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)

"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"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 am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"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
"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
"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
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"It’s so nice to be working with real professionals!" - Comment from Len
"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
"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 »Product Support »DTN.IQ Client Software Support »Results format for historical tick data request
Author Topic: Results format for historical tick data request (3 messages, Page 1 of 1)

-Interested User-
Posts: 34
Joined: Jan 27, 2011

Posted: Oct 21, 2017 02:05 PM          Msg. 1 of 3
I'm trying to pull historical tick data for US equities (using the HTT request) and I noticed that your documentation shows somewhat different results than what I get. I'm using version

My request: HTT,SPY,20171002 083000,20171002 170000,,,,,1,0,1

What I get:
0,2017-10-02 16:01:23,252.2800,535,46479775,252.2800,252.2900,272419,0,0,E,

Your docs (specifically result format section):

* I only get second precision for the time, not microsecond as indicated in the docs.
* The Trade Market Center field is always empty
* There's no Trade Condition number at the end.

How do I get the data in the format specified in the docs? Help appreciated.

DTN_Tim Walter
-DTN Guru-
Posts: 1130
Joined: Apr 25, 2006

Posted: Oct 23, 2017 08:42 AM          Msg. 2 of 3
Good morning,

The feed defaults to protocol 4.9 for compatibility reasons and I think you are still using that default.
If you just set your protocol to 5.2, for each connection, I think things will match up for you.

This page discusses how to do this.


-Interested User-
Posts: 34
Joined: Jan 27, 2011

Posted: Oct 23, 2017 07:23 PM          Msg. 3 of 3
Thanks. Works fine after I set the protocol.


Time: Sat March 24, 2018 8:18 PM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003