DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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 just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email

"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post

"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 very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email

"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email

"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

"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John

"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps

"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

"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »AFTERHOURS data

Author	Topic: AFTERHOURS data (6 messages, Page 1 of 1)
ltruong -Interested User- Posts: 10 Joined: Mar 25, 2007	Posted: Apr 4, 2007 05:23 AM Msg. 1 of 6 I am trying to get "afterhours" data, i.e. tick data for stocks that may trade before the market opens at 9:30a EDT or after normal close. Can this data be retrieved using historical tick functions via COM implementation? what about in real time? and if so, which one: COM or TCP/IP?
JDonovan -Interested User- Posts: 24 Joined: Feb 11, 2007	Posted: Apr 4, 2007 06:17 AM Msg. 2 of 6 I'm not sure on the historical data but for the real time data absolutely. Check the timestamp of the trade. The format of the time string is HH:MMc where "c" is the trade indicator. If the trade indicator character is a "t" then the trade is normal, if an uppercase "T" then it's a Form T trade (extended trading pre and post market). If the trade is from the extended session then the data will be in the "Extended trading last", "Extended trading change" and "Extended trading difference" fields (fields 33, 37 and 38 in the update message data). Hope that helps.... - Jeff Edited by JDonovan on Apr 4, 2007 at 06:18 AM
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Apr 4, 2007 08:50 AM Msg. 3 of 6 JDonovan is 100% correct. The only thing that I would point out is that soon we will be adding seconds to the time field so you will want to make sure that your app can also handle that field being in the format of HH:MM:SSc And to answer the question of history, extended trading is not currently stored in the history servers.
chomper -Interested User- Posts: 1 Joined: May 7, 2007	Posted: May 7, 2007 09:28 PM Msg. 4 of 6 "history, extended trading is not currently stored in the history servers." How about now, can you get 1 minutes history pre-market and post-market now?
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: May 8, 2007 08:10 AM Msg. 5 of 6 No. We will post an announcement once new features are available.
dhakme -DTN Evangelist- Posts: 150 Joined: Sep 17, 2004	Posted: May 22, 2007 07:04 AM Msg. 6 of 6 Steve, you say that JDonovan is 100% correct in stating: "If the trade indicator character is a "t" then the trade is normal, if an uppercase "T" then it's a Form T trade (extended trading pre and post market)." But the current IQFeed 4.2 documentation states: "The character represented by c indicates one of the following: * t - A trade update occurred * T - Extended Trade = Any trade that is counted in volume (field 7) but does not set a new open, high, low, or last." As far as I can tell, these are NOT the same thing. Can you elaborate please? Our NYSE feed appears to be seeing 't' trades from 8:20am which is not market open as far as I know.