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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)

  #11 (permalink)
 syxforex 
British Columbia
 
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I'm surprised that you would offer Singapore and not hong kong, when hong kong is where the deeply liquid products are trading.. Equally surprised that you would want see a petition of interested persons seeing as you already offer SIMEX. Given the huge number of day traders in china it might be a good strategy for dtn to pursue.

If anyone is interested, pats systems data does run on ninjatrader and is offering hkfe futures through Phillip Futures in Chicago, or go through their head office in Singapore if you prefer.

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  #12 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
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syxforex View Post
I'm surprised that you would offer Singapore and not hong kong, when hong kong is where the deeply liquid products are trading.. Equally surprised that you would want see a petition of interested persons seeing as you already offer SIMEX. Given the huge number of day traders in china it might be a good strategy for dtn to pursue.

If anyone is interested, pats systems data does run on ninjatrader and is offering hkfe futures through Phillip Futures in Chicago, or go through their head office in Singapore if you prefer.

I agree one hundred percent. The reason we offer SIMEX, BM&F and SFE is because large customers needed them for another DTN platform (ProphetX). When those were added for PX, they became available for IQFeed customers.

It isn't necessary that IQFeed customers wait for PX exchanges to be added, simply that there is a big enough demand. The only way IQFeed customers can make their desires known is to email and request them. "I know 10 guys that want HKFE" won't do it. We need individuals requesting.

Thanks again.

Robert

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  #13 (permalink)
 
yongthanyee's Avatar
 yongthanyee 
Penang, Malaysia
 
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Hi Robert

I try out Kinetick and IQ feed for Bursa Malaysia Derivatives in Sept 2012. Both Kinetick / IQ Level 1 are identical but they were different from that of the local data vendor(s).

Rationale:
If you tabulate all the ticks from an IQ feed for a specified trading day...the total tick volume of contracts for a future contract month does not add to the same contract volume figure as published by the exchange.

I learned from a Kinetick support colleague that there are trades marked "as non-qualifying" trades based on a criteria list that are excluded from the L1 feed. But I understand from IQ Support that there is a project to include these trades emanating from the exchange. Just like to know how is the progress on this project.

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  #14 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
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yongthanyee View Post
I learned from a Kinetick support colleague that there are trades marked "as non-qualifying" trades based on a criteria list that are excluded from the L1 feed. But I understand from IQ Support that there is a project to include these trades emanating from the exchange. Just like to know how is the progress on this project.

Hi yongthanyee,

Progress is going very well. Properly identifying non-last-qualifying trades is part of the IQFeed 5.0 project which we are close to releasing publicly, likely sometime in March.

Thanks.

Robert

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  #15 (permalink)
 
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 arnie 
Europe
 
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I'd like to compare the time it takes to access to IQFeed servers:


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  #16 (permalink)
 
Big Mike's Avatar
 Big Mike 
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arnie View Post
I'd like to compare the time it takes to access to IQFeed servers:

Dallas:

 
Code
> ping 66.112.148.220 -n 10

Pinging 66.112.148.220 with 32 bytes of data:
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=41ms TTL=45
Reply from 66.112.148.220: bytes=32 time=37ms TTL=45
Reply from 66.112.148.220: bytes=32 time=40ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=38ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45

Ping statistics for 66.112.148.220:
    Packets: Sent = 10, Received = 10, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds:
    Minimum = 37ms, Maximum = 41ms, Average = 39ms
Chicago:

 
Code
# ping -c 10 66.112.148.220
PING 66.112.148.220 (66.112.148.220) 56(84) bytes of data.
64 bytes from 66.112.148.220: icmp_req=1 ttl=50 time=30.3 ms
64 bytes from 66.112.148.220: icmp_req=2 ttl=50 time=30.3 ms
64 bytes from 66.112.148.220: icmp_req=3 ttl=50 time=30.2 ms
64 bytes from 66.112.148.220: icmp_req=4 ttl=50 time=30.2 ms
64 bytes from 66.112.148.220: icmp_req=5 ttl=50 time=30.3 ms
64 bytes from 66.112.148.220: icmp_req=6 ttl=50 time=30.4 ms
64 bytes from 66.112.148.220: icmp_req=7 ttl=50 time=30.3 ms
64 bytes from 66.112.148.220: icmp_req=8 ttl=50 time=30.6 ms
64 bytes from 66.112.148.220: icmp_req=9 ttl=50 time=30.2 ms
64 bytes from 66.112.148.220: icmp_req=10 ttl=50 time=30.3 ms

--- 66.112.148.220 ping statistics ---
10 packets transmitted, 10 received, 0% packet loss, time 9012ms
rtt min/avg/max/mdev = 30.267/30.365/30.654/0.231 ms
Mike



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  #17 (permalink)
 
arnie's Avatar
 arnie 
Europe
 
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Big Mike View Post
Dallas:

 
Code
> ping 66.112.148.220 -n 10

Pinging 66.112.148.220 with 32 bytes of data:
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=41ms TTL=45
Reply from 66.112.148.220: bytes=32 time=37ms TTL=45
Reply from 66.112.148.220: bytes=32 time=40ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=38ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45
Reply from 66.112.148.220: bytes=32 time=39ms TTL=45

Ping statistics for 66.112.148.220:
    Packets: Sent = 10, Received = 10, Lost = 0 (0% loss),
Approximate round trip times in milli-seconds:
    Minimum = 37ms, Maximum = 41ms, Average = 39ms
Chicago:

 
Code
# ping -c 10 66.112.148.220
PING 66.112.148.220 (66.112.148.220) 56(84) bytes of data.
64 bytes from 66.112.148.220: icmp_req=1 ttl=50 time=30.3 ms
64 bytes from 66.112.148.220: icmp_req=2 ttl=50 time=30.3 ms
64 bytes from 66.112.148.220: icmp_req=3 ttl=50 time=30.2 ms
64 bytes from 66.112.148.220: icmp_req=4 ttl=50 time=30.2 ms
64 bytes from 66.112.148.220: icmp_req=5 ttl=50 time=30.3 ms
64 bytes from 66.112.148.220: icmp_req=6 ttl=50 time=30.4 ms
64 bytes from 66.112.148.220: icmp_req=7 ttl=50 time=30.3 ms
64 bytes from 66.112.148.220: icmp_req=8 ttl=50 time=30.6 ms
64 bytes from 66.112.148.220: icmp_req=9 ttl=50 time=30.2 ms
64 bytes from 66.112.148.220: icmp_req=10 ttl=50 time=30.3 ms

--- 66.112.148.220 ping statistics ---
10 packets transmitted, 10 received, 0% packet loss, time 9012ms
rtt min/avg/max/mdev = 30.267/30.365/30.654/0.231 ms

Mike



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  #18 (permalink)
 
Harlequin's Avatar
 Harlequin 
Jakarta
 
Experience: Intermediate
Platform: Sierra
Trading: Bund
Posts: 27 since Jan 2013
Thanks Given: 9
Thanks Received: 13

Hi Robert,

do you have any plan to offer connection to Osaka Securities Exchange?
please look at attachment for daily volume for the big Nikkei and the mini Nikkei.
especially the Nikkei mini has half of ES daily volume, surely a lot of asian market traders would benefit if IQFeed would offer it.
other option i know for quality datafeed connecting to OSE would be either thru japanese brokerage (which i believe having trouble for english suppport), or CQG which is a little bit steep.
CQG Connects to the Osaka Securities Exchange J-GATE Derivatives Trading Platform - News

Attached Thumbnails
DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)-mst1009_26.pdf   DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)-mst1009_26_1.pdf  
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  #19 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
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Thanks Given: 234
Thanks Received: 376


Harlequin View Post
Hi Robert,

do you have any plan to offer connection to Osaka Securities Exchange?

Hi Harlequin,

There hasn't been much demand for OSE that I'm aware of, but it starts with individual requests. Please email [email protected] and ask that IQFeed provide it. Please ask others who also want IQFeed to offer OSE to email me as well.

Regards,

Robert

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  #20 (permalink)
 
PositiveDeviant's Avatar
 PositiveDeviant 
United Kingdom
 
Experience: Intermediate
Platform: Multicharts
Trading: Dow
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I'm on a 30 day trial with DTN IQ Feed, using it with Multicharts, and so far I'm impressed.

Up until now I have used ZenFire and that has served my needs however recently I have been looking at trading using cumulative delta - ask traded versus bid traded and now I see that on some days there is a very marked difference between what Zen-Fire is telling me is happening and what DTN IQ Feed tells me is happening. My instinct tells me I think I know which one is correct but I have no evidence for this.

The following chart is from 6th February and shows E-Mini Dow Jones futures intraday 5 min with DTN IQFEED's Cumulative Delta ask traded vs bid traded and then below that ZenFire's depiction of Cumulative Delta ask traded vs bid traded.

Now I should make it clear that when charting Cumulative Delta on most days both data feeds appear broadly similar but critically some days are markedly different. I've checked the settings several times and they are the same for both data feeds so it's not something I've selected within Multicharts, as I say most other days are broadly similar. Both of these are charting March contract for E-Mini Dow Jones futures.

Why are they different?


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