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»Forums Index »IQFeed Developer »IQFeed Developer Support »Minute data
Author Topic: Minute data (6 messages, Page 1 of 1)

TickTack
-Interested User-
Posts: 2
Joined: May 7, 2004


Posted: May 7, 2004 06:20 PM          Msg. 1 of 6
I need 1 or 1.5 or 2 minute data for about 3000 stock symbols.
Currently I'm using YahooRT and it takes less than 20 seconds (via HTTP),
but the data is not that much clean. I would like to switch to a better data feed.
The main criteria is a fast download of the data for that number of stocks.
Though the data can be "snapshot", it must not be older than 20 to 30 seconds.
I need this kind of "vertical" data for a neartime ranking purpose.
Is this possible with IQfeed? Ie. snapshot data every x minutes for about 3000 symbols.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 10, 2004 08:02 AM          Msg. 2 of 6
Quote: I need 1 or 1.5 or 2 minute data for about 3000 stock symbols.
Currently I'm using YahooRT and it takes less than 20 seconds (via HTTP),
but the data is not that much clean. I would like to switch to a better data feed.
The main criteria is a fast download of the data for that number of stocks.
Though the data can be "snapshot", it must not be older than 20 to 30 seconds.
I need this kind of "vertical" data for a neartime ranking purpose.
Is this possible with IQfeed? Ie. snapshot data every x minutes for about 3000 symbols.
--- Original message by TickTack on May 7, 2004 06:20 PM
IQFeed is a streaming quote product, and thus, doesn't have a mechanism for handling snapshot requests at this level. It is built for speed in delivery to tick data. The best way to handle what you are looking for is to use a satellite datafeed which we sell for $129/mo then build your own app to take the streaming feed and build your ranking lists. The advantage of a satellite feed is that there are no symbol limits and thus 3000 symbols can be tracked easily. There are a few people who have developed to our satellite feed and made a 3rd party API available which is pretty easy to develop to. The first to come to mind is base16.com.

Jay

Jay Froscheiser
DTN Market Access, LLC.

TickTack
-Interested User-
Posts: 2
Joined: May 7, 2004


Posted: May 11, 2004 03:56 AM          Msg. 3 of 6
Thanks Jay, the satellite solution is promising, but I was told that this product of DTN is not availabale in Europe :-( Too bad!
Here in Germany we have DSL speeds of 1000, 2000, and 3000 kbit/s. Would it somehow be possible to use multiple such connections to DTN (probably multiple subscriptions) whereby each connection/subscription handling just a smaller subset of the 3000 symbols?
How about using a fast direct internet link? Would this bring any advantage over DSL?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 11, 2004 07:56 AM          Msg. 4 of 6
Quote: Thanks Jay, the satellite solution is promising, but I was told that this product of DTN is not availabale in Europe :-( Too bad!
Here in Germany we have DSL speeds of 1000, 2000, and 3000 kbit/s. Would it somehow be possible to use multiple such connections to DTN (probably multiple subscriptions) whereby each connection/subscription handling just a smaller subset of the 3000 symbols?
How about using a fast direct internet link? Would this bring any advantage over DSL?
--- Original message by TickTack on May 11, 2004 03:56 AM
Yah, sorry I didn't realize you were in Europe. At this time we don't have any subscription levels that would support that many symbols being watch simultaneously. There are numurous reasons for this, one being bandwidth, two being the computer processing that would be needed to handle that many symbols streaming. The protocol on IQFeed is meant to stream between 500-1000 symbols efficiently. We are developing new server and client architecture which should be much more efficient. Depending how tests come out after development, we may be able to increase symbol limits and create new subscription levels that will serve your needs.

Jay

Jay Froscheiser
DTN Market Access, LLC.

bronislav
-Interested User-
Posts: 5
Joined: May 13, 2004


Posted: May 13, 2004 01:52 PM          Msg. 5 of 6
It can be done with a little programming on your part. Buy 2 or more DTN subscription ($89/month+exchange fees for 1300 symbols), install each one on a different computer (if I get it right, IPs should be also different)

Each computer will receive 1300 symbols and forward to your main application which will merge all the streams together.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 13, 2004 05:23 PM          Msg. 6 of 6
Quote: It can be done with a little programming on your part. Buy 2 or more DTN subscription ($89/month+exchange fees for 1300 symbols), install each one on a different computer (if I get it right, IPs should be also different)

Each computer will receive 1300 symbols and forward to your main application which will merge all the streams together.
--- Original message by bronislav on May 13, 2004 01:52 PM
It is against your DTN contract as well your contract with the exchange for the data to leave your computer for any purpose. If it does, it is considered redistribution and thus is liable for redistirubtion fees by the exchanges (which starts at $1000/mo).

Jay Froscheiser
DTN Market Access, LLC.
 

 

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