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 noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"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
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"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
"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
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"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.
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
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 »Archive (2017 and earlier) »IQFeed Developer Support »Bid Ask Sizes
Author Topic: Bid Ask Sizes (2 messages, Page 1 of 1)

stargrazer
-DTN Guru-
Posts: 302
Joined: Jun 13, 2005

Right Here & Now

Posted: Feb 1, 2006 02:41 PM          Msg. 1 of 2
For say CSCO, Interactive Brokers is sending me bid/ask sizes in the range of 1200 - 1800. IQFeed is sending sizes in teh 40,000 to 80,000 range. Any one else notice this? Is this an artifact on how often ticks are sent? I've heard IB doesn't send everything, but the way ticks are coming in from both, that doesn't appear to account for the difference in sizes. And I'm pretty sure I'm pulling out the correct fields out of the update record. No other fields make sense for the bid/ask sizes.

nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
Posted: Feb 1, 2006 02:54 PM          Msg. 2 of 2
I believe IB sends the sizes and drops the last 2 zeros (since odd lots aren't usually published), while IQ sends the full size, so if the bid size was 1,000 shares IB would show 10 and IQ would show 1000.

It's my understanding that IB doesn't provide a full stream, but sends all bid, ask and last info. Last size and volume are sent "periodically" whatever that means.

Personally, I prefer to use the regional quotes, with emphasis on ARCA and INET (which IQ calls CINN), rather than the Level 1 quotes.
 

 

Time: Sat May 18, 2024 8:36 PM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003