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)




"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"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
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"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.
"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
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Some aftermarket bars missing
Author Topic: Some aftermarket bars missing (3 messages, Page 1 of 1)

sweigner
-Interested User-
Posts: 7
Joined: Sep 26, 2017


Posted: Sep 26, 2017 11:48 AM          Msg. 1 of 3
I am seeing that some low volume aftermarket bars are not showing up in the historical data. For example, YELP 1 minute bar on 8/11/2017 at 03:35 is missing. It is low volume (10). IQFeed is showing bars on 01:41 and not another until 06:27, missing the bars at 02:23, 03:35, 06:06, 06:16 and 06:17. Is IQFeed skipping those because they are low volume?

Scott

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


Posted: Sep 26, 2017 01:14 PM          Msg. 2 of 3
Hello,

Only last qualified and form T trades are included in minute data. Trades under 100 shares are generally neither of those, usually those are tagged as odd lot trades and those do not set a last, and in turn are not included in the minute data. You would need to build volume from the tick data to catch these trades.

Tim

sweigner
-Interested User-
Posts: 7
Joined: Sep 26, 2017


Posted: Sep 26, 2017 02:30 PM          Msg. 3 of 3
Thanks Tim. That's a good explanation. Thanks for the quick reply!

Scott
 

 

Time: Sat December 15, 2018 10:35 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003