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)




"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"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 would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"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  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) »Data and Content Support »Historical Futures Options Last Size==0
Author Topic: Historical Futures Options Last Size==0 (2 messages, Page 1 of 1)

sd_cm
-Interested User-
Posts: 22
Joined: Aug 23, 2004
Posted: Aug 12, 2005 04:37 PM          Msg. 1 of 2
When requesting historical ticks for a futures option, such as @ESQ5C124000, the Last Size field is always 0 for what appears to be all futures options (at least CME and CBOT). This is not the case for options on stocks or indexes. The total volume field appears to have the correct volume, which is what makes me think this is a bug as opposed to a data availability issue.

Please advise if this will be fixed or if I should develop a work around. Thanks

DTN_MarketData
-DTN's Market Data Experts-
Posts: 785
Joined: Jul 15, 2004
Posted: Aug 17, 2005 03:16 PM          Msg. 2 of 2
We are working to see if we can get this added onto the system. It may take approximately two to four weeks to implement.
 

 

Time: Sat April 27, 2024 11:13 AM CFBB v1.2.0 12 ms.
© AderSoftware 2002-2003