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)




"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
"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
"Excellent datafeed !!!" - Comment from Arely
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"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 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
"It’s so nice to be working with real professionals!" - Comment from Len
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - 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
Viewing User Profile for: enflow
About Contact
Joined: Sep 13, 2004 08:26 AM
Last Post: Sep 13, 2004 03:34 PM
Last Visit: Sep 13, 2004 03:34 PM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
enflow has contributed to 2 posts out of 21196 total posts (0.01%) in 7,188 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Question about Price Stream Data Structure Sep 13, 2004 03:34 PM (Total replies: 2)

Hi Jay,

yes, exactly, we would just compare the trade price against the bid ask values within the same string to see if the trade went off at the Bid or Ask and that would so flag the trade fo us as a buy or sell.

followup Question 1)
also from what i saw - the way for us to know it is a TRADE insead of a QUOTE is the number 18 data stream field on the data strucutre page - right...

followup Question 2)
(HH:MMc) with the little c being replaced with a t for trades so we know to keep that string as a trade and anything else is a bid quote or ask quote update... right???

I agree, every trade is both a buy and a sell but this tells us who initiated the trade who was the aggressor in the trade -

thanks...

cj

IQFeed Developer Support » Question about Price Stream Data Structure Sep 13, 2004 08:57 AM (Total replies: 2)

Interested in signing up for your API developer feed...

have question about the data structure string supplied in your feed

We need this data structure info for each ascii string received

symbol, timestamp, price, size(volume), bid, ask & trade only (no quotes - just trades) or flag something to filter the trades from the quotes

definitely NEED bid price / ask price on SAME line as last price or something showing trade was a buy or sell...

cj


Time: Sat May 18, 2024 9:48 PM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003