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 used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"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
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"Everything is working great with the API. I love it." - Comment from Calvin
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
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: bambaleo
About Contact
Joined: Oct 23, 2019 01:24 AM
Last Post: Dec 3, 2019 11:33 AM
Last Visit: Jan 9, 2020 06:08 AM
Website:  
Location:
Occupation:
Interests:
Email: guliaymsk@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
bambaleo has contributed to 3 posts out of 21196 total posts (0.01%) in 1,671 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Why realtime bars data is not the same as history? Dec 3, 2019 11:33 AM (Total replies: 4)

Thanks for response, but time labelling is not the case.

In your example nothing changes except timestamps.

In my case volume values are completely different:

realtime:
BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,,

volume=964

history:
42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177,

volume=1177

It doesn't look like LabelAtBeginning issue

IQFeed Developer Support » Why realtime bars data is not the same as history? Dec 3, 2019 07:53 AM (Total replies: 4)

any news?

IQFeed Developer Support » Why realtime bars data is not the same as history? Oct 23, 2019 01:38 AM (Total replies: 4)

Hello,

I've come across strange issue:

I subscribed realtime bars data using BW request via derivatives port and got:

BC,@VX#C,2019-10-22 10:29:00,16.100,16.100,16.100,16.100,13604,8,,
BC,@VX#C,2019-10-22 10:30:00,16.100,16.150,16.100,16.100,13563,3,,
BC,@VX#C,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13730,16,,
BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,,
BC,@VX#C,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,15603,637,,
BC,@VX#C,2019-10-22 10:34:00,16.100,16.150,16.100,16.150,16028,338,,
BC,@VX#C,2019-10-22 10:35:00,16.150,16.160,16.140,16.150,16634,577,,


then I requested bars (HIT request) using lookup port

42,2019-10-22 10:29:00,16.150,16.100,16.100,16.150,13607,11,
42,2019-10-22 10:30:00,16.150,16.100,16.100,16.100,13783,3,
42,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13950,16,
42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177,
42,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,16036,637,
42,2019-10-22 10:34:00,16.150,16.100,16.100,16.150,16461,338,
42,2019-10-22 10:35:00,16.150,16.150,16.150,16.150,17083,593,

Lookup port data has more aggregated ticks in comparison with data from derivatives port.
Also If I request history ticks, I get more records than Level1 ticks.
Why? Is there any way to receive the same data from Level1, Lookup and Derivatives ports?

Regards


Time: Sun May 19, 2024 11:45 AM CFBB v1.2.0 3 ms.
© AderSoftware 2002-2003