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DTN Historical Bid Ask

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  • NinjaTrader_Jason
    replied
    Hello Captain Future,

    I am not aware of any plans to support historical bid and ask data with IQFeed. Please note that such data is supported with other connectivity providers.

    Leave a comment:


  • Captain Future
    replied
    Originally posted by NinjaTrader_Jason View Post
    Unfortunately not, IQFeed does not support historical bid and ask data
    Hi Jason

    I have not done any work on the DTN IQFeed directly, so I might be wrong. But as coolmoss states, and this post by DTN seems to document, the information is available from DTN. Are there any plans to implement historic bid/ask backfill?

    Regards
    Captain Future
    Last edited by Captain Future; 04-12-2012, 03:34 AM. Reason: fixed typo

    Leave a comment:


  • coolmoss
    replied
    Originally posted by NinjaTrader_Jason View Post
    Hello Daniel,

    Unfortunately not, IQFeed does not support historical bid and ask data as per the link below under 'Understanding the data provided by your connectivity provider'.
    http://www.ninjatrader.com/support/h...rical_data.htm
    This is not correct, as other platforms, connecting to DTN IQ Feed, allow for historical backfill of gomi type indicators. It's a huge shame NT doesn't provide this very important functionality. Sierra Charts, Investor RT, MarketDelta all will backfill bid/ask level indicators.

    Leave a comment:


  • NinjaTrader_Jason
    replied
    Hello Daniel,

    Unfortunately not, IQFeed does not support historical bid and ask data as per the link below under 'Understanding the data provided by your connectivity provider'.

    Leave a comment:


  • Eubie
    started a topic DTN Historical Bid Ask

    DTN Historical Bid Ask

    Hello Support,

    I have a DTN connection and would like to get historical bid ask data upon connecting, so as to populate my gomi indicators. A thread herein



    says that this feature was put into a ToDo list, however when I connect to the feed, I get historical tick data but all Bid/ask dependent indicators have no historical values. Is there a way for me to get historical gomi values without QCollector/having the box on all night?

    Thank you,
    Daniel

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