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)




"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.
"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
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"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 want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"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
"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
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"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
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
Viewing User Profile for: jphiggs
About Contact
Joined: Feb 24, 2019 11:46 AM
Last Post: Jan 29, 2023 12:43 PM
Last Visit: Jan 30, 2023 02:59 PM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
jphiggs has contributed to 6 posts out of 20869 total posts (0.03%) in 1,490 days (0.00 posts per day).

20 Most recent posts:
IQFeed Datafeed Wish List » Sequential Level1 and Level2 updates. Jan 29, 2023 12:43 PM (Total replies: 11)

Still interested to know what may have come from DTN's discussion about this topic.

IQFeed Developer Support » MBO data & BookMap Jun 17, 2022 10:53 AM (Total replies: 1)

For those familiar with the 3rd party product BookMap, it requires MBO data for certain functionality related to displaying the entire market depth and their iceberg and stops detectors. BookMap only supports Rithmic MBO data, not IQFeed’s MBO data, for displaying the full book and indicators on its heatmap. With regard to BookMap’s support of IQFeed MBO data to provide the same functionality, their support replied “Unfortunately, at the moment there is no such technical possibility - to have full market depth with IQFeed in Bookmap. If it will be possible to change this IQFeed connection in the future - there is no such information yet.”
Does anyone know why this would be the case, even if an IQFeed developer license is required to process MBO data? I really don’t care to switch to or add Rithmic, or build my own process to do the same with IQFeed MBO data.

IQFeed Datafeed Wish List » Sequential Level1 and Level2 updates. Jun 17, 2022 10:36 AM (Total replies: 11)

What was the response to this?

IQFeed Developer Support » Historical tick data issues Feb 24, 2019 12:00 PM (Total replies: 3)

Attachment

IQFeed Developer Support » Historical tick data issues Feb 24, 2019 12:00 PM (Total replies: 3)

Attachment

IQFeed Developer Support » Historical tick data issues Feb 24, 2019 11:57 AM (Total replies: 3)

A couple questions:

1) I see bad tick data on a regular basis, in downloaded tick data, in instruments like the S&P 500 sector ETFs. I assume the same for individual stock data though I don’t gather that. I don’t see the same thing for liquid futures coming from the CME for example. See below for a sample. Do your clients have to write their own algorithms to eliminate these programmatically?

2) I’ve often noted a discrepancy between volume data for tick downloads that I’ve summed myself and the Total Volume reported in the IQFeed tick data. See below for an example from 2/22/19 business day that began 2/21/19 at 6pm ET. Seems like some records were dropped that totaled 7 contracts in this single example. At the end of the day the difference can be quite substantial. I downloaded this data three times over several days and all results were identical. Can you explain what may be happening here?


Time: Fri March 24, 2023 7:22 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003