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)




"Excellent datafeed !!!" - Comment from Arely
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"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.
"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.
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"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
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"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
"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
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: DTN_Tim Walter
About Contact
Joined: Apr 25, 2006 12:17 PM
Last Post: Jul 16, 2018 08:21 AM
Last Visit: Yesterday @ 05:24 AM
Website: http://www.dtniq.com
Location: Omaha, NE
Occupation: DTNIQ Customer Support Representative
Interests:
Avatar:
Email: tim.walter@dtn.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
DTN_Tim Walter has contributed to 1182 posts out of 18565 total posts (6.37%) in 4,468 days (0.26 posts per day).

20 Most recent posts:
IQFeed Developer Support » Where is 6.0.0.5? Jul 16, 2018 08:21 AM (Total replies: 4)

Good morning,

The link now reads correctly. My apologies. Thanks for pointing it out.

Tim

IQFeed Developer Support » Questions on upgrading to protocol 6.0 Jun 23, 2018 05:07 PM (Total replies: 2)

Hello,

This change was to bring us in line with what it felt like new developers were expecting from us. Many competitors do not provide an option of how to label their intervals and when comparisons were being done, there would invariably be off by one problems. This was to help eliminate that hurdle.

We felt that, since this would not affect any past protocols, that we could add this change without impacting users much. My expectation was that if someone was going to be editing their code anyhow, to update the protocol, then adding the additional parameter to the HIT, HIX, and HID requests would be acceptable.

My apologies if I underestimated that.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 05:22 PM (Total replies: 11)

Here is a few good ones and an example of one where the exchange appears to be incorrectly labeling them.

These are valid spread trades for today
AKRX1820S12.5: 09:43:47.395378 Tick ID: 12232821 Price: 1.12 Mkt: 13 Size: 30
AKRX1820S7.5: 09:43:47.395386 Tick ID: 12232822 Price: 0.17 Mkt: 13 Size: 30

AKRX1821I17.5: 10:51:16.008986 Tick ID: 52043408 Price: 3.95 Mkt: 16 Size: 8
AKRX1821I27.5: 10:51:16.008986 Tick ID: 52043408 Price: 0.95 Mkt: 16 Size: 8

AKRX1817T12.5: 11:38:03.690677 Tick ID: 73915981 Price: 2.08 Mkt: 9 Size: 11
AKRX1821U10: 11:38:03.690677 Tick ID: 73915981 Price: 1.67 Mkt: 9 Size: 11

This one was flagged as a spread trade from exchange but is actually a BWRT order with a single option leg and stock
AKRX1817H20: 12:57:26.558378 Tick ID: 104690555 Price: 2.10 Mkt: 13 Size: 3
AKRX: 12:57:26.585558 Tick ID: 1126 Price: 15.15 Mkt: Size: 300

Data and Content Support » Trade conditions Jun 18, 2018 09:52 AM (Total replies: 11)

Actually, we did find another like the one you mentioned and only the single trade was sent by the exchange. So we do not believe we are missing any data that the exchange has sent.

What conditions cause them to send or not send two trades (in the case of a spread) I can't answer. We have to assume what the exchange is sending is correct when it comes to the input. We will attempt to do what we can from this end, but resolving this issue will be an exchange level issue it appears. If we get anything else back I will keep you in the loop.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 09:39 AM (Total replies: 11)

Hello again,

I think I am going to need to try and find some more instances of this to try and resolve this. Could you let me know how you are capturing these events and then I can do something internally to help me better understand what is going on.

Tim


Good morning,

Sorry I missed this, but this happens when a corporate action, like a split occurs.

You can see a list of the underlying option roots for a given item in the fundamental message in the "Root Option symbol" field. In this case, it shows BBD and BBD1. If there was another action done, a BBD2 root value would be created.

Tim

IQFeed Developer Support » Possible error in HTX functions series Jun 18, 2018 08:03 AM (Total replies: 1)

Good morning,

The intraday values are whatever we had at the time of the trade. It is not indicative of any final values. Corrections are sent out by the exchange that add or remove volume throughout the day, adjustments or not applied to the cumulative volume numbers.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 07:22 AM (Total replies: 11)

Great, thanks for the confirmation. We'll let you know what comes of it.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 06:58 AM (Total replies: 11)

Looking at the 12.5 strike, we found what I think you are looking at. I have escalated this for further research. I hope to have more on it later this week.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 06:23 AM (Total replies: 11)

Can you confirm your symbol please? I am not showing that strike as having ever traded.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 05:46 AM (Total replies: 11)

Happy to. I'll let you know what I can find.

Tim

IQFeed Developer Support » Historical data requests in 64-bit VBA Jun 11, 2018 05:36 AM (Total replies: 7)

Good morning,

I don't have anything VBA based unfortunately. I am sorry.

We have moved farther away from COM since the earlier posts. while it is there for backwards compatibility, we are not doing adding any new COM functionality. Based on this I would try to stick to the socket code outlined in the current documentation.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 02:33 PM (Total replies: 18)

Ok, not sure then, I'll just plan on visiting with you in chat then tomorrow.

Have a good evening.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 12:59 PM (Total replies: 18)

Ok, just wanted to be sure you were not in another country doing business, I can imagine that it may be related to your local IP address rather than your mail servers.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 12:49 PM (Total replies: 18)

In regards to troubleshooting the email error. What country are you in?

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 11:32 AM (Total replies: 18)

Sounds good, talk with you then.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 10:37 AM (Total replies: 18)

Can you log into the dev site and then click on the chat icon? Then at least I can get you going while I research the other.

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 10:35 AM (Total replies: 18)

Well...that's new.

I'll ask around. Thanks for letting me know.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 10:20 AM (Total replies: 18)

Anytime you issue a watch to a server, a Fundamental message will be returned.

The COM interfaces, while they have remained functional for backwards compatibility are no longer receiving updates, so I would recommend using the current socket based code that is used in our samples for any new development.

I'll send you an email with some additional details.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 6, 2018 09:07 AM (Total replies: 18)

Good morning,

We do have TCP options available that I think will meet your needs. But, we do not have development support for DDE. Do you have a development account with us currently? If you do, you can access the expiration date via our Fundamental data message. It is located here, http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm. You will have to be logged in for the page to work.

If not, you would want to reach out to our sales team so we can help to get you signed so we can help move you forward.

Tim
Edited by DTN_Tim Walter on Jun 6, 2018 at 09:07 AM


Time: Wed July 18, 2018 11:18 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003