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
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"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 am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"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
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"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.
"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
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
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 »Historical data mismatch
Author Topic: Historical data mismatch (1 messages, Page 1 of 1)

-Interested User-
Posts: 12
Joined: Mar 28, 2016

Posted: May 8, 2016 01:39 PM          Msg. 1 of 1
During some quality checks of my application (using IQFeed Protocol v5.1) I encountered some historical data mismatches between ticks and interval data in case of summary volume.

I've uploaded all the mismatch examples on my Dropbox:

There is a quality check results information:
This file contains a number of summary volume mismatches between the interval data bars (5 minute time frame) and historical ticks according to the bars. The other files contains historical ticks (columns from A to J) according to the bar in name of the file and a summary volume (column U) that should be equal to volume of the bar, but it doesn't.

For example:
processing QGC#C_5.csv with tick_size 0.1
incorrect total Vol 2015-12-06 18:40:00 Vol = 422 additional fields total Vol = 760
RESULT: all the tick data has been duplicated in IQFeed response (request was: HTT,QGC#C,20151206 183500,20151206 183959,,,,1,HTT_QGC#C\r\n)

Historical interval data by QGC#C with 5 minutes time frame and date/time = 2015-12-06 18:40:00 has volume = 422, but summary volume (in the file "ticks_QGC#C_5_20151206_1840.xlsx") = 760. Mismatch!

Could you give me any information about this issue please?

Best regards,
Edited by semenchikus on May 8, 2016 at 01:41 PM


Time: Tue October 22, 2019 4:04 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003