arnie 

Hi @Robert Carrillo NYSE Composite (NYA.X) accordingly to NYSE site, yesterday (06/03) traded 2,383,202,000 shares. Can you tell me if IQFeed's VINT.Z (NYSE ISSUES VOLUME TOTAL) symbol is the equivalent of the NYA volume? For yesterday, VINT.Z shows a volume of 445,520. If VINT.Z is not the NYA equivalent volume, can you tell me which symbol is? Regards.

Hi arnie,

Sorry for the delay in replying, I've been out of pocket.

I think what you're looking for is VI7T.Z (NYA COMPOSITE ISSUES VOLUME TOTAL). It is in 1000's, so add 3 zeroes.

Thanks.

Robert

Hi Robert,

This is not the place for support really but is IQFeed getting reliable data from EUREX today ?

Attached the volume info for the FDAX ?

Whole minutes missing ..

p

podski 

Hi Robert, This is not the place for support really but is IQFeed getting reliable data from EUREX today ? Attached the volume info for the FDAX ? Whole minutes missing .. p

Hi podski,

Thanks for the heads up, we are investigating and will advise ASAP.

Robert

Robert Carrillo 

Hi podski, Thanks for the heads up, we are investigating and will advise ASAP. Robert

Is it possible that maybe you could list possible causes for loss of data so that we may better understand how these things happen. I have a similar thing happening with my Kinetick feed for the ES 06-14 contract daily volume. When I called I verified that it was not my machine as my Kinetick technical support rep had the exact same number for Daily Volume as I did. The problem is that this was off considerably from the CME provided numbers which closely matched TD Ameritrade volume. (Didn't do a screen capture of TD Ameritrade volume as I thought Kinetick numbers were better until yesterday.)
Screen capture is from today 6/11/2014


Thank you so much for the help.

@Robert Carrillo, on a related note, for @ES#C I am showing 874K total today, and CME shows over 1M. Rollover is tomorrow so don't know if it's related, but it's not right I think.

Hi guys,

Please welcome @IQFeed James to the site. James will be taking over for Robert for the futures.io (formerly BMT) members with questions or that need help.

Feel free to ask James questions in this thread, or to send him a private message.

Mike

Big Mike 

Hi guys, Please welcome @IQFeed James to the site. James will be taking over for Robert for the futures.io (formerly BMT) members with questions or that need help. Feel free to ask James questions in this thread, or to send him a private message. Mike

Thanks Mike for the intro! Nice to meet everyone! I look forward to helping out all the futures.io (formerly BMT) members with their data needs/questions and getting to know the futures.io (formerly BMT) community.

James

Thank you for the posts on futures.io (formerly BMT). I see a few volume questions on this thread. If there are specific questions we would be happy to help address these.
Feel free to contact us at [email protected] or 800.779.7299; 402.255.8787 and our customer service teams will help you.
IQFeed provides trade volume and cumulative volume updates with each trade message. The CME website referenced provides volume 10 min delayed but includes option volume for the contract as well. There could be a discrepancy in a comparison versus realtime data or delayed if the volume is for the futures.
The breakout of options vs futures is also available on cmegroup.com for daily volume.
I posted a picture of IQFeed daily volume using DTNiq Time and Sales versus the website voume and yesterday's volume if you wanted to review.
Please feel free to contact us for support if you need it.
Thank you
Mike
DTN IQFeed

@DTN IQFeed / @IQFeed James, you have the VRCT.Z symbol, which is the CBOE total put/call ratio. You also have a VRET.Z, which is equity p/c but it includes indexes. You do not seem to have equity only P/C ratio, which is really the one that most people would need. Am I right or do you offer it? Unfortunately it cannot be computed using the two you offer. The data is right here on CBOE, which is why I'm surprised you don't have it (under "Current," it is the third item):

CBOE - Put/Call Ratios

Mention @IQFeed James

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