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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)

  #191 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
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yongthanyee View Post
https://www.cmegroup.com/europe/products/

Hi Robert
Any plan to include CME Europe market data as this exchange CMED offering about 30 FX futures will be launched using Globex on 27 Apr 2014.

Hi Eric,

We are not scheduled to have this data at the release date. Since only non-US customers are eligible to trade CME Europe we are waiting to gauge interest from our Intl subscribers.

One vote from you has been recorded.

Robert

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  #192 (permalink)
 
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 josh 
Georgia, US
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@Robert Carrillo,

1) Is there a symbol for today's new highs (and one for new lows)? I see 52-week highs/lows etc., but not for today only.

2) I don't think you have this, but I'd like to request an index that esignal provides. It is the percentage of stocks (NYSE, NASDAQ, or all) whose last traded price is above their VWAP. So a reading of 42.75 would indicate that 42.75% of all US stocks are trading above their VWAP for the day.

3) While I'm requesting, having an intraday calculated index of new highs minus new lows would be amazing. Just like advance-decline, except for high-low. So if the stock makes a new high on the day, add 1 to the index. For a new low, subtract 1. For neither, which will be the case most of the day, do nothing.

What do you think?

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  #193 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
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josh View Post
@Robert Carrillo,

1) Is there a symbol for today's new highs (and one for new lows)? I see 52-week highs/lows etc., but not for today only.

2) I don't think you have this, but I'd like to request an index that esignal provides. It is the percentage of stocks (NYSE, NASDAQ, or all) whose last traded price is above their VWAP. So a reading of 42.75 would indicate that 42.75% of all US stocks are trading above their VWAP for the day.

3) While I'm requesting, having an intraday calculated index of new highs minus new lows would be amazing. Just like advance-decline, except for high-low. So if the stock makes a new high on the day, add 1 to the index. For a new low, subtract 1. For neither, which will be the case most of the day, do nothing.

What do you think?

Great stuff, I'm researching and will advise ASAP. Do you happen to know what the esig symbol is for #2?

Robert

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  #194 (permalink)
 
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 ratfink 
Birmingham UK
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Robert Carrillo View Post
Great stuff, I'm researching and will advise ASAP. Do you happen to know what the esig symbol is for #2?

Robert

There you go:


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  #195 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
Posts: 271 since Jun 2012
Thanks Given: 234
Thanks Received: 376


josh View Post
@Robert Carrillo,

1) Is there a symbol for today's new highs (and one for new lows)? I see 52-week highs/lows etc., but not for today only.

2) I don't think you have this, but I'd like to request an index that esignal provides. It is the percentage of stocks (NYSE, NASDAQ, or all) whose last traded price is above their VWAP. So a reading of 42.75 would indicate that 42.75% of all US stocks are trading above their VWAP for the day.

3) While I'm requesting, having an intraday calculated index of new highs minus new lows would be amazing. Just like advance-decline, except for high-low. So if the stock makes a new high on the day, add 1 to the index. For a new low, subtract 1. For neither, which will be the case most of the day, do nothing.

What do you think?

Hi josh,

Unfortunately we don't (currently) provide any of the above. I'm somewhat surprised by that given the huge universe of Indexes/Market Stats we do offer. I forwarded your requests and the list provided by ratfink for possible inclusion with some future version(s).

Robert

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  #196 (permalink)
 
arnie's Avatar
 arnie 
Europe
 
Experience: Advanced
Platform: Jigsaw
Broker: Tradovate
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Hi @Robert Carrillo

On your webpage calculator we only have the $91 CME fee.
Where is the $16 fee?

Also, the basic charge for IQFeed is $90 but Sierra on their webpage they refer to $64.
Is there any special discount or Sierra forgot to update?

Regards

If I become half a percent smarter each year, I'll be a genius by the time I die
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  #197 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
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arnie View Post
Hi @Robert Carrillo

On your webpage calculator we only have the $91 CME fee.
Where is the $16 fee?

Also, the basic charge for IQFeed is $90 but Sierra on their webpage they refer to $64.
Is there any special discount or Sierra forgot to update?

Regards

Hi arnie,

The Non-Pro Globex exchange fees are discussed here, on the old Waivers info page, since the same process is used but for a different purpose:

Welcome BigMikeTrading Forums Customer to DTN IQFeed! - Fast, Reliable, Affordable. Market Data and API's.

Pricing for Non-Pro Lvl 1 Globex is $1/mo per exchange or $3/mo for a bundle including CBOT, CME, COMEX and NYMEX. Non-Pro Lvl 2 Globex is $5/mo per exchange or $15/mo for a bundle including all four.

The charge for IQFeed Core Service is actually $70/mo. There is a $20/mo surcharge to enable real-time US futures plus applicable exch fees. Thanks for pointing out that SC still shows $68/mo for IQFeed (Core Service). I've advised the DTN rep responsible for the SC partnership to ask SC to update the site to reflect the $2/mo increase eff Jan 1.

Regards,

Robert

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  #198 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
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Robert Carrillo View Post
The charge for IQFeed Core Service is actually $70/mo. There is a $20/mo surcharge to enable real-time US futures plus applicable exch fees. Thanks for pointing out that SC still shows $68/mo for IQFeed (Core Service). I've advised the DTN rep responsible for the SC partnership to ask SC to update the site to reflect the $2/mo increase eff Jan 1.

SC website now shows correct pricing. Thanks again arnie!

Robert

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  #199 (permalink)
 
arnie's Avatar
 arnie 
Europe
 
Experience: Advanced
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Hi @Robert Carrillo

When plotting FIAH.Z and FIAL.Z (NYSE 52 week high and low) is the result seen on the chart the number of stocks making 52 week highs and lows for today or that is some racio?

Of thousand of stock in NYSE we have 1 making a 52 week high and 2 making lows?





Regards

If I become half a percent smarter each year, I'll be a genius by the time I die
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  #200 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
Posts: 271 since Jun 2012
Thanks Given: 234
Thanks Received: 376



arnie View Post
Hi @Robert Carrillo

When plotting FIAH.Z and FIAL.Z (NYSE 52 week high and low) is the result seen on the chart the number of stocks making 52 week highs and lows for today or that is some racio?

Of thousand of stock in NYSE we have 1 making a 52 week high and 2 making lows?





Regards

Hi arnie,

I'm glad I have you to keep me on my toes! Those symbols are for AMEX (NYSE_MKT) so pretty thinly traded and match wsj.com:

NYSE MKT New Highs & Lows - Markets Data Center - WSJ.com

Try these for NYSE:

FINH.Z - NYSE NEW 52-WEEK HIGHS
FINL.Z - NYSE NEW 52-WEEK LOWS
JFNT.Z - NYSE NEW 52-WEEK NET
FRNT.Z - NYSE NEW 52-WEEK RATIO

We show FINH.Z at 51 and FINL.Z at 30, which are also close to what wsj.com shows for today:

NYSE New Highs & Lows - Markets Data Center - WSJ.com

Thanks.

Robert

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