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 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
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"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
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"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
"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'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
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: manish
About Contact
Joined: Dec 24, 2020 02:27 PM
Last Post: Jan 3, 2021 11:27 PM
Last Visit: Jan 4, 2021 03:37 PM
Website:  
Location:
Occupation:
Interests:
Email: manish.mahendru@gmail.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
manish has contributed to 6 posts out of 21196 total posts (0.03%) in 1,243 days (0.00 posts per day).

20 Most recent posts:
Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 11:27 PM (Total replies: 7)

Actually nevermind "5MS" already has BID/ASK...I just wasn't seeing all the columns....classic rookie mistake.

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 10:55 PM (Total replies: 7)

No I get that I would get the bid/ask by watching, but using the IBKR API I took me a long time to request the data for the entire option chains of 500 or so stocks.

I don't want to request or watch them "One Symbol" at a time, is there a way to watch the whole OPRA at any given instant?? That is I get the snapshot of the whole market and go to working figuring out what is of interest to me before I ask for anything else?
Edited by manish on Jan 3, 2021 at 10:56 PM

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 09:30 PM (Total replies: 7)

Thanks Stargrazer,

My Stock strategies trades once everyday at the market open and utilize the EOD data.

For my options I was collecting bid/ask at a 60 min interval from IBKR but it was too slow and trading 10-15 min before the market close. Can you please share the command that you use for "bid/ask/trade info", also is there a way to get that info all the symbols in one request like market summary??

Thanks

Data Questions » Open Interest with Historical Options Data? Jan 3, 2021 09:30 PM (Total replies: 7)

Thanks Stargrazer,

My Stock strategies trades once everyday at the market open and utilize the EOD data.

For my options I was collecting bid/ask at a 60 min interval from IBKR but it was too slow and trading 10-15 min before the market close. Can you please share the command that you use for "bid/ask/trade info", also is there a way to get that info all the symbols in one request like market summary??

Thanks

IQFeed API Questions » OPRA Market Summary Bid/Ask Jan 3, 2021 07:22 PM (Total replies: 3)

Hi,

I am new to IQ Feed and please forgive me if its a stupid question.
Is it possible to get the Bid / Ask, Volume and Open Interest with Market summary command like EDS or 5MS?

I am trying to get the quotes on everything, run some cross-sectional studies and then decide if I want to trade anything v/s deciding what I want to trade and then querying the quotes for those instruments.

Thanks,
Manish

Data Questions » Open Interest with Historical Options Data? Dec 24, 2020 02:31 PM (Total replies: 7)

Hi,

I am looking to build up historical options dataset for backtesting.
I am using HIT (v6.1) to collect 5 min data on option symbols. But I don't think it provides Open Interest or Bid/Ask for non trades, is there something else I should be using for the task at hand instead of HIT?

Thanks,
Manish


Time: Sun May 19, 2024 9:41 AM CFBB v1.2.0 9 ms.
© AderSoftware 2002-2003