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)

"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"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 was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT 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
"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
"It’s so nice to be working with real professionals!" - Comment from Len
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: lufeng
About Contact
Joined: May 16, 2017 02:45 PM
Last Post: May 17, 2017 08:51 PM
Last Visit: May 17, 2017 09:31 PM
Yahoo IM:
Post Statistics
lufeng has contributed to 7 posts out of 18253 total posts (0.04%) in 211 days (0.03 posts per day).

20 Most recent posts:
Data and Content Support » minute bars from tick data May 17, 2017 08:51 PM (Total replies: 9)

Is there a way to erase a post (for example, asking a question but realize the answer right away)?
Edited by lufeng on May 17, 2017 at 09:06 PM

Data and Content Support » minute bars from tick data May 17, 2017 08:47 PM (Total replies: 9)

Thanks Tim. That's very helpful.
Edited by lufeng on May 17, 2017 at 09:03 PM

Data and Content Support » minute bars from tick data May 17, 2017 09:06 AM (Total replies: 9)

Thanks, Tim.

1) Do you happen to have the same document for the NYSE (and other exchanges)?

2) Within that matrix, there are two columns for "Update Last": Consolidated Processing vs Market Center. Which column is used to define "last qualified" for the purpose of constructing a DTN minute bar?


Data and Content Support » Delisted Stocks May 17, 2017 09:05 AM (Total replies: 7)

Thanks, Mark and Tim. It is clear.

Data and Content Support » minute bars from tick data May 16, 2017 07:55 PM (Total replies: 9)

It seems that the minute bars constructed by DTN precisely consist of 1) all last-qualifying trades, and 2) all formT trades. Is this correct?

Is there a list of all trade condition codes that are "last qualifying"?


Data and Content Support » Delisted Stocks May 16, 2017 03:29 PM (Total replies: 7)

Thx Stephen, for your quick response.

Sorry that I was not clear. I can see that UA.C would still be in your system w/ stored historical data (because that ticker has not been reused). My question is actually "is there a way I would know, from your data alone, that today's UA and the previous UA.C are actually the same stock"?

A more extreme example: Is there a way I would know that today's "C" was once "CCI" (and "TRV" even earlier)?

This is more of a symbology issue than historical price availability issue.

Data and Content Support » Delisted Stocks May 16, 2017 03:17 PM (Total replies: 7)

A related question:

If a stock went thru ticker change, e.g. UA.C --> UA, would the old ticker info (UA.C) be kept anywhere?

Lu Feng

Time: Tue December 12, 2017 7:27 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003