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 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.
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"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
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"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.
"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
"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
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
Viewing User Profile for: sanjayqdt
About Contact
Joined: Feb 5, 2023 01:19 PM
Last Post: Feb 6, 2023 09:14 AM
Last Visit: Feb 6, 2023 02:21 PM
Website:  
Location: NY, NY
Occupation: Analyst
Interests: Python
Avatar:
Smithers!
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
sanjayqdt has contributed to 2 posts out of 21191 total posts (0.01%) in 454 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » SECOND front month contract volumes for Cocoa not matching Bloomberg Volumes Feb 6, 2023 09:14 AM (Total replies: 3)

getHistory is actually internal code, I apologize, I misunderstood what a colleague's code was doing.
I see now that the values match. Thanks for the quick response.

Data and Content Support » SECOND front month contract volumes for Cocoa not matching Bloomberg Volumes Feb 5, 2023 01:36 PM (Total replies: 3)

I pulled the hourly prints for the second front month contract for ICE US Cocoa Futures (CC*2 and, currently, the May 23 expiry) from the getHistory API.

I noticed that the volume for daily traded contracts is different from what I see on my Bloomberg terminal. If I sum up the hourly volumes traded, I come to ~12,000 contracts traded on Feb 1 (Wednesday) and if I compare this to Bloomberg, I see ~23,000 contracts traded. I don't understand why these volumes would be different when the prices seem to match?


Time: Fri May 3, 2024 5:30 PM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003