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 »No Bid/Ask Sizes for Forex
Author Topic: No Bid/Ask Sizes for Forex (5 messages, Page 1 of 1)

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


Posted: Feb 1, 2016 03:46 AM          Msg. 1 of 5
The Level 1 feed for Forex symbols, e.g. EURUSD.FXCM, never reports the Bid Size or Ask Size. (I'm using Protocol 5.2.)

E.g.:

SELECT UPDATE FIELDS Symbol, Bid,Bid Size,Bid Time, Ask,Ask Size,Ask Time, Extended Trade Date,Message Contents
...
P,EURUSD.FXCM,1.08560,,03:39:46.925000,1.08564,,03:39:46.925000,02/01/2016,Cba,
Q,EURUSD.FXCM,1.08561,,03:39:47.211000,1.08564,,03:39:47.211000,02/01/2016,Cba,
Q,EURUSD.FXCM,1.08562,,03:39:47.369000,1.08564,,03:39:47.369000,02/01/2016,Cba,
Q,EURUSD.FXCM,1.08562,,03:39:47.391000,1.08565,,03:39:47.391000,02/01/2016,Cba,

This shows that the Bid/Ask Prices are present, but not the Sizes.


Another problem (a smaller one) is that for Forex, the 'Message Contents' field always contains "ba", indicating that both the Bid and Ask have changed. But in fact, often they haven't changed at all. This problem, too, can be seen in the lines above. E.g., in lines 3-4, the Bid Price is the same (1.08562), but despite this line #4 contains "b" in the Message Contents field. (Perhaps this is related to the fact that the Bid/Ask Sizes are missing?)

So my questions are:
1. How can I get the Bid/Ask Sizes?
2. Could you fix the spurious 'b'/'a' indicators? (I can ignore them, of course, but it would be better if they were set correctly in the first place.)

Thanks,
Oren

DTN_Robert_Carrillo
-Interested User-
Posts: 6
Joined: Apr 25, 2007

-DTN Technical Support-


Posted: Feb 1, 2016 03:53 AM          Msg. 2 of 5
Thanks for your post Oren. Developer Support will be here in a few hrs to assist.

Robert Carrillo

support@iqfeed.net

support@dtniq.com

support@prophetx.com

Trading Markets Customer Service

1-800-397-7000

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


Posted: Feb 1, 2016 07:32 AM          Msg. 3 of 5
Since Forex does not actually trade like a stock, they do not have sizes. We actually place the bid in the last field so that users can chart the data historically just for this reason.

And since the current bid and ask price are sent to us by the exchange, we have to send the bid and ask flags with it, so I don't think I can change that behavior.

Tim

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


Posted: Feb 1, 2016 07:53 AM          Msg. 4 of 5
Thanks for the reply. I was hoping to get the real lot size, but I guess I can do without.

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


Posted: Feb 1, 2016 09:07 AM          Msg. 5 of 5
I am not a Forex trader obviously, but as I understand it, lot sizes are more about the quantity that an individual would purchase from their bank, so we don't receive those from the feed. We just get/report the current market values, not any individual activity.

Sorry, I couldn't help more.

Tim
 

 

Time: Wed February 20, 2019 5:37 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003