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'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

"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken

"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat

"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 noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah

"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam

"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat

"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim

"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles

"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry

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) »Data and Content Support »trades from dark pools

Author	Topic: trades from dark pools (9 messages, Page 1 of 1)
steve1986 -DTN Evangelist- Posts: 119 Joined: Apr 13, 2009	Posted: Nov 18, 2011 09:21 AM Msg. 1 of 9 Hi, I was wondering if trades from dark pools show up in the data feed? If so, does it show immediately, or is there a time delay? Are they marked with a different flag? thanks, Steve
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Nov 18, 2011 09:39 AM Msg. 2 of 9 Hi Steve, That is an interesting question, but the answer is no, trades from dark pools do not show up in our feed.
steve1986 -DTN Evangelist- Posts: 119 Joined: Apr 13, 2009	Posted: Nov 18, 2011 10:14 AM Msg. 3 of 9 Thanks Todd. Does the dark pool volume at least show up in the daily or 1 min values?
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Nov 18, 2011 10:16 AM Msg. 4 of 9 Steve, Excuse me, but I need to clarify the above answer: At this time, IQFeed includes the volume for these transactions out, but not the prices. These are considered to be non-last-qualifying-trades and are not stored in IQFeed history.
steve1986 -DTN Evangelist- Posts: 119 Joined: Apr 13, 2009	Posted: Nov 18, 2011 10:26 AM Msg. 5 of 9 Thanks Todd. Is there a definition for non-last-qualifying trade? I tried googling it, but couldn't find anything :)
DTN_ToddH -DTN Guru- Posts: 287 Joined: Oct 6, 2011	Posted: Nov 18, 2011 11:22 AM Msg. 6 of 9 Steve, Each exchange defines a set of trade conditions that they publish in their feed documentation that identify trades which shouldn’t be counted as normal trades. By "Non-last-qualifying trade," we mean a trade that does not qualify to set a “Last” price. And since it doesn’t qualify to set a last, it also does not set an Open/High/Low/Close.
steve1986 -DTN Evangelist- Posts: 119 Joined: Apr 13, 2009	Posted: Nov 18, 2011 02:46 PM Msg. 7 of 9 great thanks for the info!
max -Interested User- Posts: 8 Joined: Aug 6, 2011	Posted: Nov 27, 2011 03:02 PM Msg. 8 of 9 Hi i don't know nothing about dark pools so i'm sorry if i write silly questions, i'd like to know if there are trades from dark pools on ES also . thanks :)
DTN_CurtisT -DTN Technical Support- Posts: 323 Joined: Jun 14, 2007	Posted: Nov 28, 2011 08:12 AM Msg. 9 of 9 Hello Max, the answer above, would be for all symbols and exchanges within IQFeed as they are considered non-qualifiying last trades. If you have any other problems or questions please let us know. Thanks. Curtis Thompson support@iqfeed.net support@dtniq.com Trading Markets Customer Service 1-800-397-7000 x3614