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Date/Time: Mon, 06 May 2024 03:38:03 +0000



Post From: I'm considering switching to your data from DTN iqfeed ...

[2020-12-02 15:38:12]
Agent Orange - Posts: 36
First, let me say that I've been using Sierra Chart for many years (since 2008) and am very happy with it. (I am particularly pleased that Sierra Chart works well on linux with WINE since Windows 7 is the last version of Windows I ever intend to use.) I've been feeding Sierra Chart data from IB (for futures data) and from DTN iqfeed (for stocks and some indicators). However, DTN has gotten more and more expensive, so I think it's time for me to look into your data offerings, so I have a couple of questions:

1) Though I use Sierra Chart for charting, I have written my own software for some other analyses, and for this I pull the data from DTN Iqfeed via socket interface through their API. (I have to pay a yearly fee to have access to DTN's API for this, and this is one of the expenses I would love to shed if possible.) So my first question is: Is there an API through which I can connect my software to your data feed? (Preferably a socket connection from the programming language of my choice, but I can probably adapt to any API.) In particular, I need access to realtime tick by tick time and sales data on individual stocks and ETFs (and possibly futures if I also switch to your service for futures data.

************UPDATE: I HAVE FOUND THE ANSWER TO QUESTION #2 BY LOOKING AT YOUR DOCUMENTATION. I had not been able to access these indicators (e.g., TICK-NYSE) with Sierra Chart connected to DTN iqfeed, but by starting another instance of SC and connecting to SC Data I was able to access them, so this is, as I said, answered. So now I await an answer to question #1 above.

2) I used to rely on the TICK indicator coming from the NYSE, but for several years now I have found it grossly incorrect most of the time (at least as supplied by IB). DTN has several net tick indicators (for various exchanges) which they calculate on their own servers and update every second, and those I have found to be extremely reliable. So I'm wondering if your data feed has any such indicators already available or if you're considering implementing them. (I realize I could calculate these myself on a subset of the data, but the ones I have been using include all symbols, for example, on the NYSE or Nasdaq, so 500 symbols wouldn't be sufficient to calculate the full picture that I get from those indicators on DTN.)
********** UPDATE ************** Question #2 is no longer relevant as I found the answer.

If I can manage to switch to your data service, I will be any even happier customer, so I look forward to some guidance regarding these questions.

Thanks in advance,
A happy long time customer.
Date Time Of Last Edit: 2020-12-02 17:05:20