DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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 cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles

"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

"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum

"Version 4.0.0.2 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.

"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn

"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat

"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

"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry

"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom

"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

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »New Historical Message (HDX) Option Open Interest

Author	Topic: New Historical Message (HDX) Option Open Interest (7 messages, Page 1 of 1)
EspressoE -Interested User- Posts: 30 Joined: Mar 8, 2006	Posted: Feb 23, 2009 12:47 AM Msg. 1 of 7 The Open Interest field in HDX seems to always be zero. When is this going to be available? For example, the following request should show open Request: HDX,MQF BO,5 Results: 2009-02-20 23:44:22,2.10,1.68,1.68,1.97,308,0, 2009-02-19 23:44:22,2.22,1.94,2.22,1.94,176,0, 2009-02-18 23:44:22,2.36,2.09,2.12,2.09,225,0, 2009-02-17 23:44:22,2.36,2.04,2.04,2.14,298,0, 2009-02-13 23:44:22,3.20,3.10,3.20,3.19,52234,0, !ENDMSG!, Should be: 2009-02-20 23:44:22,2.10,1.68,1.68,1.97,308,495, 2009-02-19 23:44:22,2.22,1.94,2.22,1.94,176,415, 2009-02-18 23:44:22,2.36,2.09,2.12,2.09,225,369, 2009-02-17 23:44:22,2.36,2.04,2.04,2.14,298,215, 2009-02-13 23:44:22,3.20,3.10,3.20,3.19,52234,2332, !ENDMSG!, Thanks, Eric
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Feb 23, 2009 01:03 PM Msg. 2 of 7 The servers do not currently store this data. I have sent the request to the server team to find out more information. I'll update this when I have more information.
EspressoE -Interested User- Posts: 30 Joined: Mar 8, 2006	Posted: Feb 26, 2009 08:07 AM Msg. 3 of 7 When will this be fixed? -Eric
EspressoE -Interested User- Posts: 30 Joined: Mar 8, 2006	Posted: Mar 20, 2009 10:04 PM Msg. 4 of 7 Hi Steve, Did the server team get back to you on when they might be able to get Option Open Interest in the historical messages? Just out of curiosity, how do you receive the Open Interest? Does that come from the exchange directly on a tick-by-tick basis, or is it computed at the end of the day? Is it possible to reconstruct the open interest from the previous open-interest value and the tick data?
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Mar 24, 2009 03:45 PM Msg. 5 of 7 My apologies for not responding before, as expected, the servers have simply never stored this information. Unfortuantely I do not have an ETA at this time for how long it would take to implement. As far as calculating open interest from the feed, we do not calculate this (it is provided to us from the exchange). Since we do not have information about the parties involved in the trades, I do not believe it would be possible to calculate this on a tick by tick basis from the feed.