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 satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"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.
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"Everything is working great with the API. I love it." - Comment from Calvin
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
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 »IQFeed Developer »IQFeed Developer Support »IntervalVolume in B[Type] messages in Derivative sockets
Author Topic: IntervalVolume in B[Type] messages in Derivative sockets (4 messages, Page 1 of 1)

-Interested User-
Posts: 6
Joined: May 6, 2020

Posted: May 7, 2020 01:57 AM          Msg. 1 of 4
Could you please explain what does the "IntervalVolume" represent in B[Type] messages in the derivative sockets? The documentation is a little unclear.


-Interested User-
Posts: 6
Joined: May 6, 2020

Posted: May 7, 2020 01:35 PM          Msg. 2 of 4
I would really appreciate it if someone could tell me the difference between Interval Volume and Cummulative Volume

-Interested User-
Posts: 69
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector

Posted: May 7, 2020 01:46 PM          Msg. 3 of 4
  • CummlativeVolume – total trade volume since start of the current trading day.
  • IntervalVolume – trade volume during this specific interval bar only.
  • NumberOfTrades – number of trades during this specific interval bar. Relevant only when the IntervalType in your request is ticks/trades.

    Yair Altman
    IQML - IQFeed-MATLAB connector

    I am not a DTN employee; my post reflects my personal opinion

  • one541
    -Interested User-
    Posts: 6
    Joined: May 6, 2020

    Posted: May 7, 2020 01:54 PM          Msg. 4 of 4
    Thanks altmany!


    Time: Sun August 14, 2022 7:38 AM CFBB v1.2.0 16 ms.
    © AderSoftware 2002-2003