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'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
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"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
"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 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
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
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
»Forums Index »Archive (2017 and earlier) »Data and Content Support »Again: possible wrong continuous contracts LL# and IE#
Author Topic: Again: possible wrong continuous contracts LL# and IE# (5 messages, Page 1 of 1)

mvvcorp
-Interested User-
Posts: 24
Joined: Apr 7, 2010


Posted: Apr 5, 2011 05:49 PM          Msg. 1 of 5
Possible wrong continuous contracts LL# and IE#.

I've downloaded tick history (4 months) for LL# (continuous ) and LLU11 (single).
LL# ~ 2 Mb (ASCII file)
LLU11~ 20 Mb (ASCII file)
difference - 10 times!
It means that continuous contract have less liquidity than single contract (at 10 times!).
Obviously something wrong with continuous contract LL# (as it was for QGC#)
The same is for IE#

mvvcorp
-Interested User-
Posts: 24
Joined: Apr 7, 2010


Posted: Apr 5, 2011 06:10 PM          Msg. 2 of 5
LG# "lost" ALL(!) liquidity between 28-feb-2011, 28-mar-2011 !
And another 4-5 months in 2010.
It looks like LG# have the same problem - wrong rolling dates.

PS Why is it so hard to keep accurate rolling dates for continuous contracts?

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Apr 6, 2011 08:07 AM          Msg. 3 of 5
Hi Mvvcorp,

Our Market Integrity dept is checking the data & contracts. I will let you know what they find out.

Stan S

What we do today, determines how people remember us forever.
Be the positive force in someone life.

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Apr 7, 2011 07:47 AM          Msg. 4 of 5
Good Morning Mvvcorp.

This should be fixed over the weekend. We’re going to eliminate all other contract months from charting except H/M/U/Z. This will help the chart look a lot smoother.

Stan S

What we do today, determines how people remember us forever.
Be the positive force in someone life.

mvvcorp
-Interested User-
Posts: 24
Joined: Apr 7, 2010


Posted: Apr 7, 2011 07:35 PM          Msg. 5 of 5
Thank you
Please, let us know when the process will be over.
 

 

Time: Fri April 19, 2024 4:43 PM CFBB v1.2.0 12 ms.
© AderSoftware 2002-2003