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'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 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 like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"It’s so nice to be working with real professionals!" - Comment from Len
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"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
"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
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"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
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 »IQFeed Datafeed Wish List »Intraday Quotes without gaps
Author Topic: Intraday Quotes without gaps (6 messages, Page 1 of 1)

paddy_85
-Interested User-
Posts: 6
Joined: May 7, 2015


Posted: Nov 28, 2015 03:56 PM          Msg. 1 of 6
Hi,
Would it be possible to get quotes without gaps for historical intra day data?
As I'm trying to manually fill in the gaps in the data for my chart data but I'm not sure if its 100% accurate.
Do you have a recommend approach to this problem or can you please add it as an option in the API request.
Thanks,
Patrick

DTN_Tim Walter
-DTN Guru-
Posts: 1181
Joined: Apr 25, 2006


Posted: Nov 28, 2015 08:47 PM          Msg. 2 of 6
Hello Patrick,

When you say gaps, are you talking about periods where there is no trading? What would you want to see there? Displaying a price would indicate a trade happened and throw off studies. for most people I would expect this would be an issue, so could you please give me a little more detail and then I can get your request documented for you.

Tim

paddy_85
-Interested User-
Posts: 6
Joined: May 7, 2015


Posted: Nov 28, 2015 08:59 PM          Msg. 3 of 6
Hi Tim,
For the gaps I would add a price bar with the same open/close/volume as the previous bar but with an updated time for the bars in between the gaps. Ideally adding bars for gaps between market hours only.
This would make creating charts easier for stocks like BNSO where there is a lot of gaps in the data.
Cheers,
Patrick

DTN_Tim Walter
-DTN Guru-
Posts: 1181
Joined: Apr 25, 2006


Posted: Nov 28, 2015 10:13 PM          Msg. 4 of 6
Ok, I will get this request put in. No ETA of course, but we'll get it to the right people to be considered for the roadmap.

Tim

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1748
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Nov 29, 2015 11:28 AM          Msg. 5 of 6
Patrick, this isn't something we are likely to provide. Our job is to provide trade and quote data. Unfortunately, this often means charts don't "look" good if there are trades that happen outside of a normal trading range or if an instrument isn't actively traded. But we aren't here to make the data look good, we try to provide accurate data that allows traders to analyze it according to their trading style. We leave it up to the charting software to determine how the data should be displayed. Some charts will show gaps in time when there was no trading activity, others will remove the gaps so the data looks sequential, and I would guess some software may have options to duplicate bars (I am not personally familiar with any software that does this but I'm sure there is something out there).

Jay Froscheiser
Vice President, Active Trader Products

paddy_85
-Interested User-
Posts: 6
Joined: May 7, 2015


Posted: Nov 29, 2015 11:47 AM          Msg. 6 of 6
Okay no problem, thanks for the quick response.
 

 

Time: Sun June 24, 2018 3:20 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003