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 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
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"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
"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
"It’s so nice to be working with real professionals!" - Comment from Len
"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
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"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
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - 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
Viewing User Profile for: bambaleo
About Contact
Joined: Oct 23, 2019 01:24 AM
Last Post: Dec 3, 2019 11:33 AM
Last Visit: Jan 9, 2020 06:08 AM
Website:  
Location:
Occupation:
Interests:
Email: guliaymsk@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
bambaleo has contributed to 3 posts out of 21185 total posts (0.01%) in 1,649 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Why realtime bars data is not the same as history? Dec 3, 2019 11:33 AM (Total replies: 4)

Thanks for response, but time labelling is not the case.

In your example nothing changes except timestamps.

In my case volume values are completely different:

realtime:
BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,,

volume=964

history:
42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177,

volume=1177

It doesn't look like LabelAtBeginning issue

IQFeed Developer Support » Why realtime bars data is not the same as history? Dec 3, 2019 07:53 AM (Total replies: 4)

any news?

IQFeed Developer Support » Why realtime bars data is not the same as history? Oct 23, 2019 01:38 AM (Total replies: 4)

Hello,

I've come across strange issue:

I subscribed realtime bars data using BW request via derivatives port and got:

BC,@VX#C,2019-10-22 10:29:00,16.100,16.100,16.100,16.100,13604,8,,
BC,@VX#C,2019-10-22 10:30:00,16.100,16.150,16.100,16.100,13563,3,,
BC,@VX#C,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13730,16,,
BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,,
BC,@VX#C,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,15603,637,,
BC,@VX#C,2019-10-22 10:34:00,16.100,16.150,16.100,16.150,16028,338,,
BC,@VX#C,2019-10-22 10:35:00,16.150,16.160,16.140,16.150,16634,577,,


then I requested bars (HIT request) using lookup port

42,2019-10-22 10:29:00,16.150,16.100,16.100,16.150,13607,11,
42,2019-10-22 10:30:00,16.150,16.100,16.100,16.100,13783,3,
42,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13950,16,
42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177,
42,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,16036,637,
42,2019-10-22 10:34:00,16.150,16.100,16.100,16.150,16461,338,
42,2019-10-22 10:35:00,16.150,16.150,16.150,16.150,17083,593,

Lookup port data has more aggregated ticks in comparison with data from derivatives port.
Also If I request history ticks, I get more records than Level1 ticks.
Why? Is there any way to receive the same data from Level1, Lookup and Derivatives ports?

Regards


Time: Sat April 27, 2024 12:11 AM CFBB v1.2.0 6 ms.
© AderSoftware 2002-2003