IQ Feed (DTN) - Errors in DataFeed ?

Quote from iqfeed:



We will continue to try to track down what could be causing any of these problems.

Jay Froscheiser
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Not true, after discussing with you the issue of data errors like the vWap quotes amongts others i gave up on your vWap quotes 4 weeks ago... as in i quit using them...

same tactic a lot of businesses use discuss, do nothing and client runs out of patience...

Worse today there were multiple wrong quotes in the last price field in many of the stocks in the sp500... all day long and yesterday too...

I was on server 148 today whether i like it or not and the data on server 156 is usually better... from what i have seen in the past but have no control of going to that server...

just love giving you my money each month for bad data...

AFAIK you get your data via secondary distribution from REUTERS... so they don't filter the data either for bad ticks...???
 
Quote from EdgeHunter:

AFAIK you get your data via secondary distribution from REUTERS... so they don't filter the data either for bad ticks...???
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The only data we get from Reuters is some of our International futures data. All US Futures and Equities is direct from the exchanges.
 
Hmmm.

Interesting that you're getting this bad data at the same time I am, it looks like. What program are you using their data on if I may ask? Any DDE functions thru Excel?


Quote from EdgeHunter:

Worse today there were multiple wrong quotes in the last price field in many of the stocks in the sp500... all day long and yesterday too...
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I use several data feeds....

IQ has had issues for the last two days...

I have been so used to having no issues....this has come as a surprise....

Nice to have more than one data feed....as many good vendors will have their days....
 
Quote from risktaker:

Hmmm.

Interesting that you're getting this bad data at the same time I am, it looks like. What program are you using their data on if I may ask? Any DDE functions thru Excel?
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Exactly,

i am using a RTD (enhanced DDE feed) and i just gave up yesterday AND today with the bad ticks - since I CHART THE SUM OF THE sp500 for Net Average Price, Advance Decline and Volume Difference and Fast Cash... and the bad data spikes, which i HAVE TO CLEAN out of my charting program when they come thru from DTN, were so numerous i just gave up...

:mad:
 
Interesting. I use the IQFeed data on spreadsheets as well. I actually have NO use for any dtn software at this time. I really only subscribe for the data and if that's unreliable then what hell?

Obviously it's not bad across the board but 2 out of 4 computers on their quotes were getting messed up data this week and I don't mean 1-2 symbols either. Probably a few dozen. What's the fix short of quitting then?

I can't go to esignal 'cause my programs aren't easily changeable to another vendor.

I wonder, though, what the cause might be since things were going great again these last few weeks for me. Rarely a bad tick and then this week baam! How do you explain this from dtn's position? Bad hardware, software, problems keeping up with current market conditions? What?




Quote from EdgeHunter:

Exactly,

i am using a RTD (enhanced DDE feed) and i just gave up yesterday AND today with the bad ticks - since I CHART THE SUM OF THE sp500 for Net Average Price, Advance Decline and Volume Difference and Fast Cash... and the bad data spikes, which i HAVE TO CLEAN out of my charting program when they come thru from DTN, were so numerous i just gave up...

:mad:
More...
 
Quote from EdgeHunter:

Exactly,

i am using a RTD (enhanced DDE feed) and i just gave up yesterday AND today with the bad ticks - since I CHART THE SUM OF THE sp500 for Net Average Price, Advance Decline and Volume Difference and Fast Cash... and the bad data spikes, which i HAVE TO CLEAN out of my charting program when they come thru from DTN, were so numerous i just gave up...

:mad:
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Edge,

It might be worth having a look at OpenTick. For the grand sum of $3 per month you can get real time streaming L1 feed for up to 1000 US stocks. There is an RTD feed though I havn't tried it.

I have tried the Java API. Retrieving historical data is very slow, but the streaming data seemed fine. I tried just the stocks of the NDX and I couldn't see any lag or errors as compared to IB.

My testing was fairly brief so I'm not unreservedly recommending it at this stage, but it might be worth a look at for a backup feed if integrating it is not too much work.
 
Quote from dcraig:

Edge,

It might be worth having a look at OpenTick. For the grand sum of $3 per month you can get real time streaming L1 feed for up to 1000 US stocks. There is an RTD feed though I havn't tried it.

I have tried the Java API. Retrieving historical data is very slow, but the streaming data seemed fine. I tried just the stocks of the NDX and I couldn't see any lag or errors as compared to IB.

My testing was fairly brief so I'm not unreservedly recommending it at this stage, but it might be worth a look at for a backup feed if integrating it is not too much work.
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Hi dC',

Yes, I had that thought wavering in my mind... we are building another app that is going to use OpenTick as the datafeed... but i was just a little concerned about the quality of the OpenTick feed at this point to go with their RTD... so i appreciate your suggestion... its a very easy try...

i am also thinking about going to CQG or Redi thru prop... just color me road kill for now with the data i am getting...:(

cj...

HAVE STOP <img src="http://www.enflow.com/p.gif"> WILL TRADE
 
This same crap happened again yesterday (Fri, May 4th) between 9:35 and 9:50 est.

I don't know if dtn needs more/better/faster servers but their quotes don't seem to keep up on very, very active markets like yesterday morning. I kept getting lots of zeros or other ridiculous quotes like prices without the decimal point, etc, etc. which totally screw up my systems.




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:

This same crap happened again yesterday (Fri, May 4th) between 9:35 and 9:50 est.

I don't know if dtn needs more/better/faster servers but their quotes don't seem to keep up on very, very active markets like yesterday morning. I kept getting lots of zeros or other ridiculous quotes like prices without the decimal point, etc, etc. which totally screw up my systems.
More...



risktaker,

They have been making some server changes. Here is an e-mail I received from DTN IQFeed yesterday (Fri, May 4th). It may (or may not) be relevant to your problems. I have been a DTN IQFeed customer for the last couple of years and have nothing but good things to say about my experience with them. (BTW, I am not associated with DTN IQFeed in any way other than as a happy customer.)

Good luck. :)




Dear DTN IQFeed Subscriber:

DTN has released a new version of the IQFeed client software, version 4.2.1.4.
The new version
includes many bug fixes, as well as enhancements that prepare for the release of
new IQFeed servers.
In order for your IQFeed datafeed to continue working with the new servers, you
must upgrade to the
latest version as soon as possible. Failure to upgrade prior to the release of
our new servers will
cause problems with logging in and receiving accurate data.

Please visit
http://www.iqfeed.net/index.cfm?displayaction=support§ion=download to
download and
install IQFeed version 4.2.1.4. If you encounter any problems with the upgrade,
please contact IQFeed
customer support at support@iqfeed.net, via RT Chat from our website
http://www.iqfeed.net, or via
phone at 800-779-7299.

As soon as the majority of our customers have upgraded to the latest version of
IQFeed, we will be
releasing new server software which will add many enhancements such as second
resolution on timestamps,
pre and post stock market data in history and automatic tick correction.

Thank you for your continued business!

DTN IQFeed Customer Support
 
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