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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Forex
Author Topic: Forex (18 messages, Page 1 of 1)

mw
-Interested User-
Posts: 16
Joined: May 12, 2004


Posted: May 12, 2004 09:05 PM          Msg. 1 of 18
Is Forex data available via either DTN Sat or IQFeed?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 12, 2004 10:14 PM          Msg. 2 of 18
Quote: Is Forex data available via either DTN Sat or IQFeed?
--- Original message by mw on May 12, 2004 09:05 PM
Yes. Forex data is available on both satellite and IQFeed/DTN.IQ. We currently offer forex data from Barclays and Tullett. The service cost $25 (in addition to your basic services). We are working on implementation of HotSpotFX, which will add more execution quality, institution level forex data. It is most likely still a few months out.

One caveat, on satellite, not all software is able to handle the long symbol formats we are using. The new DTN.IQ for Satellite, and Ensign software definately support it. I believe InvestorRT also supports it. You also must have a 8000 series receiver on our Velocity satellite channel in order to get the feed via satellite.

Jay

Jay Froscheiser
DTN Market Access, LLC.

mw
-Interested User-
Posts: 16
Joined: May 12, 2004


Posted: May 12, 2004 11:14 PM          Msg. 3 of 18
Perhaps I could ask a similar question but unrelated to Forex - are calculated statistics such as

"@ISNA","NYSE ISS ADVANCES (LAST)"
"@ISND","NYSE ISS DECLINES (LAST)"
"@ISNT","NYSE ISS TOTAL (LAST)"
"@ISNU","NYSE ISS UNCHANGED (LAST)"
"@ISZA","NASD ISS ADVANCES (LAST)"
"@ISZD","NASD ISS DECLINES (LAST)"
"@ISZT","NASD ISS TOTAL (LAST)"
"@ISZU","NASD ISS UNCHANGED (LAST)"

- From the symbol guide on the web site - done in real time? What frequency of update?

I'm assuming that new high / low stats such as
@FINHT","NYSE NEW 52 WEEK HIGHS"
"@FINLT","NYSE NEW 52 WEEK LOWS"

Are done after market hours, could you confirm that and also let me know when the calculation process is completed and data transmitted?

Trying to think of little 'gotyas' that tend to creep up around the data fringes when switching feeds...

Thanks again,
Mike

Thanks again.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 13, 2004 07:51 AM          Msg. 4 of 18
Quote: Perhaps I could ask a similar question but unrelated to Forex - are calculated statistics such as

"@ISNA","NYSE ISS ADVANCES (LAST)"
"@ISND","NYSE ISS DECLINES (LAST)"
"@ISNT","NYSE ISS TOTAL (LAST)"
"@ISNU","NYSE ISS UNCHANGED (LAST)"
"@ISZA","NASD ISS ADVANCES (LAST)"
"@ISZD","NASD ISS DECLINES (LAST)"
"@ISZT","NASD ISS TOTAL (LAST)"
"@ISZU","NASD ISS UNCHANGED (LAST)"

- From the symbol guide on the web site - done in real time? What frequency of update?

I'm assuming that new high / low stats such as
@FINHT","NYSE NEW 52 WEEK HIGHS"
"@FINLT","NYSE NEW 52 WEEK LOWS"

Are done after market hours, could you confirm that and also let me know when the calculation process is completed and data transmitted?

Trying to think of little 'gotyas' that tend to creep up around the data fringes when switching feeds...

Thanks again,
Mike

Thanks again.
--- Original message by mw on May 12, 2004 11:14 PM
Most of the market statistics that we calculate (over 250 of them) are calculated every 6 seconds in real time. This includes new high/low stats, which are calculated throughout the day, not just at the end of the day (and thus you have a chart that looks like a wave pattern because the number increases throughout the day).

One thing to be aware of with stats is that the symbology is different between the satellite and IQ feeds. Stats on IQ have a .Z at the end of the symbol. Just be sure you look at the symbol guide on dtniq.com vs. dtnma.com which has the symbol guide for satallite.

Jay

Here is a list of the .Z symbols for IQ:

AIAT.Z AMEX AVERAGE PRICE
DCAD.Z AMEX CALLS $ VOL DOWN
DCAT.Z AMEX CALLS $ VOL TOTAL
DCAU.Z AMEX CALLS $ VOL UNCHG
DCAA.Z AMEX CALLS $ VOL UP
SCAT.Z AMEX CALLS INDEX
ICAA.Z AMEX CALLS ISSUES ADVANCES
ICAD.Z AMEX CALLS ISSUES DECLINES
ICAT.Z AMEX CALLS ISSUES TOTAL
ICAU.Z AMEX CALLS ISSUES UNCHG
TCAD.Z AMEX CALLS TICKS DOWN
TCAT.Z AMEX CALLS TICKS TOTAL
TCAA.Z AMEX CALLS TICKS UP
VCAD.Z AMEX CALLS VOLUME DOWN
VCAT.Z AMEX CALLS VOLUME TOTAL
VCAU.Z AMEX CALLS VOLUME UNCHG
VCAA.Z AMEX CALLS VOLUME UP
DIAD.Z AMEX ISSUES $ VOL DOWN
DIAT.Z AMEX ISSUES $ VOL TOTAL
DIAU.Z AMEX ISSUES $ VOL UNCHG
DIAA.Z AMEX ISSUES $ VOL UP
IIAA.Z AMEX ISSUES ADVANCES
IIAD.Z AMEX ISSUES DECLINES
TIAD.Z AMEX ISSUES TICKS DOWN
TIAT.Z AMEX ISSUES TICKS TOTAL
TIAA.Z AMEX ISSUES TICKS UP
IIAT.Z AMEX ISSUES TOTAL
IIAU.Z AMEX ISSUES UNCHG
VIAD.Z AMEX ISSUES VOLUME DOWN
VIAT.Z AMEX ISSUES VOLUME TOTAL
VIAU.Z AMEX ISSUES VOLUME UNCHG
VIAA.Z AMEX ISSUES VOLUME UP
JIAT.Z AMEX NET ISSUES
JTAT.Z AMEX NET TICK
FIAH.Z AMEX NEW FIFTY-TWO WEEK HIGHS
FIAL.Z AMEX NEW FIFTY-TWO WEEK LOWS
DPAD.Z AMEX PUTS $ VOL DOWN
DPAT.Z AMEX PUTS $ VOL TOTAL
DPAU.Z AMEX PUTS $ VOL UNCHG
DPAA.Z AMEX PUTS $ VOL UP
SPAT.Z AMEX PUTS INDEX
IPAA.Z AMEX PUTS ISSUES ADVANCES
IPAD.Z AMEX PUTS ISSUES DECLINES
IPAT.Z AMEX PUTS ISSUES TOTAL
IPAU.Z AMEX PUTS ISSUES UNCHG
TPAD.Z AMEX PUTS TICKS DOWN
TPAT.Z AMEX PUTS TICKS TOTAL
TPAA.Z AMEX PUTS TICKS UP
VPAD.Z AMEX PUTS VOLUME DOWN
VPAT.Z AMEX PUTS VOLUME TOTAL
VPAU.Z AMEX PUTS VOLUME UNCHG
VPAA.Z AMEX PUTS VOLUME UP
DCCD.Z CBOE CALLS $ VOL DOWN
DCCT.Z CBOE CALLS $ VOL TOTAL
DCCU.Z CBOE CALLS $ VOL UNCHG
DCCA.Z CBOE CALLS $ VOL UP
SCCT.Z CBOE CALLS INDEX
ICCA.Z CBOE CALLS ISSUES ADVANCES
ICCD.Z CBOE CALLS ISSUES DECLINES
ICCT.Z CBOE CALLS ISSUES TOTAL
ICCU.Z CBOE CALLS ISSUES UNCHG
TCCD.Z CBOE CALLS TICKS DOWN
TCCT.Z CBOE CALLS TICKS TOTAL
TCCA.Z CBOE CALLS TICKS UP
VCCD.Z CBOE CALLS VOLUME DOWN
VCCT.Z CBOE CALLS VOLUME TOTAL
VCCU.Z CBOE CALLS VOLUME UNCHG
VCCA.Z CBOE CALLS VOLUME UP
DPCD.Z CBOE PUTS $ VOL DOWN
DPCT.Z CBOE PUTS $ VOL TOTAL
DPCU.Z CBOE PUTS $ VOL UNCHG
DPCA.Z CBOE PUTS $ VOL UP
SPCT.Z CBOE PUTS INDEX
IPCA.Z CBOE PUTS ISSUES ADVANCES
IPCD.Z CBOE PUTS ISSUES DECLINES
IPCT.Z CBOE PUTS ISSUES TOTAL
IPCU.Z CBOE PUTS ISSUES UNCHG
TPCD.Z CBOE PUTS TICKS DOWN
TPCT.Z CBOE PUTS TICKS TOTAL
TPCA.Z CBOE PUTS TICKS UP
VPCD.Z CBOE PUTS VOLUME DOWN
VPCT.Z CBOE PUTS VOLUME TOTAL
VPCU.Z CBOE PUTS VOLUME UNCHG
VPCA.Z CBOE PUTS VOLUME UP
JI4T.Z DOW JONES COMP NET TICK
TIKI.Z DOW JONES INDU NET TICK
JI2T.Z DOW JONES TRAN NET TICK
JI3T.Z DOW JONES UTIL NET TICK
AIOT.Z NASDAQ 3RD MKT AVERAGE PRICE
DIOD.Z NASDAQ 3RD MKT ISSUES $ VOL DOWN
DIOT.Z NASDAQ 3RD MKT ISSUES $ VOL TOTAL
DIOU.Z NASDAQ 3RD MKT ISSUES $ VOL UNCHG
DIOA.Z NASDAQ 3RD MKT ISSUES $ VOL UP
IIOA.Z NASDAQ 3RD MKT ISSUES ADVANCES
IIOD.Z NASDAQ 3RD MKT ISSUES DECLINES
TIOD.Z NASDAQ 3RD MKT ISSUES TICKS DOWN
TIOT.Z NASDAQ 3RD MKT ISSUES TICKS TOTAL
TIOA.Z NASDAQ 3RD MKT ISSUES TICKS UP
IIOT.Z NASDAQ 3RD MKT ISSUES TOTAL
IIOU.Z NASDAQ 3RD MKT ISSUES UNCHG
VIOD.Z NASDAQ 3RD MKT ISSUES VOLUME DOWN
VIOT.Z NASDAQ 3RD MKT ISSUES VOLUME TOTAL
VIOU.Z NASDAQ 3RD MKT ISSUES VOLUME UNCHG
VIOA.Z NASDAQ 3RD MKT ISSUES VOLUME UP
JIOT.Z NASDAQ 3RD MKT NET ISSUES
JTOT.Z NASDAQ 3RD MKT NET TICK
FIOH.Z NASDAQ 3RD MKT NEW FIFTY-TWO WEEK LOWS
FIOL.Z NASDAQ 3RD MKT NEW FIFTY-TWO WEEK LOWS
AIQT.Z NASDAQ COMB AVERAGE PRICE
DIQD.Z NASDAQ COMB ISSUES $ VOL DOWN
DIQT.Z NASDAQ COMB ISSUES $ VOL TOTAL
DIQU.Z NASDAQ COMB ISSUES $ VOL UNCHG
DIQA.Z NASDAQ COMB ISSUES $ VOL UP
IIQA.Z NASDAQ COMB ISSUES ADVANCES
IIQD.Z NASDAQ COMB ISSUES DECLINES
IIQT.Z NASDAQ COMB ISSUES TOTAL
IIQU.Z NASDAQ COMB ISSUES UNCHG
VIQD.Z NASDAQ COMB ISSUES VOLUME DOWN
VIQT.Z NASDAQ COMB ISSUES VOLUME TOTAL
VIQU.Z NASDAQ COMB ISSUES VOLUME UNCHG
VIQA.Z NASDAQ COMB ISSUES VOLUME UP
JIQT.Z NASDAQ COMB NET ISSUES
JTQT.Z NASDAQ COMB NET TICK
FIQH.Z NASDAQ COMB NEW FIFTY-TWO WEEK HIGHS
FIQL.Z NASDAQ COMB NEW FIFTY-TWO WEEK LOWS
TIQD.Z NASDAQ COMB TICKS DOWN
TIQT.Z NASDAQ COMB TICKS TOTAL
TIQA.Z NASDAQ COMB TICKS UP
AIMT.Z NASDAQ NMS AVERAGE PRICE
DIMD.Z NASDAQ NMS ISSUES $ VOL DOWN
DIMT.Z NASDAQ NMS ISSUES $ VOL TOTAL
DIMU.Z NASDAQ NMS ISSUES $ VOL UNCHG
DIMA.Z NASDAQ NMS ISSUES $ VOL UP
IIMA.Z NASDAQ NMS ISSUES ADVANCES
IIMD.Z NASDAQ NMS ISSUES DECLINES
TIMD.Z NASDAQ NMS ISSUES TICKS DOWN
TIMT.Z NASDAQ NMS ISSUES TICKS TOTAL
TIMA.Z NASDAQ NMS ISSUES TICKS UP
IIMT.Z NASDAQ NMS ISSUES TOTAL
IIMU.Z NASDAQ NMS ISSUES UNCHG
VIMD.Z NASDAQ NMS ISSUES VOLUME DOWN
VIMT.Z NASDAQ NMS ISSUES VOLUME TOTAL
VIMU.Z NASDAQ NMS ISSUES VOLUME UNCHG
VIMA.Z NASDAQ NMS ISSUES VOLUME UP
JIMT.Z NASDAQ NMS NET ISSUES
JTMT.Z NASDAQ NMS NET TICK
FIMH.Z NASDAQ NMS NEW FIFTY-TWO WEEK HIGHS
FIML.Z NASDAQ NMS NEW FIFTY-TWO WEEK LOWS
AIKT.Z NASDAQ OTHER OTC AVERAGE PRICE
DIKD.Z NASDAQ OTHER OTC ISSUES $ VOL DOWN
DIKT.Z NASDAQ OTHER OTC ISSUES $ VOL TOTAL
DIKU.Z NASDAQ OTHER OTC ISSUES $ VOL UNCHG
DIKA.Z NASDAQ OTHER OTC ISSUES $ VOL UP
IIKA.Z NASDAQ OTHER OTC ISSUES ADVANCES
IIKD.Z NASDAQ OTHER OTC ISSUES DECLINES
IIKT.Z NASDAQ OTHER OTC ISSUES TOTAL
IIKU.Z NASDAQ OTHER OTC ISSUES UNCHG
VIKD.Z NASDAQ OTHER OTC ISSUES VOL DOWN
VIKT.Z NASDAQ OTHER OTC ISSUES VOL TOTAL
VIKU.Z NASDAQ OTHER OTC ISSUES VOL UNCHG
VIKA.Z NASDAQ OTHER OTC ISSUES VOL UP
JIKT.Z NASDAQ OTHER OTC NET ISSUES
JTKT.Z NASDAQ OTHER OTC NET TICK
TIKD.Z NASDAQ OTHER OTC TICKS DOWN
TIKT.Z NASDAQ OTHER OTC TICKS TOTAL
TIKA.Z NASDAQ OTHER OTC TICKS UP
FIKH.Z NASDAQ OTHERS NEW FIFTY-TWO WEEK HIGHS
FIKL.Z NASDAQ OTHERS NEW FIFTY-TWO WEEK LOWS
AIST.Z NASDAQ SM CAP AVERAGE PRICE
DISD.Z NASDAQ SM CAP ISSUES $ VOL DOWN
DIST.Z NASDAQ SM CAP ISSUES $ VOL TOTAL
DISU.Z NASDAQ SM CAP ISSUES $ VOL UNCHG
DISA.Z NASDAQ SM CAP ISSUES $ VOL UP
IISA.Z NASDAQ SM CAP ISSUES ADVANCES
IISD.Z NASDAQ SM CAP ISSUES DECLINES
TISD.Z NASDAQ SM CAP ISSUES TICKS DOWN
TIST.Z NASDAQ SM CAP ISSUES TICKS TOTAL
TISA.Z NASDAQ SM CAP ISSUES TICKS UP
IIST.Z NASDAQ SM CAP ISSUES TOTAL
IISU.Z NASDAQ SM CAP ISSUES UNCHG
VISD.Z NASDAQ SM CAP ISSUES VOLUME DOWN
VIST.Z NASDAQ SM CAP ISSUES VOLUME TOTAL
VISU.Z NASDAQ SM CAP ISSUES VOLUME UNCHG
VISA.Z NASDAQ SM CAP ISSUES VOLUME UP
JIST.Z NASDAQ SM CAP NET ISSUES
JTST.Z NASDAQ SM CAP NET TICK
FISH.Z NASDAQ SM CAP NEW FIFTY-TWO WEEK HIGHS
FISL.Z NASDAQ SM CAP NEW FIFTY-TWO WEEK LOWS
AINT.Z NYSE AVERAGE PRICE
DIND.Z NYSE ISSUES $ VOL DOWN
DINT.Z NYSE ISSUES $ VOL TOTAL
DINU.Z NYSE ISSUES $ VOL UNCHG
DINA.Z NYSE ISSUES $ VOL UP
IINA.Z NYSE ISSUES ADVANCES
IIND.Z NYSE ISSUES DECLINES
TIND.Z NYSE ISSUES TICKS DOWN
TINT.Z NYSE ISSUES TICKS TOTAL
TINA.Z NYSE ISSUES TICKS UP
IINT.Z NYSE ISSUES TOTAL
IINU.Z NYSE ISSUES UNCHG
VIND.Z NYSE ISSUES VOLUME DOWN
VINT.Z NYSE ISSUES VOLUME TOTAL
VINU.Z NYSE ISSUES VOLUME UNCHG
VINA.Z NYSE ISSUES VOLUME UP
JINT.Z NYSE NET ISSUES
JTNT.Z NYSE NET TICK
FINH.Z NYSE NEW FIFTY-TWO WEEK HIGHS
FINL.Z NYSE NEW FIFTY-TWO WEEK LOWS
DCXD.Z PHLX CALLS $ VOL DOWN
DCXT.Z PHLX CALLS $ VOL TOTAL
DCXU.Z PHLX CALLS $ VOL UNCHG
DCXA.Z PHLX CALLS $ VOL UP
SCXT.Z PHLX CALLS INDEX
ICXA.Z PHLX CALLS ISSUES ADVANCES
ICXD.Z PHLX CALLS ISSUES DECLINES
ICXT.Z PHLX CALLS ISSUES TOTAL
ICXU.Z PHLX CALLS ISSUES UNCHG
TCXD.Z PHLX CALLS TICKS DOWN
TCXT.Z PHLX CALLS TICKS TOTAL
TCXA.Z PHLX CALLS TICKS UP
VCXD.Z PHLX CALLS VOLUME DOWN
VCXT.Z PHLX CALLS VOLUME TOTAL
VCXU.Z PHLX CALLS VOLUME UNCHG
VCXA.Z PHLX CALLS VOLUME UP
DPXD.Z PHLX PUTS $ VOL DOWN
DPXT.Z PHLX PUTS $ VOL TOTAL
DPXU.Z PHLX PUTS $ VOL UNCHG
DPXA.Z PHLX PUTS $ VOL UP
SPXT.Z PHLX PUTS INDEX
IPXA.Z PHLX PUTS ISSUES ADVANCES
IPXD.Z PHLX PUTS ISSUES DECLINES
IPXT.Z PHLX PUTS ISSUES TOTAL
IPXU.Z PHLX PUTS ISSUES UNCHG
TPXD.Z PHLX PUTS TICKS DOWN
TPXT.Z PHLX PUTS TICKS TOTAL
TPXA.Z PHLX PUTS TICKS UP
VPXD.Z PHLX PUTS VOLUME DOWN
VPXT.Z PHLX PUTS VOLUME TOTAL
VPXU.Z PHLX PUTS VOLUME UNCHG
VPXA.Z PHLX PUTS VOLUME UP
DCPD.Z PSE CALLS $ VOL DOWN
DCPT.Z PSE CALLS $ VOL TOTAL
DCPU.Z PSE CALLS $ VOL UNCHG
DCPA.Z PSE CALLS $ VOL UP
SCPT.Z PSE CALLS INDEX
ICPA.Z PSE CALLS ISSUES ADVANCES
ICPD.Z PSE CALLS ISSUES DECLINES
ICPT.Z PSE CALLS ISSUES TOTAL
ICPU.Z PSE CALLS ISSUES UNCHG
TCPD.Z PSE CALLS TICKS DOWN
TCPT.Z PSE CALLS TICKS TOTAL
TCPA.Z PSE CALLS TICKS UP
VCPD.Z PSE CALLS VOLUME DOWN
VCPT.Z PSE CALLS VOLUME TOTAL
VCPU.Z PSE CALLS VOLUME UNCHG
VCPA.Z PSE CALLS VOLUME UP
DPPD.Z PSE PUTS $ VOL DOWN
DPPT.Z PSE PUTS $ VOL TOTAL
DPPU.Z PSE PUTS $ VOL UNCHG
DPPA.Z PSE PUTS $ VOL UP
SPPT.Z PSE PUTS INDEX
IPPA.Z PSE PUTS ISSUES ADVANCES
IPPD.Z PSE PUTS ISSUES DECLINES
IPPT.Z PSE PUTS ISSUES TOTAL
IPPU.Z PSE PUTS ISSUES UNCHG
TPPD.Z PSE PUTS TICKS DOWN
TPPT.Z PSE PUTS TICKS TOTAL
TPPA.Z PSE PUTS TICKS UP
VPPD.Z PSE PUTS VOLUME DOWN
VPPT.Z PSE PUTS VOLUME TOTAL
VPPU.Z PSE PUTS VOLUME UNCHG
VPPA.Z PSE PUTS VOLUME UP

Jay Froscheiser
DTN Market Access, LLC.

mw
-Interested User-
Posts: 16
Joined: May 12, 2004


Posted: May 13, 2004 08:24 AM          Msg. 5 of 18
Thanks Jay - that is helpful.

FYI you may be the only real time vendor calculating new highs and new lows during the day to my knowledge - I know for certain that eSignal does not; not 100% certain about NAQ.

(and I do not consider Quote.com a data vendor so won't bother checking)

The IQ list is very complete (with the usual lack of stats for the TSX that I won't blame you for but would love to lobby for!) .

Your comment "symbology is different between the satellite and IQ feeds" - is the list of available calculated symbols also different? I note the Sat list on the web page is relatively short compared to this complete list.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 13, 2004 05:13 PM          Msg. 6 of 18
Quote: Thanks Jay - that is helpful.

FYI you may be the only real time vendor calculating new highs and new lows during the day to my knowledge - I know for certain that eSignal does not; not 100% certain about NAQ.

(and I do not consider Quote.com a data vendor so won't bother checking)

The IQ list is very complete (with the usual lack of stats for the TSX that I won't blame you for but would love to lobby for!) .

Your comment "symbology is different between the satellite and IQ feeds" - is the list of available calculated symbols also different? I note the Sat list on the web page is relatively short compared to this complete list.
--- Original message by mw on May 13, 2004 08:24 AM
The market statistics we carry on IQ should also be available on satellite.

Jay Froscheiser
DTN Market Access, LLC.

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Jan 15, 2020 09:59 PM          Msg. 7 of 18
Hi Jay,

Thanks for this info.

Your assistance with these questions would be gratefully appreciated.

I am interested in these two symbols:

FIQH.Z NASDAQ COMB NEW FIFTY-TWO WEEK HIGHS
FIQL.Z NASDAQ COMB NEW FIFTY-TWO WEEK LOWS

1) Would you know what the COMB means? Is it the abbreviation for Composite Board and so would represent the entire NASDAQ vs these other new 52 week highs which are of segments of the NASDAQ?

FISH.Z NASDAQ SM CAP NEW FIFTY-TWO WEEK HIGHS
FISL.Z NASDAQ SM CAP NEW FIFTY-TWO WEEK LOWS

FIKH.Z NASDAQ OTHERS NEW FIFTY-TWO WEEK HIGHS
FIKL.Z NASDAQ OTHERS NEW FIFTY-TWO WEEK LOWS

FIOH.Z NASDAQ 3RD MKT NEW FIFTY-TWO WEEK LOWS
FIOL.Z NASDAQ 3RD MKT NEW FIFTY-TWO WEEK LOWS

2) Would you please confirm that the refresh rate on all these new 52 week high/low symbols is 6 seconds or quicker?

3) What are the hours when live data will be fed to my Ninja Trader platform? If it is only during pit hours, would there be any pre-market coverage using other symbols?

4) What are the hours of live data feed and the refresh rate for NQBUY.Z which is the NASDAQ US INSIDER SENTIMENT INDEX?

Are the 52 week highs/lows on a different exchange (subscription line item) from NQBUY?

Thanks for your assistance.

Oldporkchops
Edited by oldporkchops on Jan 15, 2020 at 10:05 PM

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 16, 2020 11:50 AM          Msg. 8 of 18
COMB - is defined as Combined.

2) Would you please confirm that the refresh rate on all these new 52 week high/low symbols is 6 seconds or quicker?
- Refresh rate for all 52 week high/low symbols is 30 seconds.

3) What are the hours when live data will be fed to my Ninja Trader platform? If it is only during pit hours, would there be any pre-market coverage using other symbols? (Also dependent on the symbol)

4) - Stock Market hours (Open - Close) 9:30am - 4:00pm ET

- NQBUY.X refresh rate is every second and the hours are 8:15 - 18:30 ET.

- All symbols ending with .Z are free with IQ Feed Core Services.

NQBUY.X is a NASDAQ INDEX and you will need NASDAQ INDEX Exchange $8.00 a month.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Jan 16, 2020 02:57 PM          Msg. 9 of 18
Thanks Stephen. This is really helpful to know.

Could you please direct me to a video or online tutorial on how to utilize the Real Time News feed within Ninja 8? And how to set up filters?

On a related note, how often are the US Treasury Yields refreshed? And what are the hours live data is available?

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 17, 2020 10:02 AM          Msg. 10 of 18
You would need to check with Ninja Trader support for a tutorial or training video for their software.

https://ninjatrader.com/

- The Treasury yields from CBOE update between 0820-1500. The DTN Treasury yields update once a day at 1630.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Oct 27, 2022 11:26 PM          Msg. 11 of 18
- VXN.XO CBOE NASDAQ 100 VOLATILITY CBOE INDEX
- VIX1Y.XO CBOE S&P 500 1YR VOLATILITY CBOE INDEX
- VIX3M.XO CBOE S&P 500 3-MONTH VOLATILITY CBOE INDEX
- VOLNDX.X DWS NASDAQ-100 VOLATILITY TARGET NASDAQ

Could you please let me know what the hours these feeds would be generating data?

Also, what are the refresh intervals?

Thanks.

DTN_mark_e
-Interested User-
Posts: 49
Joined: Sep 25, 2014


Posted: Oct 28, 2022 07:31 AM          Msg. 12 of 18
The CBOE indexes update every 15 seconds between 0930-1615, and the Nasdaq index (VOLNDX.X) updates every second between 0930-1600.

Trading Markets Customer Service
800-779-7299 (DTNIQ & IQFEED)
www.dtn.com/trading | http://www.iqfeed.net

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Oct 29, 2022 12:02 PM          Msg. 13 of 18
Thanks for sharing this info.

Could you please let me know if the IQ Feed base service will include the following two index data feeds?

- VIX1Y.XO CBOE S&P 500 1YR VOLATILITY CBOE INDEX
- VIX3M.XO CBOE S&P 500 3-MONTH VOLATILITY INDEX CBOE INDEX

If not, which exchange will I need to select?

DTN_mark_e
-Interested User-
Posts: 49
Joined: Sep 25, 2014


Posted: Oct 31, 2022 07:11 AM          Msg. 14 of 18
The IQFeed Core Service does not included those indexes. You would need to add CBOE Indexes for $7.50/month real time (or $2/month delayed).

Trading Markets Customer Service
800-779-7299 (DTNIQ & IQFEED)
www.dtn.com/trading | http://www.iqfeed.net

DTN_Gary_Stephen
-DTN Guru-
Posts: 403
Joined: Jul 3, 2019


Posted: Oct 31, 2022 07:17 AM          Msg. 15 of 18
In general, any index symbol that ends in .XO is a CBOE index, and requires a subscription to that exchange. Indexes that end in .Z are DTN indexes and included in the Core Package.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Oct 31, 2022 10:42 AM          Msg. 16 of 18
Hi Gary,

Thank you for responding. I just want to confirm that the basic subscription does not include these two symbols:

- VIX1Y.XO CBOE S&P 500 1YR VOLATILITY CBOE INDEX
- VIX3M.XO CBOE S&P 500 3-MONTH VOLATILITY INDEX CBOE

I received an email with a response (that is now not on the forum) that "they are included now".

I'm accessing them via NinjaTrader.

DTN Todd
-Interested User-
Posts: 74
Joined: Mar 24, 2010


Posted: Oct 31, 2022 11:22 AM          Msg. 17 of 18
That authorization for the CBOE is not included in the IQfeed core service. The realtime authorization for the CBOE indexes is $7.50 a month there is a delayed authorization available for $2 a month

Thanks
Todd

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Oct 31, 2022 11:38 AM          Msg. 18 of 18
Got it. Thanks. That's what I gathered based on the .XO suffix, like Gary said.
 

 

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