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 someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"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
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"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
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"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
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"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
"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
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 »Product Support »DTN.IQ Client Software Support »Different numbers of ticks, streaming vs HTT
Author Topic: Different numbers of ticks, streaming vs HTT (4 messages, Page 1 of 1)

JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010


Posted: Apr 5, 2013 12:41 PM          Msg. 1 of 4
My example is for the symbol CA, from [10:00:00 to 10:01:00) this morning.

When running live, I found 1142 Q,CA messages. When using the historical data, HTT, I found only 272.

Over a longer time period, the 10 minutes from [10:00:00 to 10:10:00), I see 611 ticks from HTT and about 1093 Q,CA messages.

I have two files containing the data from each, if you would like me to attach them.

Why would this be happening?

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Apr 5, 2013 12:48 PM          Msg. 2 of 4
Josh, only trades are stored in history but all updates are sent through the streaming feed. My guess is that you are not properly filtering trades messages in the streaming feed. Having the files would probably the be the easiest way to explain the difference. Feel free to either attach them or email them to developer support.

JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010


Posted: Apr 5, 2013 12:53 PM          Msg. 3 of 4
The ca_ticks file has T, and Q,CA messages from the live feed for the symbol CA between 10:00 and about 10:10.



File Attached: ca_ticks.txt (downloaded 1496 times)

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Apr 5, 2013 01:20 PM          Msg. 4 of 4
the ca_ticks file contains both trades and bid/asks.

In order to match historical data, you will need to filter out only the trade messages. It looks like there is only about 240 trades in that file.

The Last Trade Time field has a character identifier to indicate if the message contains bid/ask or trade information.
 

 

Time: Mon June 27, 2022 4:35 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003