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Viewing User Profile for: fabiodev
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Joined: Jun 12, 2018 08:47 AM
Last Post: Jun 12, 2018 09:22 AM
Last Visit: Jun 13, 2018 03:12 AM
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fabiodev has contributed to 1 posts out of 18549 total posts (0.01%) in 13 days (0.08 posts per day).

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IQFeed Developer Support » Possible error in HTX functions series Jun 12, 2018 09:22 AM (Total replies: 1)

Hello,
I have IQFeed API licence and I am seeing this issue in your tick by tick data: cumulative volume and total volume (as released purely by your application) are not the same.
Let me explain myself better: by getting historical future contract tick by tick data using IQFeed API designed function (i.e. HTX,[Symbol],[MaxDatapoints],[DataDirection],[RequestID],[DatapointsPerSend]<CR><LF>) progessive summation of last size tick is not equal in many case to the value you provide inside Total Volume column, why ?

Please, find attached ES futire contract tick by tick data so that you can replicate the issue: the issue is into the "DELTA" column when the value in it is different from zero !!!

Thank you for reading and let me know please
Andrea

Fabio


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