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)




"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"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
"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
"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
"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
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - 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
»Forums Index »Archive (2017 and earlier) »DTN Satellite Products »Quality of Equities Data
Author Topic: Quality of Equities Data (3 messages, Page 1 of 1)

tfjield
-Interested User-
Posts: 4
Joined: Jan 10, 2008


Posted: Dec 5, 2008 04:52 PM          Msg. 1 of 3
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

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Dec 8, 2008 07:25 AM          Msg. 2 of 3
Hi Todd,
Due to the very large increases in market volumes the last couple years we have had to make some changes in the satellite systems broadcasts. If we hadn’t then just the market data would have overloaded the system & all our data & information would be backing up in the transmission system & be extremely late. We have had to make several changes. If you could please contact me directly with you TID number I can check your account, and be able to tell you for sure what changes have been made in your system. My direct email address is Stanley.Sullivan@DTN.com


THANKS
Stan S

tfjield
-Interested User-
Posts: 4
Joined: Jan 10, 2008


Posted: Dec 9, 2008 05:41 PM          Msg. 3 of 3
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
 

 

Time: Sun February 25, 2024 7:11 PM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003