|
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)
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"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
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"You have an excellent product !!!!!!" - Comment from Arely
"Everything is working great with the API. I love it." - Comment from Calvin
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"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
"Excellent datafeed !!!" - Comment from Arely
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
|
|
|
|
Joined: |
Jan 10, 2008 06:00 PM |
Last Post: |
Dec 9, 2008 05:41 PM |
Last Visit: |
Jan 7, 2009 01:28 PM |
Website: |
|
Location: |
|
Occupation: |
|
Interests: |
|
|
AIM: |
|
ICQ: |
|
MSN IM: |
|
Yahoo IM: |
|
|
tfjield has contributed to 4 posts out of 21197 total posts
(0.02%) in 5,977 days (0.00 posts per day).
20 Most recent posts:
Hi Stan,
I sent my TID yesterday morning, but I still haven't heard back from anyone. Did you receive it?
On another question, I notice that when I receive quotes with the print bit set there is also data in the bid/ask price and size, but the bid/ask bits are not set. Is it possible for these bid/asks to be new updates, or are they merely cached from the last update I received with the bid/ask bits set?
I know Jim is likely the person to answer this question, but I guess he's traveling for another week and I was hoping someone could answer in the meantime.
Thank you! Todd
Hi All,
I've been a DTN satellite customer for several years. I have written my own application using the SDK that tracks equities on AMEX, NYSE, and Nasdaq. I watch all of the symbols on these exchanges, tick by tick.
It seems that recently (within the last year or so) I've been missing some of the prints on some of the symbols. Also, when I look at the best bid/ask updates, it seems like I'm missing a lot of this information.
I have read that US equities are transmitted at the low priority and that some data may be dropped, and also that rather than providing a full feed, select data is transmitted that satisfies most retail customers.
Can anyone provide me with some hard stats on what L1 data, if any, is being dropped? In other words, how complete is the US L1 equities feed?
Thanks you, Todd
Jim got back to me. There's a bit that I was missing: Quote Status Bit 13 0x2000 After Market Trade. Didn't even see if after I don't know how many readthroughs of the spec!
So the line above was changed to:
if(iQuoteStatus & 0x0002 || iQuoteStatus & 0x2000) // Trade bit or After Hours Trade bit
and all is good.
Anyway, thank you Jim and everyone else!
Hi,
Does the DTN satellite developer's feed transmit pre- and post- market trades? If so, I am unable to catch them.
I'm thinking that it is perhaps due to a flag that I'm checking for to make sure the trade is a current, valid trade, but I'm not sure which it could be.
That flags I'm looking at are illustrated in the following code:
if(csSymbol.CompareNoCase("QMON")) // Don't process the test quote if(csSymbol.CompareNoCase("ZZZZZZZZ")) // Don't process the test quote if(!(cUpdateInfoType & 0x60)) // Normal Updates only if(iQuoteStatus != 0xFFFF) // Quote status is valid if(iQuoteStatus & 0x0002) // Trade bit if(iQuoteStatus & 0x0400) // Instant Quote if(!(iQuoteStatus & 0x0800)) // Not a correction if(iMarketCondition != 11) // Not out of sequence if(iMarketCondition != 3) // Not a BunchedSold trade (reported late) if(iMarketCondition != 6) // Not a PriorReference trade if(fLast >= 0.0f) // No negative quotes Process Quote Here...
If anyone has any suggestions, I would appreciate the help. I have already asked Jim F, but I can't seem to get an answer. :(
Thank you!
|
|