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)




"It’s so nice to be working with real professionals!" - Comment from Len
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"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
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"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
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro 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
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 »SECOND front month contract volumes for Cocoa not matching Bloomberg Volumes
Author Topic: SECOND front month contract volumes for Cocoa not matching Bloomberg Volumes (4 messages, Page 1 of 1)

sanjayqdt
-Interested User-
Posts: 2
Joined: Feb 5, 2023

Smithers!


Posted: Feb 5, 2023 01:36 PM          Msg. 1 of 4
I pulled the hourly prints for the second front month contract for ICE US Cocoa Futures (CC*2 and, currently, the May 23 expiry) from the getHistory API.

I noticed that the volume for daily traded contracts is different from what I see on my Bloomberg terminal. If I sum up the hourly volumes traded, I come to ~12,000 contracts traded on Feb 1 (Wednesday) and if I compare this to Bloomberg, I see ~23,000 contracts traded. I don't understand why these volumes would be different when the prices seem to match?

DTN_mark_e
-Interested User-
Posts: 49
Joined: Sep 25, 2014


Posted: Feb 6, 2023 07:54 AM          Msg. 2 of 4
Hello, we see no issue with the volume value for the hour bars for 2/1 on @CCK23. We show 22719. You can verify this by using the IQFeed Time & Sales app (found in the IQFeed Applications folder on your desktop). Perhaps on your data pull you aren't counting the implied trades.

Trading Markets Customer Service
800-779-7299 (DTNIQ & IQFEED)
www.dtn.com/trading | http://www.iqfeed.net

DTN_Gary_Stephen
-DTN Guru-
Posts: 379
Joined: Jul 3, 2019


Posted: Feb 6, 2023 08:26 AM          Msg. 3 of 4
By "getHistory", do you mean the legacy COM objects that start with reqHistory, as described at http://www.iqfeed.net/dev/api/docs/docs52/HistoricalviaCOM.cfm ? Or are you using the modern TCP/IP history requests, like HIT or HID?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

sanjayqdt
-Interested User-
Posts: 2
Joined: Feb 5, 2023

Smithers!


Posted: Feb 6, 2023 09:14 AM          Msg. 4 of 4
getHistory is actually internal code, I apologize, I misunderstood what a colleague's code was doing.
I see now that the values match. Thanks for the quick response.
 

 

Time: Mon December 4, 2023 7:46 PM CFBB v1.2.0 18 ms.
© AderSoftware 2002-2003