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 like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip

"Everything is working great with the API. I love it." - Comment from Calvin

"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum

"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post

"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

"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

"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.

"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email

"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

"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post

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 »NEW IQFEED FORUMS »Data Questions »Why No Average Volume in L1 Fundamental Messages for Futures?

Author	Topic: Why No Average Volume in L1 Fundamental Messages for Futures? (4 messages, Page 1 of 1)
mkvalor -Interested User- Posts: 26 Joined: Oct 6, 2020 Keep your tools sharp.	Posted: Jul 24, 2023 12:57 PM Msg. 1 of 4 Here is a real-time L1 'F' fundamental message for the CME ES futures contract. I requested the watch about 15 minutes before open a few days ago using the @ES# symbol which stands in for the currently active contract (in case that makes a difference): F,@ES#,22,,,4609.25,3683.50,,,,,,,,,,,,E-MINI S&P 500 SEPTEMBER 2023,,,,,,,,,,,,12,2,,12.42,8,43,07/19/2023,10/11/2022,,,,,,09/15/2023,,,ES,,,18:00:00,17:00:00,USD,50,--H--M--U--Z,0.250000000,,,, Even though volume is recorded through the day in L1 updates and is available in the historical data, I notice that column 5 here for Average Volume is empty. I wondery, why? -Mark D. Valor
DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019	Posted: Jul 25, 2023 10:17 AM Msg. 2 of 4 The average volume is a ticker-generated fundamental value for equities only. @ES# is a future, so it won't have this value. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
mkvalor -Interested User- Posts: 26 Joined: Oct 6, 2020 Keep your tools sharp.	Posted: Aug 6, 2023 03:56 AM Msg. 3 of 4 Well, I hope you will agree with me this is not clear from the docs, since the page for Fundamental Message Format lists the Origin of Data of this field as, "Calculated by DTN". -Mark D. Valor
DTN_Gary_Stephen -DTN Guru- Posts: 396 Joined: Jul 3, 2019	Posted: Aug 8, 2023 03:16 PM Msg. 4 of 4 I agree, that could use some clarification. A lot of the docs are being update now so I'll make sure that is addressed. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist