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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)

  #131 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
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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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  #132 (permalink)
 
josh's Avatar
 josh 
Georgia, US
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Experience: None
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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)
 
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



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)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
Posts: 271 since Jun 2012
Thanks Given: 234
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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)
 
lifeguardsteve88's Avatar
 lifeguardsteve88 
Pompano Beach, Florida, USA
 
Experience: Beginner
Platform: S5 Trader, Ninja Trader
Broker: Stage5/ IQfeed
Trading: M6E, M6A, 6E, 6A, ES
Posts: 159 since Jun 2013
Thanks Given: 272
Thanks Received: 116


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)
 
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

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 [email protected].

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

Robert

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  #137 (permalink)
 
AttitudeTrader's Avatar
 AttitudeTrader 
Dallas, TX, USA
 
Experience: Intermediate
Platform: NinjaTrader, T4
Broker: IQFeed
Trading: 6E
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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)
 
lifeguardsteve88's Avatar
 lifeguardsteve88 
Pompano Beach, Florida, USA
 
Experience: Beginner
Platform: S5 Trader, Ninja Trader
Broker: Stage5/ IQfeed
Trading: M6E, M6A, 6E, 6A, ES
Posts: 159 since Jun 2013
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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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  #139 (permalink)
 
josh's Avatar
 josh 
Georgia, US
Legendary Market Wizard
 
Experience: None
Platform: SC
Broker: Denali+Rithmic
Trading: ES, NQ, YM
Posts: 6,216 since Jan 2011
Thanks Given: 6,752
Thanks Received: 18,136


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)
 
lifeguardsteve88's Avatar
 lifeguardsteve88 
Pompano Beach, Florida, USA
 
Experience: Beginner
Platform: S5 Trader, Ninja Trader
Broker: Stage5/ IQfeed
Trading: M6E, M6A, 6E, 6A, ES
Posts: 159 since Jun 2013
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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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