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 like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"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.
"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
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"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
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
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 »Archive (2017 and earlier) »Data and Content Support »Inaccurate Hourly Bar Closes
Author Topic: Inaccurate Hourly Bar Closes (6 messages, Page 1 of 1)

kevptx
-Interested User-
Posts: 4
Joined: Jan 6, 2020


Posted: Jan 6, 2020 09:22 AM          Msg. 1 of 6
I am seeing differences with the hourly close price when comparing historical price bars with other sources for products such as 6E, ES, NQ, CL, HO, and RB.

For example, IQFeed Charts shows that the CME QGCG20 hourly close at 2020-01-06 08:00 is 1578.8 while TWS, xtrader and the cme website shows that that hourly bar close price is 1578.7.

I am using IQFeed Version 6.1.0.20 and have tried restarting IQFeed and checking different minute time intervals.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 6, 2020 10:44 AM          Msg. 2 of 6
IQ Feed uses the last tick prior to the next hour.

The CME site does not have tick data for today's data. Due to this fact we are unable to confirm what they show as the last tick prior to 0800.

The last tick prior to 0800 was 1578.8 at 07:59:59.996602

We do not have access to TWS or xtrader; however we did compare our data to CQG and we are matching.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

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

kevptx
-Interested User-
Posts: 4
Joined: Jan 6, 2020


Posted: Jan 6, 2020 01:56 PM          Msg. 3 of 6
I checked Xtrader again (after restarting) and now it shows the price 1578.8 now, matching IQFeed.

Volume on TWS shows only 15,284 while IQFeed shows 15,292, so if the bars are based on tick prices, it shows that IQFeed should have greater coverage of ticks than TWS.

Thanks.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 6, 2020 03:14 PM          Msg. 4 of 6
I am sorry can you expand on your thought. I don't see a question in your last post and more of a statement.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

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

kevptx
-Interested User-
Posts: 4
Joined: Jan 6, 2020


Posted: Jan 6, 2020 03:16 PM          Msg. 5 of 6
I just wanted to comment on how IQfeed looks more reliable than the other data sources I have been using.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014


Posted: Jan 6, 2020 03:21 PM          Msg. 6 of 6
We appreciate your response and strive to be one of the fastest and most reliable datafeeds.

I appreciate the opportunity to provide fast and accurate responses to your questions.

Thank you for being a DTN customer.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

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

 

Time: Wed April 24, 2024 1:20 PM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003