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 was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"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
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"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
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
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 »IQFeed Developer »IQFeed Developer Support »IntervalVolume in B[Type] messages in Derivative sockets
Author Topic: IntervalVolume in B[Type] messages in Derivative sockets (4 messages, Page 1 of 1)

one541
-Interested User-
Posts: 6
Joined: May 6, 2020


Posted: May 7, 2020 01:57 AM          Msg. 1 of 4
Could you please explain what does the "IntervalVolume" represent in B[Type] messages in the derivative sockets? The documentation is a little unclear.

Thanks

one541
-Interested User-
Posts: 6
Joined: May 6, 2020


Posted: May 7, 2020 01:35 PM          Msg. 2 of 4
I would really appreciate it if someone could tell me the difference between Interval Volume and Cummulative Volume

altmany
-Interested User-
Posts: 50
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: May 7, 2020 01:46 PM          Msg. 3 of 4
  • CummlativeVolume – total trade volume since start of the current trading day.
  • IntervalVolume – trade volume during this specific interval bar only.
  • NumberOfTrades – number of trades during this specific interval bar. Relevant only when the IntervalType in your request is ticks/trades.

    Yair Altman
    IQML - IQFeed-MATLAB connector
    https://UndocumentedMatlab.com/IQML

    I am not a DTN employee; my post reflects my personal opinion

  • one541
    -Interested User-
    Posts: 6
    Joined: May 6, 2020


    Posted: May 7, 2020 01:54 PM          Msg. 4 of 4
    Thanks altmany!
     

     

    Time: Sun September 27, 2020 9:13 PM CFBB v1.2.0 0 ms.
    © AderSoftware 2002-2003