|
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)
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"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
"Excellent datafeed !!!" - Comment from Arely
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"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
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
|
|
|
|
Joined: |
Sep 22, 2005 10:17 PM |
Last Post: |
Jan 2, 2023 12:44 PM |
Last Visit: |
Jan 2, 2023 01:34 PM |
Website: |
|
Location: |
|
Occupation: |
|
Interests: |
|
|
AIM: |
|
ICQ: |
|
MSN IM: |
|
Yahoo IM: |
|
|
FullyArticulate has contributed to 332 posts out of 21185 total posts
(1.57%) in 6,794 days (0.05 posts per day).
20 Most recent posts:
Scroll up 17 years ago to see my last post on this topic. Still here. Still wishing for it. :-)
Hmm... Another issue. +HGN8 and +HGZ8 report a settle date of today, despite the settle being for yesterday. If the electronic session closes at 1625, shouldn't the settle date be yesterday?
Ah! I've found the problem.
+HGN8 reports market is open (1 in field 44). +HGZ8 reports market is closed (0 in field 44).
When the market is open, I use the last, when the market is closed, I use the settle. Hence the reason these two don't match.
Presumably they should both be open or closed right now. Edited by FullyArticulate on Jun 18, 2008 at 04:36 PM
Ah, you're right, sorry about that. Semantics changed between versions of IQFeed. Settle used to be 0 until the settle of the day. With the addition of the settle date field, I can work that out in my code.
Thanks!
Close is shown as 363.10. This can't be right.
According to NYMEX, the "most recent settle" is 372.30, and the last trade is 371.50.
Thanks Loren!
Hi Sarah,
The problem, as you can see from my first post, is that the open interest is radically more than the previous day's open interest + volume.
In other words, say today's OI is 100, and today's volume is 100. The maximum that OI can be tomorrow is 200, right? It could be as little as 0 (if all trades were closing), it could be as much as 200 (if all trades were opening), or it could be anywhere in between.
In the case I mentioned above (and many others), the new OI is dramatically more than the volume + previous OI. Somehow trades are happening which cannot be accounted for in the volume reported by DTN. In some cases, thousands of contracts cannot be accounted for.
This discrepancy makes understanding the flow of money within a stock very difficult. In one particular case, the missing options opening contracts represented, on a notional basis, *several times* the total stock volume of that day. This makes it very difficult to understand that market.
Either OCC/OPRA is giving out radically bad data (which should be identified and corrected for the good of all market participants, including your customers), or DTN is reporting bad data.
The data is essentially saying 1+1=7. That's not good for anyone. :-)
DTN shows HOK8 has an open, high, low, and close of 2.6823, yet IB shows: high: 2.7106 low: 2.6593 open: 2.6976 close: 2.7036 last: 2.7036
Similar discrepencies on RBK8 (ohlc are equal)
I noticed this yesterday when PRGS showed up on one of my option scans.
DTN (as well as IB) had the open interest of the March 30 puts (RGQ OF) as 555.
If you retrieve yesterdays historical ticks, you'll see that 500 options changed hands. Even if you assumed all of those were opening new positions, how is the RGQ OF Open Interest now 1554?
If you look at The OCC's history for yesterday, they do not summarize by strike, only by root code. Even if you take all of the put volume yesterday (960 + 842) / 2 = 901, add in all of the previous OI of 555, you still get an open interest of 1456.
At least 98 contracts were invented somewhere.
In addition, I know there were 370 RGQ Mar 25 puts traded. So, you'd get ((960 + 842) / 2) - 370 = 1011. In this case, an additional 444 contracts were invented.
Any insight into this discrepancy?
Edited by FullyArticulate on Feb 20, 2008 at 02:58 PM
Are the electronic Eurodollar mid-curves available? E0, E2, E5 are, but no @E0. It might be under another symbol, I suppose, but DTN was a little inconsistent in how they named mid-curves. Searching under "mcurve", "mid-curve", and "midcurve", all turn up different products.
If these are not available now, are there any plans to make them so?
Still empty. Any update? This is a very important data source!
http://cgi.interquote.com/stats/ O* (the optionable hotlists) are empty. Edited by FullyArticulate on Feb 5, 2008 at 12:26 PM
@EDH8, @EDH9 (at the least) has no daily history for 2008-01-17.
Will this be fixed in the server release next weekend? I just had to request AIG 8 times.
So, @CCN7 is *not* the ICE contract?
Hi Steve,
I'm confused, am I right with these statements:
- CCN7 is NYBOT floor Cocoa. It should not have bids or asks. - @CCN7 is ICE electronic Cocoa. It should have bids and asks.
If your data source for @CCN7 is ICE, the bids/asks should be available as well?
I'm sorry if I'm a pain in the neck, but it's time for my weekly "any update" check. :-)
Any feedback?
Looks like it's fixed now. Thanks!
@NQM7 has a low of -7216.79
|
|