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 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
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"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
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"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
"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.
"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 just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"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.
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 »Bid/Asks missing from ICE NYBOTs
Author Topic: Bid/Asks missing from ICE NYBOTs (11 messages, Page 1 of 1)

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: May 22, 2007 12:49 PM          Msg. 1 of 11
Right now, @CCN7 and @CCZ7 show no bids or asks on IQFeed. At the same time, however, IB shows active trading (and a 4 point bid/ask spread).

At the moment, @CCN7 is (according to IB) bid 1924, ask 1928, @CCZ7 iis bid 1966, ask 1971.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: May 22, 2007 12:57 PM          Msg. 2 of 11
I am requesting market data to look at this now.

Thanks

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: May 25, 2007 12:02 PM          Msg. 3 of 11
Any feedback?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: May 25, 2007 01:43 PM          Msg. 4 of 11
I am sorry I submitted the wrong symbols, I sent in the pit trade which of course does not get bid and ask. I called it in and they are looking at the electronics now.

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: May 31, 2007 01:40 PM          Msg. 5 of 11
I'm sorry if I'm a pain in the neck, but it's time for my weekly "any update" check. :-)

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: May 31, 2007 03:39 PM          Msg. 6 of 11
Sorry for the delay, Tim is out of the office for a few days. Let me see if I can track down who was handling this issue and get an update.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: May 31, 2007 03:52 PM          Msg. 7 of 11
OK, I am not sure who Tim was working with on this but I just had a chat with our Market Data group and they indicated that NYBOT does not send bid and/or ask prices (neither for pit traded or electronic contracts). As such, we have never had them.

Anyone who does have bid and/or ask prices for these contracts are probably getting thier data through ICE which apparently does provide this data.

This is complicated by the recent merger between ICE and NYBOT making it a possiblility that we will have the data available to us in the future but right now, we do not.
Edited by DTN_Steve_S on May 31, 2007 at 03:53 PM

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: May 31, 2007 04:59 PM          Msg. 8 of 11
Hi Steve,

I'm confused, am I right with these statements:

- CCN7 is NYBOT floor Cocoa. It should not have bids or asks.
- @CCN7 is ICE electronic Cocoa. It should have bids and asks.

If your data source for @CCN7 is ICE, the bids/asks should be available as well?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: May 31, 2007 05:05 PM          Msg. 9 of 11
We receive @CCN7 from NYBOT as is indicated in the Listed Market Field in the fundamental message.

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: May 31, 2007 05:08 PM          Msg. 10 of 11
So, @CCN7 is *not* the ICE contract?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: May 31, 2007 05:33 PM          Msg. 11 of 11
It is the ICE contract.

Essentially, the flow of data for these contracts is as follows:

ICE -> NYBOT -> DTN

NYBOT's datafeed does not provide Bids and Asks and as a result, the ICE contracts we currently get from NYBOT do not have bids and asks either.
 

 

Time: Fri May 17, 2024 6:00 AM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003