeling that this request for a "snap" quote is something similar to how vendors like esignal provide their data--in segmented packetssnaps rather than an uninterupted flow of raw data--tick by tick. Correct me if I'm wrong?

If this is the case, and I can see where it would benefit developers & DTN servers alike for ease of pushing data, it should however be limited to EOD data & information. If you start to change time critical data such as Time & Sales & Volume then you are making a fundamental change to how DTN provides data, and if I am informed correctly it would be a mistake.

Can you comment please?



Time: Wed August 17, 2022 1:25 AM CFBB v1.2.0 47 ms.
© AderSoftware 2002-2003