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 use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"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
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"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
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"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
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"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
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: cirque3
About Contact
Joined: Dec 8, 2018 09:58 PM
Last Post: Dec 10, 2018 07:27 PM
Last Visit: Dec 10, 2018 07:29 PM
Website:  
Location:
Occupation:
Interests:
Email: mcleank003@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
cirque3 has contributed to 1 posts out of 21191 total posts (0.00%) in 1,974 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Message Contents vs Timestamps - order of ticks question Dec 10, 2018 07:27 PM (Total replies: 0)

I have listed some example tick below.

'Q,ABX,7,13.9000,32,12/10/2018,13:02:22.393725,87,10,13.9000,13.9100,2100,22900,13:02:22.835404,13:02:22.835404,7,7,,N,ba,'
'Q,ABX,7,13.9000,32,12/10/2018,13:02:22.393725,87,10,13.9000,13.9100,2100,19900,13:02:22.843366,13:02:22.843366,7,7,,N,ba,'
'Q,ABX,7,13.9000,68,12/10/2018,13:02:22.834812,87,10,13.9000,13.9100,2100,19900,13:02:22.843366,13:02:22.843366,7,7,,N,O,'
'Q,ABX,7,13.9000,100,12/10/2018,13:02:22.834852,01,10,13.9000,13.9100,2100,19900,13:02:22.843366,13:02:22.843366,7,7,,N,C,'
'Q,ABX,7,13.9000,500,12/10/2018,13:02:22.834935,3D,28,13.9000,13.9100,2100,19900,13:02:22.843366,13:02:22.843366,7,7,,N,C,'
'Q,ABX,7,13.9000,100,12/10/2018,13:02:22.835813,01,153,13.9000,13.9100,2100,19900,13:02:22.843366,13:02:22.843366,7,7,,N,C,’

If you look at the last quote the Message Contents 'C' means the tick was generated by a trade at 13.90 for 100 shares on Market Center 153 at 13:02:22.835813. The last time the bid/ask was updated was 4 ticks prior and happened at 13:02:22.843366 on Market Center 7. How is it possible that the bid/ask was updated 4 ticks prior but the trade happened earlier? Shouldn't the Most Recent Trade Time always be the most recent timestamp with the Message Contents are 'C'? Or is this due to latency between different market centers?

Thanks, Kyle M


Time: Fri May 3, 2024 11:02 AM CFBB v1.2.0 12 ms.
© AderSoftware 2002-2003