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'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 am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"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
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"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
"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
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"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
"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
"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
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 »Product Support »Data and Content Support »Level1 data different from TC2000
Author Topic: Level1 data different from TC2000 (3 messages, Page 1 of 1)

fredericf
-Interested User-
Posts: 18
Joined: Aug 1, 2018


Posted: Aug 7, 2019 04:38 AM          Msg. 1 of 3
Hi,

The values 'Open' and 'Total Volume' reported by Level1 streaming data are sometimes different from the values shown by TC2000.

When looking at the day's ticks however, and summing the individual trades volumes, the Total Volume seems ok.

Reading your recent conversation with @jayflatland, I understand it relates to a Qualified/Non-Qualified trades issue. Is this correct?

Is there a way to receive values that include these missing trades, and thus matching TC2000 data? (as the difference can be quite high between the two values)

Thanks,
Frederic

DTN_Stephen
-DTN Evangelist-
Posts: 205
Joined: Aug 22, 2014


Posted: Aug 7, 2019 07:50 AM          Msg. 2 of 3
Using the IQ Feed Time and Sales application you can enable "Extended Trades" by going to Settings and under the General tab you will find a category called Display. You can check the box for Enable Extended Trades and it will allow you to receive these "Missing Trades". Please keep in mind this is only in our software.

You would need to check with the support team for whatever 3rd party software you are using to see how you would enable Extended Trades in their software.

If you are utilizing our API or have more specific questions please feel free to contact us at support@iqfeed.net

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
stephen.shockey@dtn.com



File Attached: Extended.png (downloaded 77 times)

fredericf
-Interested User-
Posts: 18
Joined: Aug 1, 2018


Posted: Aug 7, 2019 08:59 AM          Msg. 3 of 3
Thank you for your answer.

Indeed I am using your API. This forum may not be the place for my question.
(I could not locate the "IQFeed Developer Support" forum).

I will email you then.

Frederic
 

 

Time: Tue December 10, 2019 6:59 AM CFBB v1.2.0 31 ms.
© AderSoftware 2002-2003