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)

"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed

"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal

"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

"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email

"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

"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

"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email

"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike

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

"It’s so nice to be working with real professionals!" - Comment from Len

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 »WCE tick volume incorrect

Author	Topic: WCE tick volume incorrect (4 messages, Page 1 of 1)
sd_cm -Interested User- Posts: 22 Joined: Aug 23, 2004	Posted: Jan 3, 2005 10:06 PM Msg. 1 of 4 After WCE contracts migrated to e-CBOT the volume numbers are not correct. For example, @RSH5 is reporting a volume of 104,000 on 12/31/2004 but the exchange reports a volume of only 1256 contracts. I believe I have the correct symbol because the prices match the exchange exactly, but the trade volumes do not. Please advise. Thanks
dtn mike driscoll -Active Trader Management- Posts: 75 Joined: Dec 20, 2004	Posted: Jan 4, 2005 08:22 AM Msg. 2 of 4 You have the correct symbol. The volume for this contract is showing 1256 at this time in our database and in the DTNIQ software. Please let us know if you show something different. mike
sd_cm -Interested User- Posts: 22 Joined: Aug 23, 2004	Posted: Jan 4, 2005 03:44 PM Msg. 3 of 4 Thanks for the response. The problem is with the volume on each trade. If I request historical daily data the volume field is correct. However if I request historical tick data the volume is not correct (reporting 151,000 traded in @RSH5 as of 10:54 EST). It looks as though the error is that the trade volumes are multiplied by 100. Please see attached tick stream for @RSH5. Thanks 2005-1-4 10:30:00,271.100000,20300,20300,271.100000,271.600000 2005-1-4 10:30:00,271.100000,200,20500,271.100000,271.600000 2005-1-4 10:30:00,271.100000,5100,25600,271.100000,271.600000 2005-1-4 10:30:00,271.100000,3300,28900,271.100000,271.600000 2005-1-4 10:30:00,271.100000,6300,35200,270.500000,271.100000 2005-1-4 10:30:00,271.100000,100,35300,271.000000,271.100000 2005-1-4 10:30:00,271.000000,1500,36800,271.000000,271.100000 2005-1-4 10:31:00,271.000000,900,37700,271.000000,271.000000 2005-1-4 10:31:00,271.000000,400,38100,270.500000,271.000000 2005-1-4 10:31:00,270.500000,3000,41100,270.500000,270.500000 2005-1-4 10:32:00,270.400000,100,41200,270.400000,270.400000 2005-1-4 10:32:00,270.000000,3000,44200,270.000000,270.400000 2005-1-4 10:32:00,270.000000,10000,54200,270.000000,270.400000 2005-1-4 10:32:00,270.000000,7600,61800,269.500000,270.000000 2005-1-4 10:33:00,269.600000,2300,64100,269.600000,270.000000 2005-1-4 10:33:00,269.600000,200,64300,269.600000,270.000000 2005-1-4 10:33:00,269.500000,500,64800,269.600000,270.000000 2005-1-4 10:34:00,269.500000,9500,74300,269.100000,269.500000 2005-1-4 10:36:00,269.400000,500,74800,269.100000,269.400000 2005-1-4 10:36:00,269.100000,100,74900,269.100000,269.400000 2005-1-4 10:37:00,269.100000,1500,76400,269.100000,269.400000 2005-1-4 10:38:00,269.100000,16900,93300,269.100000,269.400000 2005-1-4 10:38:00,269.100000,10000,103300,269.100000,269.400000 2005-1-4 10:39:00,269.100000,6500,109800,269.000000,269.100000 2005-1-4 10:39:00,269.100000,1000,110800,269.000000,269.100000 2005-1-4 10:40:00,269.000000,900,111700,269.000000,269.100000 2005-1-4 10:40:00,269.000000,500,112200,269.000000,269.100000 2005-1-4 10:40:00,269.000000,500,112700,269.000000,269.100000 2005-1-4 10:40:00,269.100000,2000,114700,269.000000,269.100000 2005-1-4 10:40:00,269.100000,500,115200,269.000000,269.400000 2005-1-4 10:41:00,269.400000,500,115700,269.100000,269.400000 2005-1-4 10:41:00,269.400000,1500,117200,269.000000,269.900000 2005-1-4 10:41:00,269.000000,3200,120400,268.500000,269.900000 2005-1-4 10:41:00,268.600000,2500,122900,268.600000,269.000000 2005-1-4 10:42:00,268.600000,200,123100,268.600000,269.000000 2005-1-4 10:44:00,269.000000,300,123400,268.600000,269.000000 2005-1-4 10:44:00,269.000000,1000,124400,269.000000,269.500000 2005-1-4 10:45:00,269.000000,1000,125400,269.000000,269.500000 2005-1-4 10:45:00,269.000000,100,125500,269.000000,269.000000 2005-1-4 10:48:00,268.600000,2400,127900,268.500000,269.000000 2005-1-4 10:49:00,268.500000,5000,132900,268.000000,269.000000 2005-1-4 10:49:00,268.500000,2000,134900,268.000000,268.500000 2005-1-4 10:51:00,268.500000,1000,135900,268.400000,268.500000 2005-1-4 10:51:00,268.500000,1000,136900,268.400000,268.500000 2005-1-4 10:51:00,268.500000,8500,145400,268.500000,269.000000 2005-1-4 10:51:00,269.000000,3200,148600,268.500000,269.500000 2005-1-4 10:52:00,269.100000,200,148800,269.100000,269.500000 2005-1-4 10:53:00,269.100000,1000,149800,269.100000,269.500000 2005-1-4 10:54:00,269.100000,600,150400,269.100000,269.000000 2005-1-4 10:54:00,268.400000,700,151100,268.400000,269.000000
dtn mike driscoll -Active Trader Management- Posts: 75 Joined: Dec 20, 2004	Posted: Jan 6, 2005 03:13 PM Msg. 4 of 4 We have discovered an issue with the server on only this exchange. The testing phase has started to implement a fix. Thank you Mike Driscoll