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
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"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.
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"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
"Excellent datafeed !!!" - Comment from Arely
"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
"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
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
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 »DTN.IQ Client Software Support »Opening volume
Author Topic: Opening volume (3 messages, Page 1 of 1)

496841
-Interested User-
Posts: 1
Joined: Mar 27, 2021


Posted: Mar 27, 2021 06:03 AM          Msg. 1 of 3
Hi,
When calculating an interval bar at any other time throughout the day the total volume can be reconciled by summing the incremental volume. However, this isn't true of the open. The opening cumulative volume starts with a number that doesn't include any trades that can be seen. Where does this initial volume come from?
Thanks,
Dave

DTN Todd
-Interested User-
Posts: 72
Joined: Mar 24, 2010


Posted: Mar 28, 2021 11:05 PM          Msg. 2 of 3
Hello

We can have our data team look into this. Can you supply us some additional details such as what is the symbol you are seeing this activity for and a specific date. Are you utilizing our API?

Thanks
Todd DTN Support

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 219
Joined: Jul 3, 2019


Posted: Mar 29, 2021 11:19 AM          Msg. 3 of 3
For some commodity types, not all volume included in "Total Volume" statistic exists in ticks. Implied trades and block trades are types of trades where this can happen. They don't have their own ticks, but the volume of these type of trades is included in the total volume of the session. The exchange sends the total volume with each trade message, so you may see increases in volume that the ticks alone don't account for.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

Time: Fri December 3, 2021 1:56 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003