DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

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)

"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

"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 ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob

"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 like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip

"Excellent datafeed !!!" - Comment from Arely

"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum

"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George

"You have an excellent product !!!!!!" - Comment from Arely

"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »Data and Content Support »XGU19 data

Author	Topic: XGU19 data (4 messages, Page 1 of 1)
Svancara -Interested User- Posts: 7 Joined: Dec 31, 2008	Posted: Jun 13, 2019 06:01 AM Msg. 1 of 4 Can you please verify data of the XGU19? I thnik there is something wrong there. Maybe trading hours or data itself. I believe trading hours are 02:10-22:00 CEST (= 20:10 - 16:00 EDT) but your data does not look like that. Thank you. 6/10/2019 1:41:00 PM 12092.50 12092.50 12092.50 12092.50 1232 6/10/2019 1:44:00 PM 12090.50 12090.50 12090.50 12090.50 1233 6/10/2019 2:02:00 PM 12070.00 12070.00 12070.00 12070.00 1234 6/10/2019 8:47:00 PM 12072.50 12072.50 12072.50 12072.50 1 <------ Volume = 1 means 8:47:00 PM is ~opening time 6/11/2019 1:20:00 AM 12107.00 12107.00 12107.00 12107.00 2 <------- next trade after ~5 hours after open? 6/11/2019 1:51:00 AM 12110.50 12111.00 12110.50 12110.50 5 6/11/2019 1:52:00 AM 12111.00 12115.00 12111.00 12115.00 9 6/11/2019 1:56:00 AM 12120.00 12120.00 12120.00 12120.00 10 Similarly next opening time: 6/11/2019 3:25:00 PM 12125.50 12125.50 12125.50 12125.50 1149 6/11/2019 3:48:00 PM 12130.50 12130.50 12130.50 12130.50 1150 6/11/2019 3:59:00 PM 12129.50 12129.50 12129.50 12129.50 1151 6/12/2019 1:50:00 AM 12089.50 12089.50 12089.50 12089.50 1 <-------- Volume = 1 means 1:50:00 AM is ~opening time 6/12/2019 1:57:00 AM 12080.00 12080.00 12080.00 12080.00 3 6/12/2019 2:01:00 AM 12078.50 12078.50 12078.50 12078.50 4 Other days: 6/3/2019 3:46:00 PM 11712.50 11712.50 11712.00 11712.00 398 6/3/2019 3:52:00 PM 11720.50 11721.00 11720.50 11721.00 401 6/3/2019 3:57:00 PM 11729.50 11729.50 11729.00 11729.00 404 6/4/2019 1:32:00 AM 11729.00 11729.00 11729.00 11729.00 1 <-------- Volume 1:32:00 AM .... open 6/4/2019 1:33:00 AM 11726.00 11726.00 11726.00 11726.00 2 6/4/2019 2:02:00 AM 11734.00 11734.50 11734.00 11734.50 5 6/4/2019 3:37:00 PM 11955.50 11955.50 11954.00 11954.00 914 6/4/2019 3:42:00 PM 11957.00 11957.00 11957.00 11957.00 915 6/4/2019 3:49:00 PM 11961.50 11961.50 11961.50 11961.50 916 6/4/2019 9:12:00 PM 12000.00 12001.00 12000.00 12001.00 3 <-------- 9:12:00 PM open?????? 6/5/2019 1:42:00 AM 11979.50 11979.50 11979.50 11979.50 4 <------- next trade after 5,5 hours ater open? 6/5/2019 2:02:00 AM 11970.00 11970.00 11968.00 11968.00 7
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Jun 13, 2019 06:33 AM Msg. 2 of 4 We are investigating XGU19 and I will respond the moment I have a complete answer. Please be aware the current front month is still June or XGM19 where a majority of volume is currently at. Stephen Shockey Customer Support Representative DTN 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com
altmany -Interested User- Posts: 73 Joined: Jul 30, 2018 IQML - IQFeed-MATLAB connector	Posted: Jun 13, 2019 06:48 AM Msg. 3 of 4 These may be trades done outside regular trading hours (RTH), not via the regular electronic market. The low volume (quantity/size) highlights the difference between such trades (which are infrequent) and trades during normal trading hours. If you run a streaming query and check the reported MessageContents and TradeCondition fields, you'll probably see that they contain codes that correspond to "Extended/Form-T Trade" (https://www.investopedia.com/terms/f/formt.asp) i.e., traded outside RTH. Some IQFeed queries have the ability to set a filter (BeginFilterTime, EndFilterTime) that limit the reported results to a specific daily time range (for example, 9:30am to 4pm) - you can set it up so that extended trades are not reported. Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML I am not a DTN employee; my post reflects my personal opinion
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Jun 13, 2019 08:37 AM Msg. 4 of 4 We have verified XGU19 data as correct. We compared the closing bar of 6/11 and the open bar of 6/12 and confirmed this data was correct. Please keep in mind the June contract XGM19 has more than 10 times the volume of XGU19 currently. Stephen Shockey Customer Support Representative DTN 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com