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»Forums Index »NEW IQFEED FORUMS »Data Questions »Strange TTF natural gas data
Author Topic: Strange TTF natural gas data (2 messages, Page 1 of 1)

honeycomb
-Interested User-
Posts: 1
Joined: Mar 25, 2024


Posted: Mar 25, 2024 04:56 AM          Msg. 1 of 2
The TTF natural gas futures seem to have very low volume and missing bars when requested via the API.

Eg, on March 22nd Fri around 1230 New York / 1730 Amsterdam time, when I send this:
HIT,QTTFJ24,60,20240322 122000,20240322 124000,,,,0,TEST,100,s,0

I get back only two bars, with volumes of 1:
TEST,LH,2024-03-22 12:32:00,27.380,27.380,27.380,27.380,352,1,0,
TEST,LH,2024-03-22 12:27:00,27.525,27.525,27.525,27.525,351,1,0,

Meanwhile, IB shows volume in the hundreds/minute between 1220 and 1240 that day.

Would appreciate any insight into what may be going on! Thank you.



File Attached: ib ttf.png (downloaded 225 times)

smoothiemoth
-Interested User-
Posts: 1
Joined: Jun 4, 2024


Posted: Jun 4, 2024 08:42 PM          Msg. 2 of 2
The issue you're encountering with low volume and missing bars for TTF natural gas futures data via the API can stem from several possible sources.
Data Source Discrepancies:
Different data providers can have discrepancies in how they collect and report data. Interactive Brokers (IB) may have a more comprehensive data feed for TTF natural gas futures compared to the provider you're using for the API.
Subscription Level:
Ensure that you have the correct subscription level for TTF natural gas futures data with your data provider. Sometimes, lower subscription levels may provide less comprehensive data.
API Request Parameters:
The parameters in your API request might be limiting the data returned. For example, the hit command might have specific settings that affect the granularity and completeness of the data retrieved.
Market Data Delays:
There could be a delay or issues in the market data feed from your provider during the requested time frame.
 

 

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