|
|
Home
Search
Register
Login
Recent Posts
»Forums Index
»Archive (2017 and earlier)
»DTN.IQ Client Software Support
» one minute quotes in excel spreadsheet
|
|
| Author | Topic: one minute quotes in excel spreadsheet (8 messages, Page 1 of 1) |
 TLikins -Interested User- Posts: 32 Joined: Jul 11, 2005 
Howdy |
Posted: Nov 18, 2005 12:19 PM
Msg. 1 of 8
I was wondering if it's possible to get a 1 minute quote in excel. I don't see it in any data fields
but I thought maybe someone has done this already and would be willing to share a HOW TO. Thanks for your help! |
|
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Nov 18, 2005 12:26 PM
Msg. 2 of 8
Are you looking for a one minute quote (in other words, just have a single field update with the last quote info on a one minute basis), or access to 1 minute intraday/historical data?
Jay Froscheiser DTN - Trading Markets |
|
TLikins -Interested User- Posts: 32 Joined: Jul 11, 2005
Howdy |
Posted: Nov 18, 2005 02:38 PM
Msg. 3 of 8
No , I think thats already there. Sorry for the confusion. What I really want is a one minute VOLUME field in EXCEL. Using the Sample DDE workbook I notice quite a few fundamental data points available but not this one. I hope that's clear now. The reason I want this is it would match the data in my trading software.
Thanks for your help! |
|
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Nov 18, 2005 03:33 PM
Msg. 4 of 8
With IQ, there is no way to natively get a one minute volume into Excel. However, you can get the one minute volume for indivual symbols using minute bars on history (it includes the volume for each minute interval) using a 3rd party app or our DTN.IQ software.
Jay Froscheiser DTN - Trading Markets |
|
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Nov 30, 2005 09:52 PM
Msg. 5 of 8
Quote: I noticed that using the API you can get a time stamp in a message that's sent with each transaction. I was hoping that you might consider adding this field in the IQLINK client. I guess I could do the house keeping to determine the minute periods if it was there but I am sure I 'm not the only one interested in this field. I think that since this is already computed by your servers it would be much more efficient and less effort for DTN to do this then the user. Is there a process that the users can effect that helps steer your effort in this matter, perhaps a poll? I know that this is not a democracy but it would seem to me that there should be no difference in the ability of the IQLINK client and the users of the API to access the market data. If this is true, and the IQLINK users are only allowed access to a subset of the information that the API user get, than it seems to me that the users of the IQLINK client are consdered a second class citizen in the DTN universe. I don't want to sound like I know all of the intracasies of what it takes to do this but I think there should be some parity here. I am aware of the bandwith limitations between the DDE and the COM/TCPIP intefaces that you use. Who decides what information is available in the IQLINK client? I'm very interested in finding out what percentage of your users use the IQLINK client versus all others. Once this is known, I would begin to understand the marketing decisions at DTN to decide who gets what. I noticed that you mentioned that DTN intends to make an EXCEL add-in, but it's on the back burner. Can you tell me how much interest there is in this software? If there was enough interest I might consider writing one myself. First off, IQLink and the IQFeed API were created for 2 completely different reason. DDE is meant to give you stremaing data into a spreadsheet. It is not meant to give you a raw feed so you can write your own applications (this is what IQFeed is for). The ability to write your own applications using IQFeed comes with a $300 annual fee so we can apply some resource to supporting those development efforts. Your overall request/question has a simple answer. It IS in IQLink already. The T TIME field will provide the time of the last trade, which is the same time stamp we send with quote messages in IQFeed. To the best of my knowledge, we have each field that is IQFeed available in IQLink as well. As for an Excel addin, it is on the back burner because of lack of known demand and other higher priority items. Like you, if we knew there was enough interest, it would be higher on the priority list. Jay Froscheiser DTN - Trading Markets |
|
TLikins -Interested User- Posts: 32 Joined: Jul 11, 2005
Howdy |
Posted: Dec 1, 2005 07:22 PM
Msg. 6 of 8
Jay,
Thanks for your response. I was hoping that my previous post about VBA shed some light on what I'm trying to do. I'm glad that there is a match in the data you provide in both products. I don't know if you know this but your DDE documentation specifies 'Time' not 'T TIME'. All I really care about is a way to discern the time difference and now I have it. I remember when I had a problems in the 4.0.0.2 version and you mentioned that there were new fields that were added.You may want to consider having your documentation group start updating the DDE information.I opened the Sample DDE spreadsheet and looked at the qitems and saw what you were talking about. It would be nice if I could find a source of the valid token to use. Does the IQLINK client always have the latest information in these fields with respect to the changes in latest version? Is there a historical document I could read ie: changelog that tells me what was added/deleted? Thanks for your help! |
|
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Dec 4, 2005 07:23 PM
Msg. 7 of 8
We will get the documentation updated. However, the qitems should always have the current field list. We don't produce a specific change log for IQLink changes so unfortunately there isn't a document to reference for changes.
Jay Froscheiser DTN - Trading Markets |
|
|