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 was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"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
"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
"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
"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.
"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
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"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.
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
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: Sceptre
About Contact
Joined: Feb 4, 2015 12:15 PM
Last Post: Feb 11, 2015 08:49 AM
Last Visit: Feb 13, 2015 07:10 AM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
Sceptre has contributed to 5 posts out of 19801 total posts (0.03%) in 2,063 days (0.00 posts per day).

20 Most recent posts:
DTN.IQ Client Software Support » No millisecond resolution data Feb 11, 2015 08:49 AM (Total replies: 7)

Hi Tim,

I removed the spaces and still get the following for the contract @ESH15:

S,CURRENT PROTOCOL,5.1,
S,SERVER CONNECTED
S,UPDATE FIELDNAMES,Symbol,Exchange ID,Last,Change,Percent Change,Total Volume,Incremental Volume,High,Low,Bid,Ask,Bid Size,Ask Size,Tick,Bid Tick,Range,Last Trade Time,Open Interest,Open,Close,Spread,Strike,Settle,Delay,Market Center,Restricted Code,Net Asset Value,Average Maturity,7 Day Yield,Last Trade Date,(Reserved),Extended Trading Last,Expiration Date,Regional Volume,Net Asset Value 2,Extended Trading Change,Extended Trading Difference,Price-Earnings Ratio,Percent Off Average Volume,Bid Change,Ask Change,Change From Open,Market Open,Volatility,Market Capitalization,Fraction Display Code,Decimal Precision,Days to Expiration,Previous Day Volume,Regions,Open Range 1,Close Range 1,Open Range 2,Close Range 2,Number of Trades Today,Bid Time,Ask Time,VWAP,TickID,Financial Status Indicator,Settlement Date,Trade Market Center,Bid Market Center,Ask Market Center,Trade Time,Available Regions

Are you able to replicate this your end? Basically the level 1 feed is not providing millisecond data. Many thanks.
Edited by Sceptre on Feb 11, 2015 at 10:03 AM
Edited by Sceptre on Feb 11, 2015 at 10:04 AM

DTN.IQ Client Software Support » No millisecond resolution data Feb 10, 2015 03:43 PM (Total replies: 7)

Hi Steve - no the response I get is the one posted above, for the particular symbol I specified.

What I am doing is no more than asking for data back from IQ Feed like so:

CString csCommand = "S, SET PROTOCOL, 5.1\r\n";

This is immediately followed by a call to SendRequestToIQFeed, passing csCommand.

csCommand.Format("w%s\r\n", m_csRequestedData);

This is also immediately followed by a call to SendRequestToIQFeed, passing csCommand.

csCommand = "S,REQUEST ALL UPDATE FIELDNAMES\r\n";

This is also immediately followed by a call to SendRequestToIQFeed, passing csCommand.

The SendRequestToIQFeed function which contains:

void CDataEngine::SendRequestToIQFeed(CString csCommand)
{
int iSentBytes = m_IQConnectSocket.Send(csCommand, csCommand.GetLength());
m_lstData1.InsertItem(0, "Successfully connected to IQFeed.");
if (iSentBytes != csCommand.GetLength())
{
m_lstData1.InsertItem(1, "Unable to send Request to IQFeed.");
}
}

DTN.IQ Client Software Support » No millisecond resolution data Feb 10, 2015 03:17 PM (Total replies: 7)

Hello Tim,

Can I check if there are differences between MSFT and @ESH15? If I ask the IQ Feed connector what it can give me in terms of fieldsets, after setting the symbol, it reports as below. None of which relate to millisecond precision. Can you test your end and suggest any enlightenment?:

S,SERVER CONNECTED
O
T,20150210 16:11:39
S,CURRENT PROTOCOL,5.1,

F,@ESH15,22,,,2088.75,1713.00,,,,,,,,,,,,,,,,,,E-MINI S&P 500 MARCH 2015,,,,,,,,,,, , ,,0,12,2,,15.36,8,43,12/26/2014,02/03/2014,,,,,,03/20/2015,,,ES,

P,@ESH15,22,2062.25,19.75,0.009669523,1362361,1,2066.50,2040.50,2062.00,2062.25,149,540,,,26,16:11:40a,2762422,2043.75,2042.50,0.25,,2042.50,,0,,,,,02/10/2015,,2062.25,03/20/2015,,,19.75,0,,,0.25,0.25,18.5,1,0.012607589,,12,2,38,1289419,,,,,,475063,16:11:40,16:11:40,,8690806,,02/09/2015,43,43,43,16:11:40,,

S,UPDATE FIELDNAMES,Symbol,Exchange ID,Last,Change,Percent Change,Total Volume,Incremental Volume,High,Low,Bid,Ask,Bid Size,Ask Size,Tick,Bid Tick,Range,Last Trade Time,Open Interest,Open,Close,Spread,Strike,Settle,Delay,Market Center,Restricted Code,Net Asset Value,Average Maturity,7 Day Yield,Last Trade Date,(Reserved),Extended Trading Last,Expiration Date,Regional Volume,Net Asset Value 2,Extended Trading Change,Extended Trading Difference,Price-Earnings Ratio,Percent Off Average Volume,Bid Change,Ask Change,Change From Open,Market Open,Volatility,Market Capitalization,Fraction Display Code,Decimal Precision,Days to Expiration,Previous Day Volume,Regions,Open Range 1,Close Range 1,Open Range 2,Close Range 2,Number of Trades Today,Bid Time,Ask Time,VWAP,TickID,Financial Status Indicator,Settlement Date,Trade Market Center,Bid Market Center,Ask Market Center,Trade Time,Available Regions

E,Last TimeMS is not a valid fieldset field.,

DTN.IQ Client Software Support » No millisecond resolution data Feb 10, 2015 01:30 PM (Total replies: 7)

The marketing material says that millisecond data is available, but when the following request is sent to DTN IQ Feed 5.0 for the symbol @ESH15:

S,SET PROTOCOL,5.0\r\n
S,SELECT UPDATE FIELDS,Symbol,Last,Last Trade Time,Bid TimeMS\r\n

Instead of getting update messages with millisecond accuracy, IQ Feed replies:

"Bid TimeMS is not a valid fieldset field."

The legacy IQ Feed 4.9 field: "Last Trade Time" is only accurate to the nearest second.

Am I missing something? Why are the documented version 5.0 fields not available? Thanks.

DTNIQ Client Software Wish List » Dynamic Fieldsets for Level 2 Data Feb 4, 2015 12:34 PM (Total replies: 0)

Wish it were possible to configure Dynamic Fieldsets for Level 2 data just like you can with Level 1 data.

Reasons:

1. Level 2 data is highly frequent.
2. Level 2 data lines can be somewhat verbose.
3. Can save DTN IQ on bandwidth and processing costs.

Thanks for considering it.


Time: Sun September 27, 2020 9:36 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003