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 used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"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 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
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"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.
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"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
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"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
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »ProphetX Support »Price doesn't match b/w Excel functions and ProphetX
Author Topic: Price doesn't match b/w Excel functions and ProphetX (4 messages, Page 1 of 1)

Chrisnliu
-Interested User-
Posts: 2
Joined: Apr 5, 2012


Posted: Apr 5, 2012 12:17 PM          Msg. 1 of 4
I had a hard time to solve this problem but not successful:

On Excel spreadsheet, I have a formula to download NYMEX natural gas price for May 2012 (NGK2):

=ProphetX|QUOTE!'qngk2[DTN:NYMEX:DELAY]?Settle'

The value returned by this formula is $2.819, but on ProphetX the same futures are traded at $2.135 now! How can these two prices are different?

Thanks!

tribalmarine
-Interested User-
Posts: 2
Joined: Apr 5, 2012

Advanced ProphetX User


Posted: Apr 5, 2012 01:12 PM          Msg. 2 of 4
The formula you posted for the settle price.

=ProphetX|QUOTE!'qngk2[DTN:NYMEX:DELAY]?Settle'

I'm showing the settle price for QNGK12 at 2.141.
I'm confused as to why you are seeing a different settle price of 2.819. Looking at the contract chain for QNG AND NG, I don't see that settle price anywhere. It sounds like some troubleshooting is in order.


A couple observations:

1. The symbol you are using QNGK2 is the electronic symbol for Natural Gas. This is different from the pit traded symbol NGK12. When it comes to the settle price however, they should match. The exchange uses the same settle price for both last I checked. FYI -- The same cannot be said for the live trading price throughout the day.

2. QNGK2 is also the one-digit-year version of the symbol QNGK12. It's likely this doesn't matter, since ProphetX should translate QNGK2 into QNGK12 automatically.

3. Looking at your formula, I'm wondering what version of ProphetX you are using. This is an old formula. If you are relatively up-to-date with the client version, I might suggest you try this formula and see if the value is different. Try it in a new spreadsheet as a test.

=ProphetX|QUOTE!'dtn:nym:QNGK12?SettlementPrice'

If the values are different, there is a problem. At that point, I'd suggest calling customer support.
If they match, double check the settle price in ProphetX.


The best way to create a formula from ProphetX to paste into Excel is to:
a. right click the selected cell or cells in ProphetX and choose "Format Excel Link".
b. Then paste in Excel.
Note: if you do not see "Format Excel Link" option when you right-click, you have a older client. In which case the steps are a little different.


4. Another thing to check on the excel spreadsheet is to see if the values are updating from ProphetX. If the spreadsheet is not setup to update the calculations automatically, it can prevent the formula linked data (aka DDE) from updating. In that case, the value you see in the spreadsheet could be stale from some time in the past.
A quick check to see if this is the case is to press F9 to recalculate or check to see if you have any formulas that display the 'Last' value. If the contract is trading actively in ProphetX, they should also update in Excel as well. If they are, then automatic calculations are not the issue.

If that doesn't check out, perhaps you could attach your spreadsheet and I could take a look.

Chrisnliu
-Interested User-
Posts: 2
Joined: Apr 5, 2012


Posted: Apr 5, 2012 11:05 PM          Msg. 3 of 4
Thanks! I called DTN help desk and found out my Google Chrome is interfering DTN to update prices...

tribalmarine
-Interested User-
Posts: 2
Joined: Apr 5, 2012

Advanced ProphetX User


Posted: Apr 6, 2012 09:06 AM          Msg. 4 of 4
Really?? Strange.

Care to share what you did to fix the issue? I use Chrome, so I'd hope to avoid any issues.
 

 

Time: Tue May 22, 2018 9:01 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003