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DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)
I am posting it here as it might be useful for other traders in the future:
“The main reason why IQFeed shows lower volumes per trade is several years ago we upgraded to a unbundled feed straight from the exchange which allows our customers to see every single actual trade to come through rather than just the Best Bid and Ask trade. So with the feed being unbundled you will see smaller volumes but generally will see more trades coming through from IQFeed.”
Ok, message acknowledged. I really see more trades coming through than with IB T&S.
I am still not very convinced though that the Commodity Future with more liquidity in the world – average 200.00 to 300.000 traded contracts per day - very rarely have trades with volume above 30/40 contracts (tracked just four today and the biggest - by far - was "just" 93 contracts!!)… But never mind, this is just me.
At the speed this data is processed I believe it is impossible to visually "see" what you appear to be looking for IF you haven't filtered your T&S screen to only post trades larger than (N).
You may find this interesting, if you haven't seen it before.
I did a search but could not find this. With IQFeed it has a symbol option for "Crude Oil Futures Front Month" continuous (which is one of the things I think I am looking for in IQFeed). But there is also the regular September contract.
If I place a trade in the "front month" version, I am assuming that is the same as placing an order for the September symbol? Or do I need to place orders in the September contract and only use the Continuous for historical data?
I had a case of POC double vision this morning, and it adversely affected my trade decision. That prompted me to try a 14-day trial of IQFeed. I feel like I just went to visit Goldilocks.
You cannot place a trade on IQFeed's continuous contract, because IQFeed isn't your broker
Sierra Chart supports symbol mapping so that your chart can be the continuous contract, but trades go to a symbol of your choosing, such as the correct manually entered front month.
We don't use a third party provider for stock data, either quotes or fundamentals. Quotes are directly from the exchanges and indicators/breadth/stats are calculated by DTN IQFeed. Why?
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