DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon

"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen

"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

"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.

"It’s so nice to be working with real professionals!" - Comment from Len

"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe

"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark

"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim

"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther

"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Product Support »Data and Content Support »Timestamp Resolution for Tick Data

Author	Topic: Timestamp Resolution for Tick Data (3 messages, Page 1 of 1)
jayflatland -Interested User- Posts: 10 Joined: Jun 20, 2019	Posted: Jun 20, 2019 03:11 PM Msg. 1 of 3 Is it possible to get fractions of a second timestamps for tick data? I do this: HTT,@NQU19,20190620 000000,20190620 170500,,,,1,, And I see: 2019-06-20 16:05:38,7766.50,1,492761,7766.50,7766.75,232575516,0,0,C, 2019-06-20 16:05:38,7766.50,1,492762,7766.50,7766.75,232575518,0,0,C, 2019-06-20 16:05:38,7766.50,1,492763,7766.50,7766.75,232575518,0,0,C, 2019-06-20 16:05:38,7766.50,1,492764,7766.50,7766.75,232575521,0,0,C, 2019-06-20 16:05:38,7766.50,1,492765,7766.50,7766.75,232575522,0,0,C, 2019-06-20 16:05:38,7766.50,3,492768,7766.25,7766.50,232575523,0,0,C, 2019-06-20 16:05:38,7766.50,1,492769,7766.25,7766.50,232575523,0,0,C, 2019-06-20 16:05:38,7766.50,1,492770,7766.25,7766.50,232575523,0,0,C, I was under the impression timestamps went down to microseconds... Jay
altmany -Interested User- Posts: 34 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: Jun 20, 2019 03:31 PM Msg. 2 of 3 My hunch is that you are not setting the protocol when you first connect to IQFeed, which then defaults to IQFeed 4.9 behavior. When I run your query using protocol 5.0 I see millisecond timestamp resolution, and with protocol 6.0 or 6.1 I see microsecs resolution. http://www.iqfeed.net/dev/api/docs/IQFeedProtocols.cfm Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion Edited by altmany on Jun 20, 2019 at 03:33 PM Edited by altmany on Jun 20, 2019 at 03:33 PM
jayflatland -Interested User- Posts: 10 Joined: Jun 20, 2019	Posted: Jun 20, 2019 03:39 PM Msg. 3 of 3 BINGO! My mistake was I just connected and sent my command. I needed to send the "S,SET PROTOCOL,6.0" command immediately after connection. Works now! Thanks! Jay Jay