IQ Feed (DTN) - Errors in DataFeed ?

Quote from FredBloggs:

no not me, although i did think there were a few 'surges' today but have no proof. what markets were you looking at?
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The ES was the only one that went bannanas... and then was behind and then bananas again...

confusing...

thanks...

cj...
 
I have 5 real-time subscriptions to dtn feeds and can absolutely 100% confirm HUGE spikes and bad data on occasion as of the last 2-3 months. When I brought up the problem with their tech dept, they say that their feed is direct from the exchange and they do not filter for bad data/spikes.
The bad data usually, for some reason seems to occur when the market is really making a big move making me many times almost suspect that somebody is doing it on purpose.

What I've sometimes had to do was log off and log back in again. That kind of worked today.

Quote from EdgeHunter:

I am getting delays in updates to my RTime feed and whacky quotes with huge spikes...

anybody else...

:confused:
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Quote from risktaker:

I have 5 real-time subscriptions to dtn feeds and can absolutely 100% confirm HUGE spikes and bad data on occasion as of the last 2-3 months. When I brought up the problem with their tech dept, they say that their feed is direct from the exchange and they do not filter for bad data/spikes.
The bad data usually, for some reason seems to occur when the market is really making a big move making me many times almost suspect that somebody is doing it on purpose.

What I've sometimes had to do was log off and log back in again. That kind of worked today.
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thanks for posting...

the whacked data for me happend today when we made the move off of the low... and continued for about 10 minutes then corrected itself...

cj
 
A lot of vendors will "filter spikes" but that does not reflect the real market. You will get spikes when the market is thin and stops got hit like at last weeks open in the NQ / ES.

Cannot get away from the impression that these moves are made deliberately ("running stops with overshoot") but that Joe Bloggs down the street is not allow to know this, only the poor sucker who got hit...

The more jittery the market becomes, the more illiquid the market will be during the after hours trading and the more spikes we will see during those times. Just a sign of the times.

I personally prefer to have the whole of the data, not some sanitized stuff which does not tell the whole story.

I cannot for one moment imagine the exchanges making up these trades, I firmly believe these quotes do represent real trades.
(if they were wrong then they would be all over the place with magnitude errors which they ain't)

Maria
 
We're talking about $80 stocks showing $0 as last trade or a last trade of $42.99 reported as $429.90 or $4299.00 Or a $5.00 stock with a last trade of $50.00, etc., etc.

Not only the above crap but dozens of stocks ALL doing the same whacky things for 2-3 minutes just as the market is about to dive or fly.

Sure gives me the impression somebody wants to F&ck up my quotes and prevent me from acting in a timely fashion.

Just wish there was a way to confirm it.

The other weird thing is these issues with DTN were virtually nonexistent until 1-2 mos. ago. Last few weeks have been horrendous.

I might just have to switch to a vendor that *does* filter their quotes simply to avoid the above garbage. It's too bad because I really liked the reliability of dtn the last few years.

Quote from bali_survivor:

A lot of vendors will "filter spikes" but that does not reflect the real market. You will get spikes when the market is thin and stops got hit like at last weeks open in the NQ / ES.

Cannot get away from the impression that these moves are made deliberately ("running stops with overshoot") but that Joe Bloggs down the street is not allow to know this, only the poor sucker who got hit...

The more jittery the market becomes, the more illiquid the market will be during the after hours trading and the more spikes we will see during those times. Just a sign of the times.

I personally prefer to have the whole of the data, not some sanitized stuff which does not tell the whole story.

I cannot for one moment imagine the exchanges making up these trades, I firmly believe these quotes do represent real trades.
(if they were wrong then they would be all over the place with magnitude errors which they ain't)

Maria
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lol. i dont care. with or without spikes and surges, im not going back to e-signal if you paid me!


cqg will be the next stop, but i know plenty of people who say dtn is just as good as cqg.
 
It's impossible to provide a quality feed for $50/month...
Or all those Pro Traders paying $300,$500, $1500 and up for Enterprise Level feeds are fools.

You get what you pay for...
And discount vendors will just lie to you if there is a problem.

There is no "bad data" coming from the NYSE...
It's members/shareholders or the SEC... would never tolerate it.

I have an Thomson/ILX quote terminal...
And have never seen a "wacky quote" in 10 years.
 
I have noticed over the past month that the RT feed is somewhat delayed on occasion. The real price of the stock will be 10 ticks lower, yet the last print on the charts are still 10 ticks higher. Sometimes for over a minute.
 
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