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 like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"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
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"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
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
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 »IQFeed Developer »IQFeed Developer Support »Bad Level 2 messages today
Author Topic: Bad Level 2 messages today (6 messages, Page 1 of 1)

-Interested User-
Posts: 14
Joined: Jan 20, 2015

Posted: Sep 14, 2015 12:54 PM          Msg. 1 of 6
Starting this morning, we started receiving badly formatted DTN messages where time cannot be parsed.
This is the spec.
The second boolean indicates that the ask is valid, but the time is clearly not. It appears to be using the milliseconds from the bid though.
There are other error types that started appearing today, but this is the most common.
Did something change? How should we handle the bad data?

Here are a few examples:


DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006

Posted: Sep 14, 2015 12:57 PM          Msg. 2 of 6
Good afternoon,

I am looking into this now and will report back shortly on my findings.


-Interested User-
Posts: 14
Joined: Jan 20, 2015

Posted: Sep 28, 2015 06:03 PM          Msg. 3 of 6
I've looked through the logs and the problem stopped as of 9-16. I only see bad data for the 14th and 15th. Consider the issue closed.

-Interested User-
Posts: 3
Joined: Jan 14, 2016

Posted: Jan 14, 2016 04:07 AM          Msg. 4 of 6
This problem just happened again. I got this line:


This line claims that AskValid=True, but AskTime=99:99:99.000000, which is an invalid value.

-Interested User-
Posts: 14
Joined: Jan 20, 2015

Posted: Jan 14, 2016 11:23 AM          Msg. 5 of 6
I've also noticed the problem is back. Thanks for noting that it happens with NASDAQ as well.

There's a clear bug in the DTN code which produces level 2 messages where only one side is valid. The bid and ask times are swapped every single time!

Here are a few examples from last week:
Edited by eporter on Jan 14, 2016 at 11:24 AM

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006

Posted: Jan 14, 2016 12:29 PM          Msg. 6 of 6
Ok, thanks for the reports, we are looking into what happened here with the server team.



Time: Wed February 20, 2019 5:50 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003