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 am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don

"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart

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

"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim

"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

"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

"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn

"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin

"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum

"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.

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) »IQFeed Developer Support »Incorrect Data for Level 1 Tick by Tick

Author	Topic: Incorrect Data for Level 1 Tick by Tick (2 messages, Page 1 of 1)
Recursive -Interested User- Posts: 1 Joined: May 31, 2019	Posted: May 31, 2019 10:32 AM Msg. 1 of 2 Hi. My goal is to follow 500 stock market symbols at the same time (the max allowed in my IQFeed account) using real time tick data. In order to do that, I take the field "Last" - Last trade price from the regular trading session using the Level 1 TCP/IP socket. I ran a FOR loop, requesting to watch 500 symbols. Then, every 15 minutes I analyze the last price and calculate the high and the low for these 15 minutes. I do these for the entire trading hours. I get the tick data at a high refresh rate, but the problem is sometimes it is not correct! I analyzed several stocks, and saw that the last price was not consistent with Yahoo finance and google finance. It was a higher number from what it really was supposed to be. I tried to use the real time bars (derivative data), but for 500 symbols the data of all of the symbols does not trigger the event in the code at the same time, and so the prices are not updated simultaneously. What should I do?
mathpaquette -Interested User- Posts: 22 Joined: May 18, 2018	Posted: Oct 6, 2019 03:43 PM Msg. 2 of 2 Did you check https://github.com/mathpaquette/IQFeed.CSharpApiClient I already provided a lot of examples to do what you try to achieve. Thanks, Mathieu