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)




"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"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
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"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
"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.
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"Version 4.0.0.2 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.
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Excellent datafeed !!!" - Comment from Arely
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 3rd Party Software Support »Erroneous Split in Fundamental Message
Author Topic: Erroneous Split in Fundamental Message (7 messages, Page 1 of 1)

Roberts
-Interested User-
Posts: 23
Joined: Mar 26, 2008


Posted: Sep 14, 2020 03:44 AM          Msg. 1 of 7
Is this a good place to report data errors?

The fundamental message returned just now for XLF begins like this, with the record truncated after Split Factor 2

F,XLF,7,,57698000,31.3800,17.4900,31.3800,17.4900,2.4700,0.1516,0.6115,06/25/2020,06/22/2020,,,,,FINANCIAL SELECT SECTOR SPDR,,,1.20,,186563.0,,,,744245,1000.00 09/19/2016,1231.00 05/04/2007,...

An hour earlier, this came in...
F,XLF,7,,57698000,31.3800,17.4900,31.3800,17.4900,2.4700,0.1516,0.6115,06/25/2020,06/22/2020,,,,,FINANCIAL SELECT SECTOR SPDR,,,1.20,,186563.0,,,,744245,1000.00 09/19/2016,1231.00 07/01/2002,....

I only noticed this because a customer reported that the date he got for Split Factor 2 was 10/12/2010.

Besides the changing date for this "split", a bigger problem is that there has never been a second split for XLF. There should only be the first on 9/19/2016, whose factor should be 1000/1231 (approximately). In reality, the factor should be 1/1.23167675 which is really a back-adjusment for a special dividend of $4.44346/share.

DTN_Stephen
-DTN Guru-
Posts: 286
Joined: Aug 22, 2014


Posted: Sep 14, 2020 06:21 AM          Msg. 2 of 7
Robert we appreciate the information.

You can also report data issues at support@iqfeed.net

This split data is currently under review and I will notify you as soon as I have more information.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Stephen
-DTN Guru-
Posts: 286
Joined: Aug 22, 2014


Posted: Sep 14, 2020 09:55 AM          Msg. 3 of 7
We have corrected the data errors on the symbol XLF.

If you have any further questions regarding this information please feel free to contact us at support@iqfeed.net

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

Roberts
-Interested User-
Posts: 23
Joined: Mar 26, 2008


Posted: Sep 14, 2020 10:15 AM          Msg. 4 of 7
Hi Stephen,
I just grabbed the message after reading your post and got this:

F,XLF,7,,57698000,31.3800,17.4900,31.3800,17.4900,2.4700,0.1516,0.6115,06/25/2020,06/22/2020,,,,,FINANCIAL SELECT SECTOR SPDR,,,1.20,,186563.0,,,,744245,0.81 09/19/2016,1231.00 02/22/2008,...

Indeed, Split Factor 1 was corrected, but Split Factor 2 should be empty. The factor 1231 is an artifact of the divisor for Split Factor 1 (1000/1231 = approx. 0.81), and its date is fictitious.

DTN_Stephen
-DTN Guru-
Posts: 286
Joined: Aug 22, 2014


Posted: Sep 14, 2020 10:21 AM          Msg. 5 of 7
Thank you for the response.

Our Market data integrity team is reviewing the data on XLF at this time.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Stephen
-DTN Guru-
Posts: 286
Joined: Aug 22, 2014


Posted: Sep 14, 2020 02:10 PM          Msg. 6 of 7
We are still researching but for now, either:

• Unwatch the symbol and then rewatch the symbol.

Or if that doesn’t work

• Shut down and restart the feed.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

Roberts
-Interested User-
Posts: 23
Joined: Mar 26, 2008


Posted: Sep 14, 2020 02:58 PM          Msg. 7 of 7
Looks good now. SF2 is empty. Thanks.
 

 

Time: Tue September 29, 2020 9:29 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003