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)

"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"You have an excellent product !!!!!!" - Comment from Arely
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"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
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
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: jrajesh
About Contact
Joined: Jul 11, 2004 03:53 PM
Last Post: Aug 4, 2004 10:16 PM
Last Visit: Aug 4, 2004 10:16 PM
Yahoo IM:
Post Statistics
jrajesh has contributed to 2 posts out of 19330 total posts (0.01%) in 5,608 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » IQFeed Quote data discrepancy Aug 4, 2004 10:16 PM (Total replies: 3)

We were watching the quote for LU and AV for 8/4/2004 and we noticed that there was a one minute pause in the quote stream at 12:05pm ET. When the feed resumed a minute later, the data was all hosed up. The IQFeed timestamp(field 18) reverted back to 11:46am.

Time Received Symbol Volume LastSize Time NoOfTrades
8/4/2004 12:05:24 PM LU 20829100 2200 12:05t 3802
8/4/2004 12:05:25 PM LU 20829700 600 12:05t 3803
8/4/2004 12:06:27 PM LU 20519600 1000 11:46t 3817
8/4/2004 12:06:27 PM LU 20526200 6600 11:46t 3818
8/4/2004 12:06:28 PM LU 20528100 1900 11:46t 3819

As you can see, we had missed 14 trades (3817 - 3803). Did we miss any trade ? If so, the total volume which came later is less than the total volume of the previous trade.

We also noticed another problem which started at 10:38am, where the NoOfTrades value was being repeated about every 20 minutes later and the values associated with the later transaction did not match the data with the previous transaction.

Since we noticed this anomaly with LU and AV (those were the only two symbols that we were watching), its not just one symbol which had errors.

This has made our calculations totally wrong. Is this a normal occurrence ? How do we program for it ?

IQFeed Developer Support » .NET Console Application Jul 11, 2004 03:59 PM (Total replies: 0)

Hello folks,
I am trying to create a Console application which will watch for certain symbols. I am getting an "InteropServices.COMException" in mscorlib.dll when I try to do a RegisterClientApp using the IQFeedY object. Any help on this will be much appreciated.


Time: Sun November 17, 2019 10:30 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003