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» we need after-market ask and bid price and quantity of the order information in iqfeed data feed
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| Author | Topic: we need after-market ask and bid price and quantity of the order information in iqfeed data feed (7 messages, Page 1 of 1) |
 202853 -Interested User- Posts: 1 Joined: Jun 22, 2006 
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Posted: Jun 22, 2006 06:42 PM
Msg. 1 of 7
we need after-market ask and bid price and quantity of the order information in iqfeed data feed,
by the way, is there a justification for the iqfeed to be in-active after normal session market close ? if not, please keep the data feed in after-market session, thanks Quote: |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jun 26, 2006 09:46 PM
Msg. 2 of 7
Sorry about the delay in responding to this post, I must have missed it when you first posted. I assume you are talking about After market hours quotes in the historical informationsince we DO have pre and post market hours quote data in the live stream. Please confirm if this is what you are referring too. We have a new server system in development that will be able to store pre/post market data, but it is still a ways off. In the mean time, there are 3rd party applications which read and store the data off the feed as it comes in, so you would have the data you need available to you. A couple examples I can think of off hand would be Ensign and InvestorRT (I am sure there are others).
Jay Froscheiser DTN - Trading Markets |
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leonsmith -Interested User- Posts: 3 Joined: Jul 26, 2006 |
Posted: Jul 26, 2006 04:22 PM
Msg. 3 of 7
I am not able to get live stream quotes after hours. Right now I am trying to follow BIDU. IB has live actions but DTNIQ does not.
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jul 26, 2006 04:27 PM
Msg. 4 of 7
Since you mention that you are using DTN.IQ, I assume you are using our DTN.IQ software, not a 3rd party. I am watching BIDU streaming with data rigth now at 5:26 ET. For after market hours, you need to look at the bid and ask (as well as bid/ask Volume). The last trade will be updating in the ET Last and the change is in the ET Change field. We do stream the data after market. The only difference is the LAST price will not update with extended market data. You must look in the ET Last field (currently showing 77.60).
Jay Froscheiser DTN - Trading Markets |
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leonsmith -Interested User- Posts: 3 Joined: Jul 26, 2006 |
Posted: Jul 26, 2006 04:46 PM
Msg. 5 of 7
I usually use Amibroker, but I tried that and your client. Using your client I can see the data in a watchlist, but my charts stop at 4:01pm ET. on both products. I just upgraded to the latest IQFeed, but not the latest client yet.
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leonsmith -Interested User- Posts: 3 Joined: Jul 26, 2006 |
Posted: Jul 26, 2006 04:49 PM
Msg. 6 of 7
OK, I get it. I read your last posts more carefully. If you don't give us the Last, we can't have charts. Why no last ?
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jul 26, 2006 04:58 PM
Msg. 7 of 7
Historically the exchange required the all data be separated between the regular and post market sessions. Thus, we had to put the extended market hours data into a different field. we do have development underway to make the extended market data available in charts. In addition, the more actively supported 3rd party applications that support IQFeed will store and allow you to chart the extended market hours without issue. Some of these apps include QuoteTracker, Ensign and InvestorRT. Towards the end of the year, we should be able to start providing the extended market hours data in the intraday chart files.
Jay Froscheiser DTN - Trading Markets |
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