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'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 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
"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
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"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.
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"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'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.
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: otterway
About Contact
Joined: Mar 6, 2010 01:10 PM
Last Post: Jun 9, 2011 02:48 PM
Last Visit: Jun 9, 2011 05:30 PM
Website:  
Location:
Occupation:
Interests:
Avatar:
If the world was so simple
Email: all.but.lost@hotmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
otterway has contributed to 5 posts out of 21185 total posts (0.02%) in 5,164 days (0.00 posts per day).

20 Most recent posts:

I am capturing level 2 data (TCP). I work under the assumption that the only way for a level 2 transactions to be canceled (ask or bid) is that a zero value be sent to the bid/bid size or the ask/ask size; or a replacement bid/bid size or ask/ask size.

At the end of the day I am left with maybe 10 to 15 unclosed u transactions on the ask side. Usually these exist on the ask side only, and they usually are less than 200 ask size quantity.

I am not checking reason code, condition code, bid info valid, or ask info valid. Are my assumptions correct so far?

The second part of the question when should I consider all transactions not accounted for as "no longer valid?". Should market close determine that... and should I be using the c<cr><lf> to trigger that in the 9200 TCP stream; or should I always expect a canceling "u" transaction?


I have both 2010 and 2005 working on Sockets C#... I must assume that you have the c# examples.... The first one to work on would be connect to iqfeed... using sockets... 9300 admin... then 5009 and then 9100... Once you get 1 socket... the rest will follow... the only difference is you will need to understand that pieces of data will come to you... and you will have to ensure they are together... email me if i can be of further help... i will do my best...


THE ABILITY TO SET THE FIELDS TO REDUCE PARSING... THE ABILITY TO GATHER TICK HISTORY.... ALL THE FUNCTIONALITY OF LOOKUP3.... THAT WOULD BE JUST WONDERFUL... IN THE INTERIM TIME... MAYBE SOMEONE CAN POST SOME MORE C# EXAMPLES... WHILE WAITING ON PRIORITIES FOR THIS ONE.... THANKS...


The OCX is very nice for folks who are not professional programmers. It easily allows me to drop a control on a program and be up and running within 5 minutes..

The inclusion of history.. and other non supported areas outside of level I would be a great benefit for folks like me... I have spent two days trying to include Com (to have ticks) inside a c# program and I'm still missing the boat somewhere...

Thank you for any consideration given to this topic.


New to the board as well as new to the developer side... Please include me in on the c# examples... I would love as many that exist... It's not that I'm Stoop..... Id... but the more ways I see something... the easier it is... and the ole saying... Don't try to re-invent the wheel... cause it still works!!!!!


Time: Wed April 24, 2024 12:09 AM CFBB v1.2.0 13 ms.
© AderSoftware 2002-2003