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 you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"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 noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Settle trades not chronological
Author Topic: Settle trades not chronological (2 messages, Page 1 of 1)

arth_trader
-Interested User-
Posts: 5
Joined: Apr 16, 2014


Posted: Jul 25, 2016 06:52 AM          Msg. 1 of 2
I was trying to get historical tick data for GC (Gold future). I noticed that a settle trade (basis for last='S') with an older time stamp came after a trade with basis for last='C'. I was getting historical tick data with oldest to newest order. Is this natural or an error? It was messing up my historical tick database.
The time stamp in question was 2016-02-08 14:14:59.

Thanks.

DTN_Steve_S
-DTN Guru-
Posts: 2022
Joined: Nov 21, 2005


Posted: Jul 25, 2016 09:36 PM          Msg. 2 of 2
Hello, this is correct. Almost all tick timestamps are generated by the exchanges and/or data provider. We store our tick data in the order it was received and processed so it is possible for the timestamps to be out of order chronologically in our historical data. This applies to settlements as well.
 

 

Time: Tue June 27, 2017 5:36 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003