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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)

  #151 (permalink)
Elite Member
Boston, MA
 
Futures Experience: Intermediate
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The Toolbar Clock brought the delay to my attention ...

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.. 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)
in a meditative state...
Portugal
 
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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.

If I become half a percent smarter each year, I'll be a genius by the time I die
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  #154 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE
 
Futures Experience: Intermediate
Platform: IQFeed compatible
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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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  #155 (permalink)
in a meditative state...
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Robert Carrillo View Post
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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If I become half a percent smarter each year, I'll be a genius by the time I die
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  #156 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE
 
Futures Experience: Intermediate
Platform: IQFeed compatible
Favorite Futures: ES
 
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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

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NYA.X for the NYSE Composite.

Robert

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  #157 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE
 
Futures Experience: Intermediate
Platform: IQFeed compatible
Favorite Futures: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
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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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Georgia, US
 
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josh's Avatar
 
Posts: 4,898 since Jan 2011
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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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  #159 (permalink)
 Vendor: www.iqfeed.net 
Omaha NE
 
Futures Experience: Intermediate
Platform: IQFeed compatible
Favorite Futures: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
Thanks: 234 given, 374 received


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)
Elite Member
wisconsin
 
Futures Experience: Intermediate
Platform: ninjatrader
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market stats


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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