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)




"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"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
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason 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
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 »IQFeed Developer »IQFeed Developer Support »Bid, Bid Time, Ask, Ask Time in Level 1 in protocol 5.2
Author Topic: Bid, Bid Time, Ask, Ask Time in Level 1 in protocol 5.2 (9 messages, Page 1 of 1)

Adyle0
-Interested User-
Posts: 10
Joined: Apr 9, 2013


Posted: Feb 15, 2016 09:17 AM          Msg. 1 of 9
I use the following fields:
S,SELECT UPDATE FIELDS,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Time," +
"Total Volume,Bid Time,Bid,Bid Size,Ask,Ask Size,Ask Time,Open,High,Low,Close,Message Contents, TickID


Q,@ES#,1882.50,2,09:55:09.294885,300751,08:12:11.925178,1884.00,110,1884.25,4,08:12:13.163948,1875.00,1890.00,1872.75,1858.25,C,1713054,
Q,@ES#,1882.50,1,09:55:09.295223,300752,08:12:11.925178,1884.00,110,1884.25,4,08:12:13.163948,1875.00,1890.00,1872.75,1858.25,C,1713058,
Q,@ES#,1882.50,1,09:55:09.295280,300753,08:12:11.925178,1884.00,110,1884.25,4,08:12:13.163948,1875.00,1890.00,1872.75,1858.25,C,1713061,

It seems Bid & Ask Time are way behind and Bid & Ask are nowhere near as well?
What am I missing?

Thanks,
Adi

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Feb 15, 2016 02:59 PM          Msg. 2 of 9
Today is an exchange holiday for most US exchanges (President's Day) so the markets have irregular data, if any.

Adyle0
-Interested User-
Posts: 10
Joined: Apr 9, 2013


Posted: Feb 15, 2016 03:46 PM          Msg. 3 of 9
This is CME Globex which did trade from yesterday 18:00 to today 13:00.
It's not just these three lines but all of them that seem wrong.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Feb 15, 2016 04:37 PM          Msg. 4 of 9
You are correct. I don't see an explanation for what you are showing currently. Everything appears to be correct on the servers and our historical data shows current bid/ask prices along with those trades.

Is this the first time you've seen the issue? If so, did it start immediately upon upgrading to the new protocol?

Adyle0
-Interested User-
Posts: 10
Joined: Apr 9, 2013


Posted: Feb 16, 2016 02:06 AM          Msg. 5 of 9
The problem exists also when reverting to 5.1. It seems the problem has to do with 5.2.0.9 which I installed yesterday.

Below is a captured snapshot of both L1,2 for ES as of a few minutes ago, with my local timestamp at the beginning of the lines.

2016-02-16 03:02:55.645,2,@ES#,MD01,1888.75,1889.,66,36,03:02:55.607,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:55.645,2,@ES#,MD01,1888.75,1889.,64,36,03:02:55.607,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:55.645,2,@ES#,MD01,1888.75,1889.,63,36,03:02:55.607,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:55.645,2,@ES#,MD01,1888.75,1889.,60,36,03:02:55.607,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:55.645,2,@ES#,MD01,1888.75,1889.,59,36,03:02:55.607,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:55.660,Q,@ES#,1888.75,2,03:02:55.605,442867,02:50:52.889,1889.25,14,1889.50,56,02:50:53.001,1892.50,1892.75,1887.50,1858.25,C,
2016-02-16 03:02:55.675,2,@ES#,MD01,1888.75,1889.,58,36,03:02:55.616,2016-02-16,52,03:02:55.607,T,T,F,
2016-02-16 03:02:55.675,2,@ES#,MD02,1888.5,1889.25,98,83,03:02:55.616,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:55.675,2,@ES#,MD03,1888.25,1889.5,142,86,03:02:55.085,2016-02-16,52,03:02:55.617,T,T,F,
2016-02-16 03:02:55.675,2,@ES#,MD04,1888.,1889.75,97,82,03:02:55.085,2016-02-16,52,03:02:55.617,T,T,T,
2016-02-16 03:02:55.675,2,@ES#,MD06,1887.5,1890.25,170,103,03:02:55.085,2016-02-16,52,03:02:55.617,T,T,F,
2016-02-16 03:02:55.675,2,@ES#,MD07,1887.25,1890.5,173,92,03:02:55.085,2016-02-16,52,03:02:55.617,T,T,T,
2016-02-16 03:02:55.707,2,@ES#,MD02,1888.5,1889.25,93,83,03:02:55.661,2016-02-16,52,03:02:55.607,T,T,F,
2016-02-16 03:02:55.707,2,@ES#,MD03,1888.25,1889.5,147,86,03:02:55.661,2016-02-16,52,03:02:55.617,T,T,T,
2016-02-16 03:02:55.727,2,@ES#,MD02,1888.5,1889.25,89,83,03:02:55.662,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:55.831,2,@ES#,MD01,1888.75,1889.,58,39,03:02:55.616,2016-02-16,52,03:02:55.775,T,T,T,
2016-02-16 03:02:55.831,2,@ES#,MD02,1888.5,1889.25,88,83,03:02:55.776,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:55.864,2,@ES#,MD01,1888.75,1889.,61,39,03:02:55.807,2016-02-16,52,03:02:55.775,T,T,T,
2016-02-16 03:02:56.071,2,@ES#,MD02,1888.5,1889.25,93,83,03:02:56.021,2016-02-16,52,03:02:55.607,T,T,F,
2016-02-16 03:02:56.071,2,@ES#,MD03,1888.25,1889.5,142,86,03:02:56.021,2016-02-16,52,03:02:55.617,T,T,T,
2016-02-16 03:02:56.194,2,@ES#,MD02,1888.5,1889.25,90,83,03:02:56.107,2016-02-16,52,03:02:55.607,T,T,T,
2016-02-16 03:02:56.366,2,@ES#,MD01,1888.75,1889.,59,39,03:02:56.323,2016-02-16,52,03:02:55.775,T,T,T,
2016-02-16 03:02:56.379,Q,@ES#,1888.75,2,03:02:56.323,442869,02:50:52.889,1889.25,14,1889.50,56,02:50:53.001,1892.50,1892.75,1887.50,1858.25,C,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,59,37,03:02:56.323,2016-02-16,52,03:02:56.519,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,59,34,03:02:56.323,2016-02-16,52,03:02:56.519,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,59,28,03:02:56.323,2016-02-16,52,03:02:56.519,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,59,25,03:02:56.323,2016-02-16,52,03:02:56.519,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,61,25,03:02:56.519,2016-02-16,52,03:02:56.519,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,61,23,03:02:56.519,2016-02-16,52,03:02:56.519,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,63,23,03:02:56.519,2016-02-16,52,03:02:56.519,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,64,23,03:02:56.519,2016-02-16,52,03:02:56.519,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,64,22,03:02:56.519,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,64,20,03:02:56.519,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.550,2,@ES#,MD01,1888.75,1889.,64,17,03:02:56.519,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.551,2,@ES#,MD01,1888.75,1889.,65,17,03:02:56.520,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.551,2,@ES#,MD01,1888.75,1889.,65,15,03:02:56.520,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.551,2,@ES#,MD01,1888.75,1889.,65,13,03:02:56.520,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.551,2,@ES#,MD01,1888.75,1889.,66,13,03:02:56.520,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.551,2,@ES#,MD01,1888.75,1889.,67,13,03:02:56.520,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.551,2,@ES#,MD01,1888.75,1889.,68,13,03:02:56.520,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.581,Q,@ES#,1889.00,2,03:02:56.519,442871,02:50:52.889,1889.25,14,1889.50,56,02:50:53.001,1892.50,1892.75,1887.50,1858.25,C,
2016-02-16 03:02:56.581,2,@ES#,MD02,1888.5,1889.25,90,89,03:02:56.107,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.581,2,@ES#,MD02,1888.5,1889.25,94,89,03:02:56.520,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.582,2,@ES#,MD02,1888.5,1889.25,97,89,03:02:56.522,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.582,2,@ES#,MD01,1888.75,1889.,69,13,03:02:56.531,2016-02-16,52,03:02:56.520,T,T,F,
2016-02-16 03:02:56.582,2,@ES#,MD02,1888.5,1889.25,96,89,03:02:56.531,2016-02-16,52,03:02:56.520,T,T,T,
2016-02-16 03:02:56.582,2,@ES#,MD03,1888.25,1889.5,142,85,03:02:56.021,2016-02-16,52,03:02:56.531,T,T,F,
2016-02-16 03:02:56.582,2,@ES#,MD04,1888.,1889.75,97,83,03:02:55.085,2016-02-16,52,03:02:56.531,T,T,T,

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


Posted: Feb 16, 2016 09:11 AM          Msg. 6 of 9
Good morning,

We have identified this as an issue with our trades only watches. We are currently investigating and will get a fix out asap.

Tim

Adyle0
-Interested User-
Posts: 10
Joined: Apr 9, 2013


Posted: Feb 16, 2016 11:24 AM          Msg. 7 of 9
Meanwhile I downgraded to 5.1.3.1

Thanks,
Adi

Docent
-Interested User-
Posts: 26
Joined: Jan 27, 2009


Posted: Feb 21, 2016 05:23 AM          Msg. 8 of 9
I confirm the problem.
I downgraded to 5.1.3.1 too.

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


Posted: Feb 24, 2016 12:24 PM          Msg. 9 of 9
Hello all,

Sorry for the issues you experienced on this. We have posted version 5.2.1.0 that will address the bid and ask issues with the trades only watches.

http://www.iqfeed.net/iqfeed_client_5_2_1_0.exe

Tim
Edited by DTN_Tim Walter on Feb 24, 2016 at 12:38 PM
 

 

Time: Thu July 18, 2019 9:35 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003