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 will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"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.
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"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
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
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: jwelch
About Contact
Joined: Mar 15, 2018 10:13 PM
Last Post: Mar 15, 2018 10:38 PM
Last Visit: Mar 18, 2018 06:35 PM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
jwelch has contributed to 1 posts out of 21191 total posts (0.00%) in 2,242 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Duplicate Q Messages Mar 15, 2018 10:38 PM (Total replies: 0)

TLDR; - Is it normal to expect the occasional duplicate Q message in the feed? Or are these meant to represent two genuine ticks that somehow end up with exactly the same data (including TickID?)

Details:
After doing some analysis on the feed data I receive, there are occasional duplicate tick messages (as in they have exactly the same crc64 value)

For Example, here is a summary of the duplicate lines found in a sample feed from 3/7/18.


Writing CRC Collisions to: IQFeed (3-7-2018).crc
Writing duplicate entries to: IQFeed (3-7-2018).dup
Processed 11734028 ticks
Found 2045 duplicate lines in the file
T:     0
Q:  1983
P:     2
S:     0
F:    60 
CRC: 0 - No collisions

Ignoring the F and P duplicates as those might expected... here is a sample of some Q messages which had the same CRC64 value.


Duplicate Line Found on Hash [f612fb7a7fa49e97]
Line 1 [864989]: Q,HPQ,7,23.8700,-0.0800,-0.003340,366424,23.9506,23.7100,23.8600,23.8700,1100,1300,,0.2406,,23.7451,23.9500,0.0100,,,N,,,,-0.0800,0.0000,10.33,-0.970115,-0.0100,-0.0100,0.1249,1,0.010080,39086313,14,4,,9878149,,,,,1897,23.8356,877019989,N,,7,11,,200,09:44:32.512085,7,23.8700,200,09:44:32.512085,01,7,23.8700,200,09:44:32.512085,7,ba,09:44:32.595686,09:44:32.595686,03/07/2018,03/07/2018,03/07/2018,
Line 2 [864991]: Q,HPQ,7,23.8700,-0.0800,-0.003340,366424,23.9506,23.7100,23.8600,23.8700,1100,1300,,0.2406,,23.7451,23.9500,0.0100,,,N,,,,-0.0800,0.0000,10.33,-0.970115,-0.0100,-0.0100,0.1249,1,0.010080,39086313,14,4,,9878149,,,,,1897,23.8356,877019989,N,,7,11,,200,09:44:32.512085,7,23.8700,200,09:44:32.512085,01,7,23.8700,200,09:44:32.512085,7,ba,09:44:32.595686,09:44:32.595686,03/07/2018,03/07/2018,03/07/2018,
Duplicate Line Found on Hash [cada7e85403bc991]
Line 1 [866805]: Q,CTL,7,18.1000,0.0400,0.002215,501587,18.1600,17.8802,18.0900,18.1000,900,800,,0.2798,,17.9100,18.0600,0.0100,,,N,,,,0.0400,0.0000,8.19,-0.964172,-0.0100,-0.0100,0.1900,1,0.015459,19364502,14,4,,12264762,,,,,2470,18.0065,878202946,N,,7,7,,900,09:44:34.129734,19,18.1000,900,09:44:34.129734,01,19,18.1000,900,09:44:34.129734,19,ba,09:44:34.138719,09:44:34.138719,03/07/2018,03/07/2018,03/07/2018,
Line 2 [866807]: Q,CTL,7,18.1000,0.0400,0.002215,501587,18.1600,17.8802,18.0900,18.1000,900,800,,0.2798,,17.9100,18.0600,0.0100,,,N,,,,0.0400,0.0000,8.19,-0.964172,-0.0100,-0.0100,0.1900,1,0.015459,19364502,14,4,,12264762,,,,,2470,18.0065,878202946,N,,7,7,,900,09:44:34.129734,19,18.1000,900,09:44:34.129734,01,19,18.1000,900,09:44:34.129734,19,ba,09:44:34.138719,09:44:34.138719,03/07/2018,03/07/2018,03/07/2018,
Duplicate Line Found on Hash [3ee933e4adea4f37]
Line 1 [869514]: Q,T,7,36.7350,-0.1350,-0.003662,1214701,36.9800,36.5600,36.7400,36.7500,1000,1300,,0.4200,,36.5900,36.8700,0.0100,,,N,,,,-0.1350,0.0000,7.70,-0.952953,0.0100,0.0100,0.1450,1,0.011433,225609215,14,4,,17462057,,,,,5300,36.7725,878205011,N,,11,5,,100,09:44:35.459813,19,36.7350,100,09:44:35.459813,01,19,36.7350,100,09:44:35.459813,19,ba,09:44:37.923864,09:44:37.923864,03/07/2018,03/07/2018,03/07/2018,
Line 2 [869516]: Q,T,7,36.7350,-0.1350,-0.003662,1214701,36.9800,36.5600,36.7400,36.7500,1000,1300,,0.4200,,36.5900,36.8700,0.0100,,,N,,,,-0.1350,0.0000,7.70,-0.952953,0.0100,0.0100,0.1450,1,0.011433,225609215,14,4,,17462057,,,,,5300,36.7725,878205011,N,,11,5,,100,09:44:35.459813,19,36.7350,100,09:44:35.459813,01,19,36.7350,100,09:44:35.459813,19,ba,09:44:37.923864,09:44:37.923864,03/07/2018,03/07/2018,03/07/2018,


The number in square brackets e.g. 'Line 1 [#]' is a local message identifier. Clearly the messages are received very close to one another in time.

This is with the field parameters as follows:

S,CURRENT UPDATE FIELDNAMES,Symbol,Exchange ID,Last,Change,Percent Change,Total Volume,High,Low,Bid,Ask,Bid Size,Ask Size,Tick,Range,Open Interest,Open,Close,Spread,Settle,Delay,Restricted Code,Net Asset Value,Average Maturity,7 Day Yield,Extended Trading Change,Extended Trading Difference,Price-Earnings Ratio,Percent Off Average Volume,Bid Change,Ask Change,Change From Open,Market Open,Volatility,Market Capitalization,Fraction Display Code,Decimal Precision,Days to Expiration,Previous Day Volume,Open Range 1,Close Range 1,Open Range 2,Close Range 2,Number of Trades Today,VWAP,TickID,Financial Status Indicator,Settlement Date,Bid Market Center,Ask Market Center,Available Regions,Last Size,Last Time,Last Market Center,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Time,Most Recent Trade Conditions,Most Recent Trade Market Center,Extended Trade,Extended Trade Size,Extended Trade Time,Extended Trade Market Center,Message Contents,Ask Time,Bid Time,Last Date,Extended Trade Date,Most Recent Trade Date


Note that TickID is included in the message, and is identical on lines which are found to have the same hash.

So, given the rather low occurrence of these duplicates (< 0.02%) this is probably not much of a concern for most analyses, but I was curious if this is expected behavior in the feed either way.

Thanks!


Time: Fri May 3, 2024 4:26 PM CFBB v1.2.0 12 ms.
© AderSoftware 2002-2003