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 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
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"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
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"You have an excellent product !!!!!!" - Comment from Arely
"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
"Version has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
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
»Forums Index »IQFeed Developer »IQFeed Developer Support »How to handle late reporting
Author Topic: How to handle late reporting (2 messages, Page 1 of 1)

-Interested User-
Posts: 25
Joined: May 23, 2006

Posted: Apr 11, 2008 12:42 PM          Msg. 1 of 2
We have one user who is asking about trades which are reported late and if we filter those out. In your level 1 data, do late reported trades have an old timestamp? Are there late reported trades? How do we identify them if they exist so they can be filtered.?

Here is the post from the user:

-DTN Guru-
Posts: 2090
Joined: Nov 21, 2005

Posted: Apr 11, 2008 01:02 PM          Msg. 2 of 2
IQFeed does not alter the timestamps sent by the exchange and they will be sent through at the time the exchange sends them without reguard to if it is "in order" or not.

So if a trade comes through at 14:00:00 that is timestamped 13:55:00, we will send it out with the 13:55:00 timestamp when it comes through at 14:00:00.

This very rarely ever happens to this extent ("off by a few minutes") but happens much mroe frequently on a "off by a few seconds" basis. It still isn't what I would deem a frequent occurance in the feed, but it does happen.

The only way you could really identify these trades would be to monitor the timestamp. If a trade comes in that is prior to the previous timestamp, you will know that they were sent out of order. But ultimately, you have to determine what criteria you would want to filter these on ("How late is too late?").


Time: Mon May 20, 2019 6:34 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003