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 just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"It’s so nice to be working with real professionals!" - Comment from Len
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"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
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"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
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"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
Home  Search  Register  Login  Blogs 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 »day askv + bidv != day volume
Author Topic: day askv + bidv != day volume (4 messages, Page 1 of 1)

nto
-Interested User-
Posts: 14
Joined: Jan 18, 2016


Posted: Apr 17, 2016 03:32 AM          Msg. 1 of 4
I have been counting the number of ASK and BID contracts exchanged on BD# on 15th of April and the sum doesn't match the total day volume.

day ASK volume : 221597
day BID volume : 229311
day total volume : 471145

Is it normal? Is IQFeed missing some trades?

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


Posted: Apr 17, 2016 08:11 PM          Msg. 2 of 4
You cannot count volume of a future by the ticks on the underlying only, many other factors come into play in that number, such as the various spread trades and implied trades that the exchange includes in the final totals.
This is normal behavior.

Tim

nto
-Interested User-
Posts: 14
Joined: Jan 18, 2016


Posted: Apr 22, 2016 12:32 PM          Msg. 3 of 4
So does your answer imply that day ASK volume and day BID volume are computed based on outright transactions only, whereas day total volume includes spread trades and implied trades? If yes, does this also imply that spread trades do not appear on the tick-by-tick time&sales?

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


Posted: Apr 22, 2016 12:35 PM          Msg. 4 of 4
Correct. And yes, spread trades will not appear on the underlying contract's time and sales.

Tim
 

 

Time: Sat March 23, 2019 3:16 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003