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'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
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"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
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"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
"You have an excellent product !!!!!!" - Comment from Arely
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"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
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) »IQFeed Developer Support »CRBN Tick Data Volumes.
Author Topic: CRBN Tick Data Volumes. (9 messages, Page 1 of 1)

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Mar 13, 2022 09:13 PM          Msg. 1 of 9
I was trying to do an historical trade data download for CRBN, but I get lines like this...
16287,2021-11-26 12:23:38.547819,170.0400,7,10845,169.8900,170.0900,827606091,O,11,87,
Is 827606091 the correct volume? It seems a little high.

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Mar 16, 2022 12:19 AM          Msg. 2 of 9
No really...it does.

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


Posted: Mar 16, 2022 07:28 AM          Msg. 3 of 9
I appreciate your patience in receiving this response.

827606091 is the TICK ID. 10845 is the volume. (Also this was an oddlot trade that is non last qualifying)

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

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


Posted: Mar 16, 2022 07:30 AM          Msg. 4 of 9
Attached screenshot from IQ Feed Time and Sales

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net



File Attached: CRBN.jpg (downloaded 554 times)

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Mar 16, 2022 01:01 PM          Msg. 5 of 9
Thanks for that - I'll have another look.
I downloaded GBs for the trade data but only had this problem with this contract.
I'll let you know what I find.

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Mar 16, 2022 10:44 PM          Msg. 6 of 9
OK - I misidentified the specific line, it's this -

"1,2021-11-26 13:10:00.004684,169.9060,0,11871,148.0300,1000000.0000,843337523,C,11,88,\r"

There are actually a bunch of them:

04:45:12.2875537 PM [T: 01]1,2021-11-26 12:59:46.849333,170.1100,90,11864,169.7900,170.1300,808728173,O,28,87,
04:45:12.2875537 PM [T: 01]1,2021-11-26 12:59:52.747675,169.7500,6,11870,169.7500,170.1300,808728640,O,28,3D87,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:00.097170,170.0200,1,11871,169.7700,170.0300,843334706,O,11,87,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:00.097536,169.9060,0,11871,169.7700,170.0300,843334708,O,11,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:01.976280,169.6500,0,11871,169.7100,170.3700,1815163197,O,5,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:10:00.004684,169.9060,0,11871,148.0300,1000000.0000,843337523,C,11,88,
04:45:12.2875537 PM [T: 01]1,2021-11-26 13:10:00.004688,169.9060,0,11871,148.0300,1000000.0000,843337524,O,11,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-26 15:30:00.004700,169.9060,0,11871,148.0300,1000000.0000,843401296,C,11,88,
04:45:12.2875537 PM [T: 01]1,2021-11-26 15:30:00.004705,169.9060,0,11871,148.0300,1000000.0000,843401297,O,11,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-26 17:00:00.044702,169.9060,0,11871,148.0300,1000000.0000,843403825,C,11,88,
04:45:12.2875537 PM [T: 01]1,2021-11-26 17:00:00.044702,169.9060,0,11871,148.0300,1000000.0000,843403826,O,11,2E,
04:45:12.2875537 PM [T: 01]1,2021-11-29 08:00:00.626056,169.9100,2,2,160.1400,179.8600,808466264,O,19,870617,
04:45:12.2875537 PM [T: 01]1,2021-11-29 09:30:00.635468,171.5700,278,280,171.5000,171.6300,808863795,C,11,8A,

So the ask is 1000000.0000 - which is what was causing the error in my software.
Is this something that you guys want to know about?
Edited by Craig on Mar 16, 2022 at 10:46 PM

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


Posted: Mar 17, 2022 07:06 AM          Msg. 7 of 9
I will have Development support take a look and reply later today.

Thank you

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

DTN
800-779-7299
support@iqfeed.net

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Mar 17, 2022 08:56 AM          Msg. 8 of 9
Yes, please let us know about any seemingly strange data you see.

It is possible for market makers to enter an unrealistically high Buy or Sell for a symbol, when they want to remain active but don't want to actually buy or sell anything. But 1000000 would be excessive, even for that purpose. Is this also happening with CRBN, or a different symbol?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Craig
-DTN Guru-
Posts: 326
Joined: Apr 16, 2010


Posted: Mar 17, 2022 12:03 PM          Msg. 9 of 9
Yep, this is CRBN.
 

 

Time: Wed April 24, 2024 2:17 AM CFBB v1.2.0 18 ms.
© AderSoftware 2002-2003