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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)

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  #101 (permalink)
Lisbon, Portugal
 
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Robert Carrillo View Post
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.

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  #102 (permalink)
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Rui S View Post
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

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  #103 (permalink)
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Rui S View Post

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.


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  #104 (permalink)
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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?

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  #105 (permalink)
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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.



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  #106 (permalink)
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GaryD View Post
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

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  #107 (permalink)
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Big Mike View Post
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.

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  #108 (permalink)
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@Robert Carrillo

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

Thanks!

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  #109 (permalink)
Omaha NE
 
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artemiso View Post
@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?

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  #110 (permalink)
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Server message:F,FB,5,536.3,32362000,32.5063,17.5500,32.5063,22.6700,0.0000,0.0000,0.0000,,99/99/9999,,,,39754124,,0.05,,,12,,FACEBOOK,FB,1.6,,,11267.0,1052.0,03/31/2013,1500.0,2417906,519190, , ,,t,14,4,7375,21.09,1,21,01/28/2013,09/04/2012,01/28/2013,06/06/2013,26.62,,,,,519190,,
Server message:F,INTC,5,11.1,39752000,26.9000,19.2300,25.9800,20.1000,3.9200,0.2250,0.9000,06/01/2013,05/03/2013,,,,242863152,,2.07,,0.13,12,,INTEL,INTC,9.9,0.99,,31358.0,12898.0,06/30/2013,13136.0,4971000,334413,0.50 07/31/2000,0.50 04/12/1999,,p,14,4,3674,25.91,1,21,08/10/2012,11/21/2012,06/04/2013,02/22/2013,20.62,,,,,334413,,
Server message:F,MSFT,5,12.2,51857000,36.4299,26.2600,36.4299,26.2800,2.8800,0.2300,0.9200,09/12/2013,08/13/2013,,,,84868192,,2.61,,0.07,06,,MICROSOFT,MSFT,9.,1.04,,101466.0,37417.0,06/30/2013,12601.0,8351107,511210,0.50 02/18/2003,0.50 03/29/1999,,t,14,4,7372,40.38,1,21,07/16/2013,12/05/2012,07/16/2013,01/11/2013,26.71,,,,,511210,,
Server message:F,BAC,7,44.8,117079000,15.0300,7.0100,15.0300,10.9800,0.2700,0.0100,0.0400,06/28/2013,06/05/2013,,,,113627864,,0.33,,-0.4,12,,BANK OF AMERICA CORP,BAC,11.8,1.92,,,,06/30/2013,275585.0,10780377,522110,0.50 08/30/2004,0.50 02/28/1997,,t,14,4,6021,24.65,1,7,07/23/2013,07/25/2012,07/23/2013,02/25/2013,11.61,,,,,522110,,
Server message:F,ZNGA,5,,28466000,5.1900,2.0900,4.0300,2.3400,0.0000,0.0000,0.0000,,99/99/9999,,,,30516004,,-0.16,,,12,,ZYNGA,ZNGA,43.3,,,1484.4,509.1,03/31/2013,100.0,793880,541511, , ,,0,14,4,7371,53.92,1,21,07/25/2012,11/09/2012,03/12/2013,01/02/2013,2.36,,,,,541511,,
Server message:F,BSX,7,,16046000,10.1100,4.7900,10.1100,5.7600,0.0000,0.0000,0.0000,,99/99/9999,,,,43432508,,-3.28,,,12,,BOSTON SCIENTIFIC,BSX,24.7,1.28,,3022.0,1772.0,03/31/2013,4252.0,1349092,339112,0.50 11/06/2003,0.50 12/01/1998,,n,14,4,3841,26.34,1,7,07/22/2013,07/26/2012,07/22/2013,01/02/2013,5.73,,,,,339112,,

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  #111 (permalink)
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artemiso View Post
Here's what I have on another data feed. The earnings, dividend yields, balance sheet dates, and institutional ownership information are drastically different. e.g. MSFT 9% institutional ownership.

Thanks artemiso, I'm investigating this.

Robert

Correction: I was confused between fundamentals and stats. We get our fundamentals from Morningstar, and we're investigating why the data is so different.

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  #112 (permalink)
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@artemiso

I'm told we had another inquiry today about "% held" field, so we are in communication with Morningstar to determine cause and resolution.

Robert

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  #113 (permalink)
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Awesome, thanks.

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  #114 (permalink)
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Hi Robert,

I had two questions:

1 - Do you have any incentive to add a unix/linux version of the windows iqconnect.exe listener sometime in the future? My reasoning is that there are much better servers available without requiring a windows server OS, so this would be a nice feature.

2 - Who's the best person to talk to in order to get a ballpark of pricing for Nanex? I had reached out a few times to Jerry Chandler over email and heard back once but then email responses stopped. I'm interested in understanding my options and the base costs from an individuals perspective. If pricing is catered to person specific, I'm fine signing an NDA to not disclose pricing options to others.

Thanks in advance for the help and taking the time to do ama.

Dylan

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  #115 (permalink)
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dcooke888 View Post
Hi Robert,

I had two questions:

1 - Do you have any incentive to add a unix/linux version of the windows iqconnect.exe listener sometime in the future? My reasoning is that there are much better servers available without requiring a windows server OS, so this would be a nice feature.

2 - Who's the best person to talk to in order to get a ballpark of pricing for Nanex? I had reached out a few times to Jerry Chandler over email and heard back once but then email responses stopped. I'm interested in understanding my options and the base costs from an individuals perspective. If pricing is catered to person specific, I'm fine signing an NDA to not disclose pricing options to others.

Thanks in advance for the help and taking the time to do ama.

Dylan

Hi Dylan,

We have dozens of developers writing to LINUX using WINE with no issues, so there isn't an urgency to offer a native client for LINUX. We are considering a cross-platform version of IQFeed for LINUX and Mac but it's way down on the list.

Jerry is the best person to visit with regarding NxCore/Nanex. His number is 800-511-0096, ext 8229 if you'd like to call him.

Thanks.

Robert

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  #116 (permalink)
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Thanks Robert, I'll look into Wine and call Jerry.

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  #117 (permalink)
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Robert Carrillo View Post
@artemiso

I'm told we had another inquiry today about "% held" field, so we are in communication with Morningstar to determine cause and resolution.

Robert

Morningstar reports that it has fixed the problem with "% held" field. Let me know if you're still having issues.

Robert

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  #118 (permalink)
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Hello,

I am looking for a data feed in order to make some backtesting with R. I am wondering if I can use IQ Feed with R, preferably call it from within quantmod?

Will it work in real time or only for historical prices?

Thanks in advance

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  #119 (permalink)
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Yakito View Post
Hello,

I am looking for a data feed in order to make some backtesting with R. I am wondering if I can use IQ Feed with R, preferably call it from within quantmod?

Will it work in real time or only for historical prices?

Thanks in advance

Hi Yakito,

In theory you should be able to use IQFeed with either. I am not familiar with Quantmod (looks like a quant trading modeler plugin for R), but we do have customers using R with IQFeed.

DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums


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  #120 (permalink)
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Yakito View Post
Will it work in real time or only for historical prices?

With IQFeed's API you get everything.

Mike

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  #121 (permalink)
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Robert Carrillo View Post
Morningstar reports that it has fixed the problem with "% held" field. Let me know if you're still having issues.

Robert

Thanks, I'll double-check the data against my other feeds and let you know if I encounter any problem.

@dcooke888: Have you found a suitable feed? I know a few point persons in Boston and can refer you on.

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  #122 (permalink)
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artemiso View Post
@dcooke888: Have you found a suitable feed? I know a few point persons in Boston and can refer you on.


@artemiso
I'm not going to be upgrading from IQFeed until end of this year, so I'm still investigating options. Anyone who you can put me in touch with in Boston would be great. Thanks!

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  #123 (permalink)
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Eurex has confirmed there is a problem disseminating data at this time.

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  #124 (permalink)
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Robert Carrillo View Post
Eurex has confirmed there is a problem disseminating data at this time.

A Telco issue caused EUREX to be down for about one hour yesterday. We are working on recovering the data, starting with DAX and other more popular contracts.

Robert

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  #125 (permalink)
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Robert Carrillo View Post
A Telco issue caused EUREX to be down for about one hour yesterday. We are working on recovering the data, starting with DAX and other more popular contracts.

Robert

We have started backfilling the missing data. The DAX and the Bund September and December contracts are complete.

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  #126 (permalink)
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Hi Robert,

Does DTN IQ feed offer data on European stocks and their accompanying metrics? If not, any plans on adding these?

Thanks,

- Bo

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  #127 (permalink)
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bojangle View Post
Hi Robert,

Does DTN IQ feed offer data on European stocks and their accompanying metrics? If not, any plans on adding these?

Thanks,

- Bo

Hi Bo,

We are always looking to add exchanges, but we have to make a business case to do it. It can cost $10,000/mo to add a new one, so we need to have demand from customers. Please email me with your name and requested exchanges and we'll add them to our list.

Once we have the stocks data we will of course calculate and provide the metrics.

When we add a new exchange it will likely be available for Kinetick users as well.

Robert

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  #128 (permalink)
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Hi Bob,

I'm unable to display some of Iqfeed's market stats such as JT6T.Z and JT8T.Z using Ninjatrader. Others such as JT1T.Z and JTNT.Z are working fine. I looked around for a solution and found this link:

https://ninjatrader.com/support/forum...d.php?p=170847

Unfortunately the settings suggested here did not work for me, so I'm wondering if there's an alternative approach. I'm also not sure if it's a Ninjatrader or Iqfeed issue, so I went ahead and posted a comparable help request here:

Displaying IQFeed Market Stats (JT6T.Z and JT8T.Z) - NinjaTrader Support Forum

In Ninjatrader, when I click File>New>Chart and select the new instrument I created (e.g. JT6T.Z and JT8T.Z), I'm presented with a blank chart, no error message.

Any suggestions on what to do next?

Many thanks,

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  #129 (permalink)
Omaha NE
 
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bluecrow View Post
Hi Bob,

I'm unable to display some of Iqfeed's market stats such as JT6T.Z and JT8T.Z using Ninjatrader. Others such as JT1T.Z and JTNT.Z are working fine. I looked around for a solution and found this link:

https://ninjatrader.com/support/forum...d.php?p=170847

Unfortunately the settings suggested here did not work for me, so I'm wondering if there's an alternative approach. I'm also not sure if it's a Ninjatrader or Iqfeed issue, so I went ahead and posted a comparable help request here:

Displaying IQFeed Market Stats (JT6T.Z and JT8T.Z) - NinjaTrader Support Forum

In Ninjatrader, when I click File>New>Chart and select the new instrument I created (e.g. JT6T.Z and JT8T.Z), I'm presented with a blank chart, no error message.

Any suggestions on what to do next?

Many thanks,

Hi bluecrow,

I can forward your question and screenshots to IQFeed Support and act as an intermediary, but it would be more efficient if you will email support@iqfeed.net right now. Curtis is working support until midnight and he's very familiar with NT. You should have a reply within the hour and hopefully resolution soon after.

Robert

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  #130 (permalink)
Dallas, TX, USA
 
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Hey Robert,

I'm seeing a difference between what my charts say the overnight high for the September ES contract is, and what my DOM(s) say.

My charts (NT) show an overnight high of 1690.50, but my DOMs (both S5 and T4) show overnight highs of 1690.00.

Can you give me an idea why there would be a difference? Does it have something to do with the way the exchange is reporting the overnight high?

I'm asking here in case it helps to answer the same question for someone else. If I need to get in touch with support, just let me know.

Thanks,

-AT


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  #131 (permalink)
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AttitudeTrader View Post
Hey Robert,

I'm seeing a difference between what my charts say the overnight high for the September ES contract is, and what my DOM(s) say.

My charts (NT) show an overnight high of 1690.50, but my DOMs (both S5 and T4) show overnight highs of 1690.00.

Can you give me an idea why there would be a difference? Does it have something to do with the way the exchange is reporting the overnight high?

I'm asking here in case it helps to answer the same question for someone else. If I need to get in touch with support, just let me know.

Thanks,

-AT

Hi AT,

If you'll provide your IQFeed Username, I'll be able to investigate.

Thanks.

Robert

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AttitudeTrader View Post
Hey Robert,

I'm seeing a difference between what my charts say the overnight high for the September ES contract is, and what my DOM(s) say.

My charts (NT) show an overnight high of 1690.50, but my DOMs (both S5 and T4) show overnight highs of 1690.00.

@AttitudeTrader, the discrepancy is due to the fact that the current trading day's high is 90.00. But yesterday's post-settlement high is 90.50. You probably have your NT session set up to show post-4:30ET as the new day, but the new day does not start until 6:00pm. So, this is the reason. Nothing to do with IQFeed.

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  #133 (permalink)
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AttitudeTrader View Post
Hey Robert,

I'm seeing a difference between what my charts say the overnight high for the September ES contract is, and what my DOM(s) say.

My charts (NT) show an overnight high of 1690.50, but my DOMs (both S5 and T4) show overnight highs of 1690.00.

Can you give me an idea why there would be a difference? Does it have something to do with the way the exchange is reporting the overnight high?

I'm asking here in case it helps to answer the same question for someone else. If I need to get in touch with support, just let me know.

Thanks,

-AT

This is strange. We show 1690.00 for overnight high for Sept contract, like S5 and T4. I'm not sure why you're showing 1690.50. Please give Support a call or email and they'll try to get to the bottom of it. I'm curious what other NT customers using Kinetick or IQFeed show?

Robert

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  #134 (permalink)
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josh View Post
@AttitudeTrader, the discrepancy is due to the fact that the current trading day's high is 90.00. But yesterday's post-settlement high is 90.50. You probably have your NT session set up to show post-4:30ET as the new day, but the new day does not start until 6:00pm. So, this is the reason. Nothing to do with IQFeed.

Thanks Josh. I'd appreciate it if AT would confirm his session settings.

Robert

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  #135 (permalink)
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Robert Carrillo View Post
This is strange. We show 1690.00 for overnight high for Sept contract, like S5 and T4. I'm not sure why you're showing 1690.50. Please give Support a call or email and they'll try to get to the bottom of it. I'm curious what other NT customers using Kinetick or IQFeed show?

Robert

My S5 and Ninja are also showing 1690.50, since you asked.

Cheers!

ps Robert- I used 24/7 to check.

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  #136 (permalink)
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I'd appreciate it if any IQFeed/NT users showing overnight high of 1690.50 for @ESU13, and who have confirmed the session setting at 24/7, would contact Support at 800-779-7299, via Live Tech Support Chat at Welcome to DTN IQFeed! - Fast, Reliable, Affordable. Market Data and API's. or support@iqfeed.net.

We show overnight high of 1690.00, and we'd like to get it figured out.

Robert

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  #137 (permalink)
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Robert Carrillo View Post
Thanks Josh. I'd appreciate it if AT would confirm his session settings.

Robert

Hey @Robert Carrillo,

@josh is correct. The chart I attached before is for the NT "ETH2" session, which starts at 3:30pm CT and goes through 3:15pm CT. It's essentially 24/7, but uses the "old" closing time.

When I applied the "ETH" session (5:00pm CT through 4:15pm CT) it shows the high occurring during yesterday's session (but just barely!).

I just checked the CMEGroup site and it shows 1690.50 as the high for yesterday's session.

I use the 3:15 CT close as an important level (and therefore consider it the end of the day) as opposed to the 4:15pm CT close. I'll have to be more cognizant of when that overnight high is occurring.

I appreciate you checking into this, and the input from others here to help me understand what was going on.

-AT

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  #138 (permalink)
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AttitudeTrader View Post
Hey @Robert Carrillo,

@josh is correct. The chart I attached before is for the NT "ETH2" session, which starts at 3:30pm CT and goes through 3:15pm CT. It's essentially 24/7, but uses the "old" RTH hours.

When I applied the "ETH" session (5:00pm CT through 4:15pm CT) it shows the high occurring during yesterday's session (but just barely!).

I just checked the CMEGroup site and it shows 1690.50 as the high for yesterday's session.

I use the 3:15 CT close as an important level (and therefore consider it the end of the day) as opposed to the 4:15pm CT close. I'll have to be more cognizant of when that overnight high is occurring.

I appreciate you checking into this, and the input from others here to help me understand what was going on.

-AT

So it sounds like an issue with data going to the DOM. I only checked my charts on S5 and Ninja- since I don't trade ES I didn't bother to check what my ES DOM would say.

Cheers!

Edit- checked the DOM's on both (Jigsaw DOM on Ninja) just to be thorough and yes, both show the incorrect 1690.00

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lifeguardsteve88 View Post
Edit- checked the DOM's on both (Jigsaw DOM on Ninja) just to be thorough and yes, both show the incorrect 1690.00

@lifeguardsteve88, the point was that 90.00 is the correct high for ESU for trading date Thursday 9/12. The trading day begins at 18:00 ET, and ends at 17:15ET. Wednesday's session made a new high around 17:08, at 90.50. So it made the high between the settlement and the close of trade, but it was still the high for Wednesday. Your 90.00 shown as the high for Thursday is correct, because this was the highest price to trade for the Thursday trade day, which began Wednesday at 18:00.

Nothing is incorrect here, it's just that AT saw the high of 90.50 and thought it was for Thursday's trade date, when in fact it was for Wednesday's trade date, after the settlement. As you can see here:


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  #140 (permalink)
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josh View Post
@lifeguardsteve88, the point was that 90.00 is the correct high for ESU for trading date Thursday 9/12. The trading day begins at 18:00 ET, and ends at 17:15ET. Wednesday's session made a new high around 17:08, at 90.50. So it made the high between the settlement and the close of trade, but it was still the high for Wednesday. Your 90.00 shown as the high for Thursday is correct, because this was the highest price to trade for the Thursday trade day, which began Wednesday at 18:00.

Nothing is incorrect here, it's just that AT saw the high of 90.50 and thought it was for Thursday's trade date, when in fact it was for Wednesday's trade date, after the settlement. As you can see here:


Ok, understood. I just said it was incorrect because AT said he checked the CME and that it had 90.50 for Thursday's high, that's all. But I should have noticed on the chart that the 90.50 was hit before close of trade Wednesday, thanks.

Cheers!

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  #141 (permalink)
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Robert Carrillo View Post
Hi bluecrow,

I can forward your question and screenshots to IQFeed Support and act as an intermediary, but it would be more efficient if you will email support@iqfeed.net right now. Curtis is working support until midnight and he's very familiar with NT. You should have a reply within the hour and hopefully resolution soon after.

Robert

Hi @bluecrow,

Wondering if you contacted Support about this and the results of the visit.

Thanks.

Robert

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  #142 (permalink)
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Robert - What's the point of your On-Line chat function on the IQ Web site? EVERY TIME I go online to get a question answered as to erroneous IQ data, I wait for a few mins, then get some automated message telling me to email the question.

Not only is this frustrating, but it's wasting my time. If e-mail is your policy, then just tell people to email, not hang round waiting for someone to answer.

You should disable this pointless feature.

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  #143 (permalink)
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TheDude View Post
Robert - What's the point of your On-Line chat function on the IQ Web site? EVERY TIME I go online to get a question answered as to erroneous IQ data, I wait for a few mins, then get some automated message telling me to email the question.

Not only is this frustrating, but it's wasting my time. If e-mail is your policy, then just tell people to email, not hang round waiting for someone to answer.

You should disable this pointless feature.

Hi TheDude,

The email option is sort of like an answering machine. If all operators are on other chats and not able to accept the chat it will give this option to send an email. It is not uncommon for a support rep to have multiple chats going simultaneously, and the email option is provided only when another chat would be at the expense of quality.

Robert

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Robert Carrillo View Post
Hi TheDude,

The email option is sort of like an answering machine. If all operators are on other chats and not able to accept the chat it will give this option to send an email. It is not uncommon for a support rep to have multiple chats going simultaneously, and the email option is provided only when another chat would be at the expense of quality.

Robert

Most people would politely drop you an email or PM you to address such a concern. Your team at DTN has been super fast in responding to our customers who use DTN.

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  #145 (permalink)
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Robert Carrillo View Post
Hi @bluecrow,

Wondering if you contacted Support about this and the results of the visit.

Thanks.

Robert

The issue is resolved. It had nothing to do with IQfeed nor Ninjatrader. It was actually my internet connection at the time I was adding the data to my system!

THANKS so much for your help!

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  #146 (permalink)
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Probably a dumb question but...

Is there a symbol for pit session only for the ES, NQ, YM and so forth... (?)
I want to be able to download daily data based on the pit session only directly from your servers.

Regards


By the way, you really should update your symbol page because I'm always lost in there when searching for a symbol

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arnie View Post
Probably a dumb question but...

Is there a symbol for pit session only for the ES, NQ, YM and so forth... (?)
I want to be able to download daily data based on the pit session only directly from your servers.

Regards


By the way, you really should update your symbol page because I'm always lost in there when searching for a symbol

Hi arnie,

There is no symbol specifier for minis traded during certain times of the day. The only option I'm aware of is to set session hours in your software to match the pit. Developers can query those symbols for specific hours as well, but using the normal symbol formats. Let me know if I'm not understanding your question.

Comment on symbol page noted and appreciated.


Thanks.

Robert

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  #148 (permalink)
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Hi Robert:

I've noticed that the time stamps on my datafeed do not match my PC clock - off by a 5-7 seconds. I was wondering what time servers IQfeed uses to synchronize time? For example, I use the following servers to ensure my PC clock is synced with:

server us.ntp.f-box.org
server ntp-badger.dyndns.info
server time.slackadelic.com
server clock01.chil01.burst.net
server clock02.chil01.burst.net
server c.time.steadfast.net
server ntp2.jentfoo.com

How I do this is explained here.

If I know what time servers you use, I should be able to sync my PC clock with your datafeed time stamps (right?)

Thanks!
Joe

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  #149 (permalink)
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bluecrow View Post
Hi Robert:

I've noticed that the time stamps on my datafeed do not match my PC clock - off by a 5-7 seconds. I was wondering what time servers IQfeed uses to synchronize time? For example, I use the following servers to ensure my PC clock is synced with:

server us.ntp.f-box.org
server ntp-badger.dyndns.info
server time.slackadelic.com
server clock01.chil01.burst.net
server clock02.chil01.burst.net
server c.time.steadfast.net
server ntp2.jentfoo.com

How I do this is explained here.

If I know what time servers you use, I should be able to sync my PC clock with your datafeed time stamps (right?)

Thanks!
Joe

Hi Joe,

Are you referring to your trade time stamps? Those are exchange time stamps, not ours.

Thanks.

Robert

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  #150 (permalink)
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You can use this link National Institute of Standards and Technology Page Not Found as a reference for what we use as server time. However, due to the shutdown, the site is down.

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  #151 (permalink)
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The Toolbar Clock brought the delay to my attention ...



.. and the code compares exchange time with my PC clock.

Thanks for the link to NIST, I've added their time servers to my sync list.



Robert Carrillo View Post
You can use this link National Institute of Standards and Technology Page Not Found as a reference for what we use as server time. However, due to the shutdown, the site is down.


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  #152 (permalink)
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@Robert Carrillo, the Sierra Chart engineering team has just posted this:

The Millisecond Time Stamping Myth - Support Board - Sierra Chart

They contend that the CME does not provide sub-second trade timestamps. Someone mentions that IQFeed provides it, and then SC says:


SC
What we believe that data providers like IQ Feed are doing is they are using the sending time of the FIX message which contains multiple trades and that serves as the timestamp.

What we are trying to point out, is that is not the true execution time of the trade. So if there is a reliance upon this, then it's not accurate.

We have the direct market access ourselves. And what we see is there is no millisecond timestamp. other than for the sending time of an FIX message which contains trades.

Can you set the record straight on this please, one way or the other? Thanks!

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  #153 (permalink)
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Hi @Robert Carrillo

How more hard can this be?
I'm trying to find a NYSE symbol that can give me the NYSE total volume in realtime and when I've searched on your symbol list I found these 6 symbols, all reporting volume for NYSE.

My question is, which one, if any, can give the total volume in realtime?
And by the way, what's the difference between them?

DINT.Z NYSE ISSUES $ VOL TOTAL
VINT.Z NYSE ISSUES VOLUME TOTAL
JVNT.Z NYSE NET VOLUME
DIAN.Z NYSE_MKT ISSUES $ VOL NET
DIAT.Z NYSE_MKT ISSUES $ VOL TOTAL
VIAT.Z NYSE_MKT ISSUES VOLUME TOTAL

Regards.

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arnie View Post
Hi @Robert Carrillo

How more hard can this be?
I'm trying to find a NYSE symbol that can give me the NYSE total volume in realtime and when I've searched on your symbol list I found these 6 symbols, all reporting volume for NYSE.

My question is, which one, if any, can give the total volume in realtime?
And by the way, what's the difference between them?

DINT.Z NYSE ISSUES $ VOL TOTAL
VINT.Z NYSE ISSUES VOLUME TOTAL
JVNT.Z NYSE NET VOLUME
DIAN.Z NYSE_MKT ISSUES $ VOL NET
DIAT.Z NYSE_MKT ISSUES $ VOL TOTAL
VIAT.Z NYSE_MKT ISSUES VOLUME TOTAL

Regards.

Hi arnie,

NYSE_MKT is new name for AMEX. VINT.Z is total shares and DINT.Z is total $. Net Volume is advancing shares minus declining.

Thanks.

Robert

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Hi arnie,

NYSE_MKT is new name for AMEX. VINT.Z is total shares and DINT.Z is total $. Net Volume is advancing shares minus declining.

Thanks.

Robert

I was looking for something similar to what we have on the NYSE page but the differences are quite big


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arnie View Post
I was looking for something similar to what we have on the NYSE page but the differences are quite big


NYA.X for the NYSE Composite.

Robert

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  #157 (permalink)
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josh View Post
@Robert Carrillo, the Sierra Chart engineering team has just posted this:

The Millisecond Time Stamping Myth - Support Board - Sierra Chart

They contend that the CME does not provide sub-second trade timestamps. Someone mentions that IQFeed provides it, and then SC says:



Can you set the record straight on this please, one way or the other? Thanks!

Thanks josh,

I wanted to be sure we had the facts straight before replying to this post.

After visiting with the exchange, we confirmed that the millisecond timestamp provided by the exchange in their feed is when the message was sent/encoded. IQFeed isn't “creating” any timestamps. We have always said we provide the exchange provided timestamps, and that is what we are doing.

Robert

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  #158 (permalink)
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Robert Carrillo View Post
Thanks josh,

I wanted to be sure we had the facts straight before replying to this post.

After visiting with the exchange, we confirmed that the millisecond timestamp provided by the exchange in their feed is when the message was sent/encoded. IQFeed isn't “creating” any timestamps. We have always said we provide the exchange provided timestamps, and that is what we are doing.

Robert

Robert, thank you very much for first getting the correct information. I am only trying to get accurate details on this, and just to be clear, I am in no way trying to create any friction between IQ and SC--I only want to know the facts and understand the details. If it's okay with you, I'd like to copy what you said here and post to their forum in the originally referenced thread so they can read what you wrote, and then perhaps they can respond and clarify their meaning, or change it, if that may be the case.

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josh View Post
Robert, thank you very much for first getting the correct information. I am only trying to get accurate details on this, and just to be clear, I am in no way trying to create any friction between IQ and SC--I only want to know the facts and understand the details. If it's okay with you, I'd like to copy what you said here and post to their forum in the originally referenced thread so they can read what you wrote, and then perhaps they can respond and clarify their meaning, or change it, if that may be the case.

That's fine josh. Thanks again.

Robert

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  #160 (permalink)
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How can I get iqfeeds market stats into ninjatrader as a chart when there is no exchange listed because it is data calculated by iqfeed and not an exchange?

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augustco View Post
How can I get iqfeeds market stats into ninjatrader as a chart when there is no exchange listed because it is data calculated by iqfeed and not an exchange?

Hi augustco,

IQFeed Support is very familiar with NT symbol manager and can walk you through the process. Call 800-779-7299 or Live Support Chat at Welcome to DTN IQFeed! - Fast, Reliable, Affordable. Market Data and API's. until 6:00pm CST or email 24 hrs/day M-F at support@iqfeed.net.

Robert

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  #162 (permalink)
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Just wanted to take a minute to say "THANKS!" to IQFeed's Robert Carrillo, Jay Froscheiser and IQFeed Dev Support Tim Walter.

A couple of weeks ago I decided to replace my retail trading platform with my own "platform" that I would build from scratch using R. Everything has gone exceedingly well, and the IQFeed API has made the process very smooth.

I wrote a blurb on what I am doing here:



And you can also find info in the main MySQL tick db thread.

Mike

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I wanted to do the same.

Thanks for all your help and support this year @Robert Carrillo !

-AT

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  #164 (permalink)
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Want to make everybody aware of the DTN IQFeed YouTube channel. There are currently 14 videos with subjects ranging from using IQFeed Diagnostics, to using IQFeed streaming news client, to setting up IQFeed in various software (more to come).

DTN IQFeed - YouTube

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I usually have praise for IQFeed, but there is one problem I ran into with your API. You don't provide an adjusted price that accounts for splits and dividends, nor do you supply the necessary data for me to adjust it on my side.

So I have to go externally for this data, such as Yahoo. In R there is the package quantmod which supports retrieving dividends and splits from Yahoo using the getDividends() and getSplits() functions, hopefully it helps someone else who runs into this issue.

Using that approach, I am able to store the dividend and split dates in my database.

 
Code
> quantmod:::getSplits("AAPL")
           AAPL.spl
1987-06-16      0.5
2000-06-21      0.5
2005-02-28      0.5
 
Code
> quantmod:::getDividends("AAPL")
             [,1]
1987-05-11 0.0150
1987-08-10 0.0150
1987-11-17 0.0200
1988-02-12 0.0200
1988-05-16 0.0200
1988-08-15 0.0200
1988-11-21 0.0250
1989-02-17 0.0250
1989-05-22 0.0250
1989-08-21 0.0250
1989-11-17 0.0275
1990-02-16 0.0275
1990-05-21 0.0275
1990-08-20 0.0275
1990-11-16 0.0300
1991-02-15 0.0300
1991-05-20 0.0300
1991-08-19 0.0300
1991-11-18 0.0300
1992-02-14 0.0300
1992-06-01 0.0300
1992-08-17 0.0300
1992-11-30 0.0300
1993-02-12 0.0300
1993-05-28 0.0300
1993-08-16 0.0300
1993-11-19 0.0300
1994-02-07 0.0300
1994-05-27 0.0300
1994-08-15 0.0300
1994-11-18 0.0300
1995-02-13 0.0300
1995-05-26 0.0300
1995-08-16 0.0300
1995-11-21 0.0300
2012-08-09 2.6500
2012-11-07 2.6500
2013-02-07 2.6500
2013-05-09 3.0500
2013-08-08 3.0500
2013-11-06 3.0500
I hope that you will consider adding this to IQFeed to make it more seamless.

Mike

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Big Mike View Post
I usually have praise for IQFeed, but there is one problem I ran into with your API. You don't provide an adjusted price that accounts for splits and dividends, nor do you supply the necessary data for me to adjust it on my side.

So I have to go externally for this data, such as Yahoo. In R there is the package quantmod which supports retrieving dividends and splits from Yahoo using the getDividends() and getSplits() functions, hopefully it helps someone else who runs into this issue.

Using that approach, I am able to store the dividend and split dates in my database.

I hope that you will consider adding this to IQFeed to make it more seamless.

Mike

Thanks for your comment Mike. I forwarded your request.

Robert

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  #167 (permalink)
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Hello Robert,

There is a lot of fuss going on now about the CME fees and it got me thinking.

Currently you , like most of your customers and re-branders, are focused on US markets. There are some traders that focus on markets other than those main ones and that that love your service but end up paying over the top because the international markets come as an exceptional bundle on top of your basic service.

Do you see a way to say offer something like a "Eurex" only package or even something specific to one exchange only ?

We are discussing this over here too , but I thought I would bring the water to the well.

I am speaking here of a pure data feed service and nothing bundled to a broker or any of that stuff.

regards

p

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podski View Post
Hello Robert,

There is a lot of fuss going on now about the CME fees and it got me thinking.

Currently you , like most of your customers and re-branders, are focused on US markets. There are some traders that focus on markets other than those main ones and that that love your service but end up paying over the top because the international markets come as an exceptional bundle on top of your basic service.

Do you see a way to say offer something like a "Eurex" only package or even something specific to one exchange only ?

We are discussing this over here too , but I thought I would bring the water to the well.

I am speaking here of a pure data feed service and nothing bundled to a broker or any of that stuff.

regards

p

Hi podski,

I've been watching that thread and thinking about your situation. It looks like you're currently using Kinetick for EUREX? Is that $50/mo for Basic + $25/mo for Intl Futures + EUREX exch fee?

Robert

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  • Market Depth
  • Kinetick Basic Service 1
  • Eurex Non Pro Exchange Fee 1
  • Eurex Level 2 Non Pro
  • RT Int'l Exchange Entitlement

Total $135.00 USD

Please believe me I'm not trying to save 5 of your American Dollars here ... just wondering if strategically for European or Asian focused customers you could get rid of some stuff ..

p

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podski View Post
  • Market Depth
  • Kinetick Basic Service 1
  • Eurex Non Pro Exchange Fee 1
  • Eurex Level 2 Non Pro
  • RT Int'l Exchange Entitlement

Total $135.00 USD

Please believe me I'm not trying to save 5 of your American Dollars here ... just wondering if strategically for European or Asian focused customers you could get rid of some stuff ..

p

Well, I will save you 17 American Dollars right off the bat. Contact Kinetick and tell them to cancel the EUREX Level 1 exchange. The 23 USD EUREX Level 2 feed includes Level 1, so you don't need both.

I like the idea of having a lower cost bundled feed with only EUREX, the challenge being that there must be a base service it can attach to. IQFeed Core Service/Kinetick Basic is a fat feed since it includes so much (real-time stocks, real time indexes/indicators, streaming news, delayed US and Intl futures, tons of historical data, etc). I don't know if we could eliminate enough of that from a bundled EUREX feed to make it desirable or cost effective, but it's worth giving some thought to.

Robert

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> 17 USD

That is just about as close to a riskless trade as I'm going to get ... I'll do that

> Eurex Bundle
Good to hear that you'll think about it !

p

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Hi Robert,

I would like to know if I can see volume for forex with IQFeed,

Thanks...

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Hi Robert,

I would like to know if I can see volume for forex with IQFeed,

Thanks...

Hi Dervakon,

Yes, our FOREX feed includes volume for streaming tick, but it is not stored for historical data.

Thanks.

Robert

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Hi Robert....posting in the AMA thread...... had further questions to where you mentioned having single feed is good enough to power multi apps on a single PC.

____From another thread----if you could clarify the below_____
Hi Robert.....that is amazing to know. Yes have a box which can handle multi apps. 1 feed powering 2 or more apps...wow !!

Question:- I am only looking for feeds on ES/YM/NQ n breadth/tick data from NYSE/S&P/Dow. I really dont care about anything else....since i can get that info from TS.

Would you be able to mention a price on a forum?...with and without broker waivers.

Ps: on a side note....do you happen to carry any data for Nifty50 from India. That is something i would also be interested in.

thnx
paps

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Hi @Robert Carrillo

On an email you guys sent, you said that IQFeed has now 180 days of tick data.
Since Multicharts only builds volume profiles based on tick data, I tested it and I'm afraid to say that I continue to have the standard 120 days.

I load, reload, deleted, downloaded, re-downloaded the data (@ES#C) and there's no way I get 180 days of tick data.

Is this already available or soon to be?

Regards.

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paps View Post
Hi Robert....posting in the AMA thread...... had further questions to where you mentioned having single feed is good enough to power multi apps on a single PC.

____From another thread----if you could clarify the below_____
Hi Robert.....that is amazing to know. Yes have a box which can handle multi apps. 1 feed powering 2 or more apps...wow !!

Question:- I am only looking for feeds on ES/YM/NQ n breadth/tick data from NYSE/S&P/Dow. I really dont care about anything else....since i can get that info from TS.

Would you be able to mention a price on a forum?...with and without broker waivers.

Ps: on a side note....do you happen to carry any data for Nifty50 from India. That is something i would also be interested in.

thnx
paps

Hi paps,

Pricing is $70/mo for IQFeed Core Service (provides real-time tick/breadth for NYSE/S&P/Dow and delayed futures), $20/mo surcharge for real-time US futures plus exchange fees. CBOT mini (YM) = $26/mo eff Jan 1, CME mini (ES, NQ ) = 46/mo eff Jan 1, so total without waivers = $162/mo; with waivers = $90/mo.

We provide real-time CNX Nifty Index futures on SGX, and both mini CNX Nifty and micro CNX Nifty are included with ES and NQ as part of CME mini.

Robert

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arnie View Post
Is this already available or soon to be?

I can tell you for sure it works from IQFeed API directly. Sounds like a MultiCharts problem.

Mike

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arnie View Post
Hi @Robert Carrillo

On an email you guys sent, you said that IQFeed has now 180 days of tick data.
Since Multicharts only builds volume profiles based on tick data, I tested it and I'm afraid to say that I continue to have the standard 120 days.

I load, reload, deleted, downloaded, re-downloaded the data (@ES#C) and there's no way I get 180 days of tick data.

Is this already available or soon to be?

Regards.

Hi arnie,

Best bet is to contact IQFeed Support, support@iqfeed.net (24 hrs/day, M-F) or Live Chat at Welcome to DTN IQFeed! - Fast, Reliable, Affordable. Market Data and API's. (6:30am-6:00pm CST M-F). They are much more familiar with MC than I am and I"m sure they'll be able to help you.

Robert

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Robert Carrillo View Post
Hi paps,

Pricing is $70/mo for IQFeed Core Service (provides real-time tick/breadth for NYSE/S&P/Dow and delayed futures), $20/mo surcharge for real-time US futures plus exchange fees. CBOT mini (YM) = $26/mo eff Jan 1, CME mini (ES, NQ ) = 46/mo eff Jan 1, so total without waivers = $162/mo; with waivers = $90/mo.

We provide real-time CNX Nifty Index futures on SGX, and both mini CNX Nifty and micro CNX Nifty are included with ES and NQ as part of CME mini.

Robert

Hi Robert.....thanks. Waivers is from the broker/CME end...right which i believe you already have on file for me.... but at the moment i dont have the feed active. Or do we need a waiver again when we restart the feed? The price is real attractive with the waivers...seems i was paying a bit more earlier....guess might have had few additional add ons.

CNX Nifty on SGX.....how does that work?....since will not be trading Nifty....can we just get a feed for analysis.? If so what might be the damages?

thnx
paps

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Hi Robert.....thanks. Waivers is from the broker/CME end...right which i believe you already have on file for me.... but at the moment i dont have the feed active. Or do we need a waiver again when we restart the feed? The price is real attractive with the waivers...seems i was paying a bit more earlier....guess might have had few additional add ons.

CNX Nifty on SGX.....how does that work?....since will not be trading Nifty....can we just get a feed for analysis.? If so what might be the damages?

thnx
paps

paps,

When your feed is reactivated you will need to request waivers from your broker again. They are normally enabled within a few hours of request. If you wiill PM me your email address I can find your old subscription and know exactly what it will take to get you started again.

Delayed (15 min?) CNX Nifty Index futures is included with IQFeed Core Service. Real-time is $25/mo surcharge for real-time Intl Futures plus SGX exchange fee of $48/mo.

Robert

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Hi Robert:

I just received the DTN notice regarding the fee increase for real-time NASDAQ and CBOE index data. This does not apply to all DTN provided market statistics - those listed under "Market Statistics" in your symbol lookup, right? So, for example, if I use PRND.Z (NASDAQ 100 Premium) in my trading (listed under market type "DTN" rather than NASDAQ), there is no need to opt-in as suggested in attached e-mail.

Many thanks and Happy Holidays!
Joe


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bluecrow View Post
Hi Robert:

I just received the DTN notice regarding the fee increase for real-time NASDAQ and CBOE index data. This does not apply to all DTN provided market statistics - those listed under "Market Statistics" in your symbol lookup, right? So, for example, if I use PRND.Z (NASDAQ 100 Premium) in my trading (listed under market type "DTN" rather than NASDAQ), there is no need to opt-in as suggested in attached e-mail.

Many thanks and Happy Holidays!
Joe

Hi Joe,

You are correct, this is not applicable to any market stats listed on "DTN" exchange.

The NASDAQ Indexes $5/mo fee applies only to the 6,569 symbols found here, which includes COMPX.X:

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



Robert

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Hi Robert,

I'm an existing IQFeed user already with the data feed waiver program. Today I got the following sloppy email:



Which "special offer" should I take to prevent my current data feed waiver program from ending? The 'Learn more' link just points to the IQFeed homepage, where I don't see any banner or link related to the newsletter.

I probably can discard the newsletter, but want to make sure since there was already a lot of confusion about the CME data feed pricing changes.

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Jura View Post
Which "special offer" should I take to prevent my current data feed waiver program from ending? The 'Learn more' link just points to the IQFeed homepage, where I don't see any banner or link related to the newsletter.

I probably can discard the newsletter, but want to make sure since there was already a lot of confusion about the CME data feed pricing changes.

Hi Jura,

Thanks for your feedback regarding the mailer. The top portion is intended for those without Globex exchange fee waivers, so you can disregard it. Nothing is required of you if you have waivers currently.

I will absolutely forward your comments regarding the piece and the links it contains.

Robert

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The top portion is intended for those without Globex exchange fee waivers, so you can disregard it. Nothing is required of you if you have waivers currently.

Thanks for your quick response Robert. Good to know I'm all set for another year of IQFeed usage.

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Robert Carrillo View Post
Hi Jura,

Thanks for your feedback regarding the mailer. The top portion is intended for those without Globex exchange fee waivers, so you can disregard it. Nothing is required of you if you have waivers currently.

I will absolutely forward your comments regarding the piece and the links it contains.

Robert

Hi Robert, I thought I had a conversation going on with you in private...could not find it...hence posting here. Feel free to reach out & we can talk.

I am mainly a Tradestation user & am mainly playing for swings in equities. I would however like to explore further analysis tools which I may be able to get hold off to understand if short term plays are good for me on index futures. For that to continue I am in the process of understanding what is there for a retail trader if able to afford costing of feed without additional development or instrumenting APIs.

I have no coding experience & do not wish to currently gather it. I would however be interested in gleaning on info which is available as samples with JTools. I hence would be interested in knowing if that can be turned on with any feed presently given by IQFeed so that I am aware and ready if it suits me.

thnx
s

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paps View Post
Hi Robert, I thought I had a conversation going on with you in private...could not find it...hence posting here. Feel free to reach out & we can talk.

I am mainly a Tradestation user & am mainly playing for swings in equities. I would however like to explore further analysis tools which I may be able to get hold off to understand if short term plays are good for me on index futures. For that to continue I am in the process of understanding what is there for a retail trader if able to afford costing of feed without additional development or instrumenting APIs.

I have no coding experience & do not wish to currently gather it. I would however be interested in gleaning on info which is available as samples with JTools. I hence would be interested in knowing if that can be turned on with any feed presently given by IQFeed so that I am aware and ready if it suits me.

thnx
s

Hi paps,

JTools are written by Nanex s/w engineer Jeffrey Donovan and offered for NxCore developers. DTN is the sales agent for NxCore:

Nanex - JTools

Are you wondering if it's possible for JTools to be used directly in a 3rd party software such as Tradestation?

Thanks.

Robert

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Hi paps,

JTools are written by Nanex s/w engineer Jeffrey Donovan and offered for NxCore developers. DTN is the sales agent for NxCore:

Nanex - JTools

Are you wondering if it's possible for JTools to be used directly in a 3rd party software such as Tradestation?

Thanks.

Robert

Hi Robert, what I was wondering is if it is possible to use something similar to JTools or JTools itself with an IQFeed that you might be aware of.

thnx

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  #189 (permalink)
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paps View Post
Hi Robert, what I was wondering is if it is possible to use something similar to JTools or JTools itself with an IQFeed that you might be aware of.

thnx

Hi paps,

It's an interesting notion. JTools and similar apps are not available for IQFeed API that I'm aware of. Because being able to use apps such as those is a function of the display software, it would necessary be develop JTools type apps for each individual software using the IQFeed API. In a way it is similar to the many apps written by futures.io (formerly BMT) members specifically for NT. Those are compatible with IQFeed because NT is.

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  #190 (permalink)
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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.

Cheers...eric
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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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@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)
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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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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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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)
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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

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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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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)
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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

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  #200 (permalink)
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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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