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)




"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"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
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - 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
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: tfjield
About Contact
Joined: Jan 10, 2008 06:00 PM
Last Post: Dec 9, 2008 05:41 PM
Last Visit: Jan 7, 2009 01:28 PM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
tfjield has contributed to 4 posts out of 18645 total posts (0.02%) in 3,872 days (0.00 posts per day).

20 Most recent posts:
DTN Satellite Products » Quality of Equities Data Dec 9, 2008 05:41 PM (Total replies: 2)

Hi Stan,

I sent my TID yesterday morning, but I still haven't heard back from anyone. Did you receive it?

On another question, I notice that when I receive quotes with the print bit set there is also data in the bid/ask price and size, but the bid/ask bits are not set. Is it possible for these bid/asks to be new updates, or are they merely cached from the last update I received with the bid/ask bits set?

I know Jim is likely the person to answer this question, but I guess he's traveling for another week and I was hoping someone could answer in the meantime.

Thank you!
Todd

DTN Satellite Products » Quality of Equities Data Dec 5, 2008 04:52 PM (Total replies: 2)

Hi All,

I've been a DTN satellite customer for several years. I have written my own application using the SDK that tracks equities on AMEX, NYSE, and Nasdaq. I watch all of the symbols on these exchanges, tick by tick.

It seems that recently (within the last year or so) I've been missing some of the prints on some of the symbols. Also, when I look at the best bid/ask updates, it seems like I'm missing a lot of this information.

I have read that US equities are transmitted at the low priority and that some data may be dropped, and also that rather than providing a full feed, select data is transmitted that satisfies most retail customers.

Can anyone provide me with some hard stats on what L1 data, if any, is being dropped? In other words, how complete is the US L1 equities feed?

Thanks you,
Todd

DTN Satellite Products » Pre-market/post-market trades Jan 11, 2008 04:45 PM (Total replies: 1)

Jim got back to me. There's a bit that I was missing: Quote Status Bit 13 0x2000 After Market Trade. Didn't even see if after I don't know how many readthroughs of the spec!

So the line above was changed to:

if(iQuoteStatus & 0x0002 || iQuoteStatus & 0x2000) // Trade bit or After Hours Trade bit

and all is good.

Anyway, thank you Jim and everyone else!

DTN Satellite Products » Pre-market/post-market trades Jan 10, 2008 06:22 PM (Total replies: 1)

Hi,

Does the DTN satellite developer's feed transmit pre- and post- market trades? If so, I am unable to catch them.

I'm thinking that it is perhaps due to a flag that I'm checking for to make sure the trade is a current, valid trade, but I'm not sure which it could be.

That flags I'm looking at are illustrated in the following code:

if(csSymbol.CompareNoCase("QMON")) // Don't process the test quote
if(csSymbol.CompareNoCase("ZZZZZZZZ")) // Don't process the test quote
if(!(cUpdateInfoType & 0x60)) // Normal Updates only
if(iQuoteStatus != 0xFFFF) // Quote status is valid
if(iQuoteStatus & 0x0002) // Trade bit
if(iQuoteStatus & 0x0400) // Instant Quote
if(!(iQuoteStatus & 0x0800)) // Not a correction
if(iMarketCondition != 11) // Not out of sequence
if(iMarketCondition != 3) // Not a BunchedSold trade (reported late)
if(iMarketCondition != 6) // Not a PriorReference trade
if(fLast >= 0.0f) // No negative quotes
Process Quote Here...

If anyone has any suggestions, I would appreciate the help. I have already asked Jim F, but I can't seem to get an answer. :(

Thank you!


Time: Thu August 16, 2018 1:34 PM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003