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
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"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
"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
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"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
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"It’s so nice to be working with real professionals!" - Comment from Len
"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
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: 2091
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: 2091
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: Tue October 22, 2019 5:32 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003