DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)

July 23rd, 2013, 02:33 PM

Robert Carrillo

That's correct. I want Support's input on this. I'm asking them to email you within next 10 min or so to make sure everything's in place.

Update: Curtis with Support just emailed explanation.

I had an answer from IQ Support.

I am posting it here as it might be useful for other traders in the future:

“The main reason why IQFeed shows lower volumes per trade is several years ago we upgraded to a unbundled feed straight from the exchange which allows our customers to see every single actual trade to come through rather than just the Best Bid and Ask trade. So with the feed being unbundled you will see smaller volumes but generally will see more trades coming through from IQFeed.”

Ok, message acknowledged. I really see more trades coming through than with IB T&S.

I am still not very convinced though that the Commodity Future with more liquidity in the world – average 200.00 to 300.000 traded contracts per day - very rarely have trades with volume above 30/40 contracts (tracked just four today and the biggest - by far - was "just" 93 contracts!!)… But never mind, this is just me.

Thanks Robert.

July 23rd, 2013, 05:44 PM

Rui S

I am still not very convinced though that the Commodity Future with more liquidity in the world � average 200.00 to 300.000 traded contracts per day - very rarely have trades with volume above 30/40 contracts (tracked just four today and the biggest - by far - was "just" 93 contracts!!)� But never mind, this is just me.

Thanks Robert.

I've done tick analysis on 3 years of data on ES, and I believe the average trade size was a 3 lot. Many institutions use icebergs.

Mike

July 23rd, 2013, 06:22 PM

Rui S

I am still not very convinced though that the Commodity Future with more liquidity in the world � average 200.00 to 300.000 traded contracts per day - very rarely have trades with volume above 30/40 contracts (tracked just four today and the biggest - by far - was "just" 93 contracts!!)� But never mind, this is just me.

Thanks Robert.

You can always compare your "on the fly" data analysis with the Mother Lode of Time & Sales data provided on the CME website each night.

https://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_timeSales_globex_futures.html

At the speed this data is processed I believe it is impossible to visually "see" what you appear to be looking for IF you haven't filtered your T&S screen to only post trades larger than (N).

You may find this interesting, if you haven't seen it before.

July 23rd, 2013, 06:54 PM

I did a search but could not find this. With IQFeed it has a symbol option for "Crude Oil Futures Front Month" continuous (which is one of the things I think I am looking for in IQFeed). But there is also the regular September contract.

If I place a trade in the "front month" version, I am assuming that is the same as placing an order for the September symbol? Or do I need to place orders in the September contract and only use the Continuous for historical data?

Or, is that a question for my broker?

July 23rd, 2013, 07:38 PM

I had a case of POC double vision this morning, and it adversely affected my trade decision. That prompted me to try a 14-day trial of IQFeed. I feel like I just went to visit Goldilocks.

July 23rd, 2013, 07:44 PM

GaryD

I did a search but could not find this. With IQFeed it has a symbol option for "Crude Oil Futures Front Month" continuous (which is one of the things I think I am looking for in IQFeed). But there is also the regular September contract.

If I place a trade in the "front month" version, I am assuming that is the same as placing an order for the September symbol? Or do I need to place orders in the September contract and only use the Continuous for historical data?

Or, is that a question for my broker?

You cannot place a trade on IQFeed's continuous contract, because IQFeed isn't your broker

Sierra Chart supports symbol mapping so that your chart can be the continuous contract, but trades go to a symbol of your choosing, such as the correct manually entered front month.

Mike

July 23rd, 2013, 07:54 PM

Big Mike

You cannot place a trade on IQFeed's continuous contract, because IQFeed isn't your broker

Sierra Chart supports symbol mapping so that your chart can be the continuous contract, but trades go to a symbol of your choosing, such as the correct manually entered front month.

Mike

Thanks Mike. That is all I needed Robert. Thanks.

July 26th, 2013, 12:23 AM

@Robert Carrillo

Is it possible for me to know which third party provider supplies the fundamental data in U.S. equities to IQF?

Thanks!

July 26th, 2013, 09:05 AM

artemiso

@Robert Carrillo

Is it possible for me to know which third party provider supplies the fundamental data in U.S. equities to IQF?

Thanks!

We don't use a third party provider for stock data, either quotes or fundamentals. Quotes are directly from the exchanges and indicators/breadth/stats are calculated by DTN IQFeed. Why?

July 26th, 2013, 04:18 PM

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DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)

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DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)