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»Forums Index »Archive (2017 and earlier) »Data and Content Support »TICK spikes
Author Topic: TICK spikes (5 messages, Page 1 of 1)

sharpshorts
-Interested User-
Posts: 14
Joined: Aug 16, 2004
Posted: Oct 7, 2004 12:00 PM          Msg. 1 of 5
Right forum? couldn't find "IQFeed Datafeed Support"

DTN.IQ Client Software Support
Technical or operational support ..... Please post all datafeed related questions or problems in the "IQFeed Datafeed Support" forum (not this one)

Anyway - have been getting several spikes to >1000 (from <50)...how often is TICK data sent (every second, 5 seconds etc?) and do you filter the data?

sharpshorts
-Interested User-
Posts: 14
Joined: Aug 16, 2004
Posted: Oct 7, 2004 06:29 PM          Msg. 2 of 5
Here's a chart that shows today's suspected erroneous spikes
http://home.ripway.com/2004-9/173257/TICKspikes.10-7.PNG
I have been running New York TICK charts for months without these spikes...

sharpshorts
-Interested User-
Posts: 14
Joined: Aug 16, 2004
Posted: Oct 7, 2004 06:33 PM          Msg. 3 of 5
Nevermind - I had a brain fade...I wasn't using your data today...oops.

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

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Oct 7, 2004 10:17 PM          Msg. 4 of 5
That'll teach ya!



In answer to your question though, we calculate most stats approx every 5 seconds. Last I checked, this was more often than any of our competitors.
Jay Froscheiser
DTN Market Access, LLC.

sharpshorts
-Interested User-
Posts: 14
Joined: Aug 16, 2004
Posted: Oct 7, 2004 10:27 PM          Msg. 5 of 5
Yes indeed! Thanks for the reply.
 

 

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