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)




"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"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
"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
"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 noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"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
"You have an excellent product !!!!!!" - Comment from Arely
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
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: trader2021
About Contact
Joined: Apr 27, 2020 10:51 PM
Last Post: Apr 30, 2020 11:06 AM
Last Visit: Apr 30, 2020 11:06 AM
Website:  
Location:
Occupation:
Interests:
Avatar:
Email: VINEET@STONEVIEWTECH.COM
AIM:
ICQ: 2032434128
MSN IM:
Yahoo IM:
Post Statistics
trader2021 has contributed to 8 posts out of 21185 total posts (0.04%) in 1,453 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Is trade data provided on the same level 1 message update Apr 30, 2020 11:06 AM (Total replies: 13)

Are the trade conditions on some web page or text file? I'm not setup currently to be able to get commands over the STC?

IQFeed Developer Support » Is trade data provided on the same level 1 message update Apr 30, 2020 10:29 AM (Total replies: 13)

Thank you so much for the detaled explanation. I understand it much better now. Couple of followup questions:

1. Can a trade and quote update be combined? So will I see Cab or some combination of that?
2. Can you give me examples of what C trades types are and what E or O are? In particular, I'm looking for trades which are current and happen on the current book. Don't want to process trades that are not done in the market at the current time.

IQFeed Developer Support » Is trade data provided on the same level 1 message update Apr 29, 2020 04:32 PM (Total replies: 13)

Maybe I was not not clear. Let's assume the market has no trade in a 5 minute interval and the bid/ask move 5 times in that interval.

Will I see 5 update messages? What will be in the most recent trade column? How will I know that that these 5 updates were for only book updates and no trades happened in these 5 update messages?

IQFeed Developer Support » Is trade data provided on the same level 1 message update Apr 29, 2020 12:29 PM (Total replies: 13)

Also, thanks for the clarification on the tickid and where the tickid might be the same for all trades grouped together by CME.

1. If the same update messages groups quote updates and tick updates. How will I know if the update message is for a top of book level 1 update or a tick trade. I can't use tickid since tickid can be the same for new trades as well)

I need a way to know that this is only a quote update/or a trade update or both.

IQFeed Developer Support » Is trade data provided on the same level 1 message update Apr 29, 2020 12:13 PM (Total replies: 13)

Sorry, I'm still confused. If I wanted to only top of the book quotes and updates. Is that included in the standard package? Or are the top of book quotes an added package? I see that on each tick I get the best bid ask offer? ( i only trade futures so it's only one exchange).

Will the tick updates also get updated when the best bid/ask changes and there is no trade?

IQFeed Developer Support » Is trade data provided on the same level 1 message update Apr 28, 2020 09:29 AM (Total replies: 13)

Thank you for your reply. Comments/questions below:

1. Ok, so 5009 only does trades (is that what you call a tick?)
2. Do I have to subscribe to market depth or is that included?
3. How do I know what comes from the exchange and what from dtn and most importantly what is calculated from iqconnect on my computer.
4. I don't understand "TickIDs don't necessarily increment" if they get incremented for each tick? for a non forex symbol it should increment with each message?

IQFeed Developer Support » Is trade data provided on the same level 1 message update Apr 27, 2020 11:05 PM (Total replies: 13)

Couple of questions on:

http://www.iqfeed.net/dev/api/docs//Level1UpdateSummaryMessage.cfm

1. How do I distinguish trade data from level 1 book updates?
2. is the book always provided on a trade update?
3. Is the VWAP for CME calculated in iqconnect.exe or calculated by your server or exchange?
4. What is TickID? Is that a sequence which gets incremented for each quote update? Or is it increment for each trade?
5. If two trades happen at the same price and same time, do you sum them and send them in one message?
6. What about numtrades?

If iqconnects shuts crashes and is not connected for some time, when it reconects will the fields it calculates be correct (in other words) does it fill gaps?

Miscellaneous Messages » Support for Linux API for the datafeed? Apr 27, 2020 10:56 PM (Total replies: 33)

+1 here


Time: Thu April 18, 2024 6:46 PM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003