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 was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"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
"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
"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
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
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: manish
About Contact
Joined: Dec 24, 2020 02:27 PM
Last Post: Jan 3, 2021 11:27 PM
Last Visit: Jan 4, 2021 03:37 PM
Website:  
Location:
Occupation:
Interests:
Email: manish.mahendru@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
manish has contributed to 6 posts out of 21185 total posts (0.03%) in 1,213 days (0.00 posts per day).

20 Most recent posts:
Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 11:27 PM (Total replies: 7)

Actually nevermind "5MS" already has BID/ASK...I just wasn't seeing all the columns....classic rookie mistake.

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 10:55 PM (Total replies: 7)

No I get that I would get the bid/ask by watching, but using the IBKR API I took me a long time to request the data for the entire option chains of 500 or so stocks.

I don't want to request or watch them "One Symbol" at a time, is there a way to watch the whole OPRA at any given instant?? That is I get the snapshot of the whole market and go to working figuring out what is of interest to me before I ask for anything else?
Edited by manish on Jan 3, 2021 at 10:56 PM

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 09:30 PM (Total replies: 7)

Thanks Stargrazer,

My Stock strategies trades once everyday at the market open and utilize the EOD data.

For my options I was collecting bid/ask at a 60 min interval from IBKR but it was too slow and trading 10-15 min before the market close. Can you please share the command that you use for "bid/ask/trade info", also is there a way to get that info all the symbols in one request like market summary??

Thanks

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 09:30 PM (Total replies: 7)

Thanks Stargrazer,

My Stock strategies trades once everyday at the market open and utilize the EOD data.

For my options I was collecting bid/ask at a 60 min interval from IBKR but it was too slow and trading 10-15 min before the market close. Can you please share the command that you use for "bid/ask/trade info", also is there a way to get that info all the symbols in one request like market summary??

Thanks

IQFeed API Questions » OPRA Market Summary Bid/Ask Jan 3, 2021 07:22 PM (Total replies: 3)

Hi,

I am new to IQ Feed and please forgive me if its a stupid question.
Is it possible to get the Bid / Ask, Volume and Open Interest with Market summary command like EDS or 5MS?

I am trying to get the quotes on everything, run some cross-sectional studies and then decide if I want to trade anything v/s deciding what I want to trade and then querying the quotes for those instruments.

Thanks,
Manish

Data Questions » Open Interest with Historical Options Data? Dec 24, 2020 02:31 PM (Total replies: 7)

Hi,

I am looking to build up historical options dataset for backtesting.
I am using HIT (v6.1) to collect 5 min data on option symbols. But I don't think it provides Open Interest or Bid/Ask for non trades, is there something else I should be using for the task at hand instead of HIT?

Thanks,
Manish


Time: Fri April 19, 2024 9:37 PM CFBB v1.2.0 14 ms.
© AderSoftware 2002-2003