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habibalex has contributed to 3 posts out of 21244 total posts
(0.01%) in 2,689 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
Bundled Trades Nov 6, 2017 06:23 PM
(Total replies: 3)
After reading through the CME spec more, trades are only bundled at the current price. If it moves to a different price, that starts a new tick id.
Data and Content Support »
Bundled Trades Nov 4, 2017 10:44 PM
(Total replies: 3)
Can someone explain to me what a bundled trade means? I was under the impression that any trade with the same tickID is part of the same market order. As you can see in the trade list below, all the trades occurred at or above the offer at the same time, but the tickID changes when the price goes from 6232.00 to 6232.25. The offer price stays at 6232.00 during this time so no updates to the level1 bid/ask feed occurred. I am unable to find any bundled trades that occur across two prices so I am wondering whether this is correct. 1,2017-11-02 15:01:54.992,6232.00,3,304623,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,4,304627,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304628,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,2,304630,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304631,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304632,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,4,304636,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304637,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304638,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304639,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304640,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304641,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304642,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.00,1,304643,6231.50,6232.00,231013797,C,43,01 1,2017-11-02 15:01:54.992,6232.25,1,304644,6231.50,6232.00,231013798,C,43,01 1,2017-11-02 15:01:54.992,6232.25,1,304645,6231.50,6232.00,231013798,C,43,01 1,2017-11-02 15:01:54.992,6232.25,1,304646,6231.50,6232.00,231013799,C,43,01
DTN.IQ Client Software Support »
IQFeed Local bandwidth Mar 21, 2017 01:03 AM
(Total replies: 1)
Im using matlab to update 500 stocks using the streaming interval bars but I'm only getting about 50 KB/sec download speed according to the IQFeed Connection Manager. I'm on a 200mbit connection. It takes a very long time to download each minute bar this way. It seems like using this for a real time system won't work. Is there a way to speed up the connection to IQFeed? |
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