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"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"You have an excellent product !!!!!!" - Comment from Arely
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"I'm satisfied with IQFeed. It's the most reliable and fastest quote feed I have ever used. Although I'm a resident in China, it's still very fast!" - Comment from Xiaofei
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"Excellent datafeed !!!" - Comment from Arely
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"It’s so nice to be working with real professionals!" - Comment from Len
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"I would just like to say that IQFeed version 4 is running very well and I am very happy with its performance. I would also like to extend a big thanks for the fast and efficient help that I always receive. My questions and concerns are always addressed promptly. Way to go!" - Comment from Josh in CO.
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"Everything is working great with the API. I love it." - Comment from Calvin
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
About IQFeed Support Developers
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Dave Forss is dedicated to helping XLQ customers
Call 800-475-4755 ext. 8429
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If you have sales questions regarding the API

Contact Sales via Phone, Email or RT Chat from the Left side menu
<----------------------

DEVELOPERS: What is IQFeed?

Watch our IQFeed API in-depth Overview video on YouTube

Click Here to Download the IQFeed API Quick Start Guide

IQFeed Data:
IQFeed is the name we use and you see most often because for traders, the quality of the data is what really drives their decision making. IQFeed is the data behind the DTN.IQ such as Watch Lists, Watch Quote, News and Market Depth.

  • There is no filtering involved, and the data is direct from the North American market exchanges to our fully redundant data centers. Your applications will have access to all US Equity and Commodity exchanges (such as NYSE, Nasdaq, ICE, CBOT, CME, OPRA, NYMEX), as well as Canadian Stocks, Londong Stocks, Forex Eurex, Euronext, Simex and most of the major Indices.

  • You will also have access to market moving news from the DTN News Room, Benzinga Pro, RTT News, Dow Jones, Business Wire, PR Newswire and more.

  • Your application will be able to lookup Option Chains based on an underlying equity, search for symbols based on company names, and pull back historical data (180 calendar days of tick (includes pre-post market) and several years of n-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007))

Whats New:

  • Release plans for IQFeed 6.1.0.0 build - (Currently in Development)
    • Added trial account notifications alerts.
    • Added Market Summary File Support - Downloadable files, available via market and security type.
      • 5 minute snapshot files - no historical
      • Daily File snapshot - historically available. (Starting 5/20/2018)
      • Fundamental files - historically available. (Starting 5/20/2018)
    • Added visual alerts to identify local queuing of data.
    • Added a flag to allow filtering of non-standard options.
    • Expanded our level one field sets to include:
      • Security Sybtype - identifies non-standard options, binary options, and ETF.
      • Trade Aggressor - Identifies if the trade was executed at the bid or the ask. (CME group and ICE exchanges currently)
    • Expanded fundamental data offering to include:
      • Base Currency - Currency used at exchange of origin
      • Contract Size - The units associated with 1 contract of a given root.
      • Contract Months - The trading months associated with a given root.
      • Minimum Tick Size - Minimum price change
      • First Delivery Date
      • Open Time - Standard opening time per root.
      • Close Time - Standard closing time per root.
  • Released the IQFeed 6.0.0.4 build - (2018/07/06)
    • Added new display applications to the right click menu
      • Watchlists
      • Charts
      • Time And Sales
      • Option Chains
      • Market Scans
    • Renamed WatchQuote to Snapquote
    • Updated older display apps to use a ribbon interface.
    • Updated all icons.
    • Added an option to save/load your current workspace.
  • Released IQFeed 5.2.7.0 with various bug fixes
  • Released IQFeed 5.2.2.0 with various bug fixes and additional fundamental data fields(6/8/2016)
  • Added London Stock Exchange and FTSE Index availability to IQFeed (6/1/2016)
  • Released IQFeed 5.2.1.0 with various bug fixes and support for new MAC Installer (2/24/2016)
  • Added microsecond support for exchanges that support it.
  • Added group id codes to symbol lookup
  • Released IQFeed 5.1.3.1 with various bug fixes to connection/login logic (4/27/2015)
  • Released IQFeed 5.1.2.5 with various bug fixes and new crash logging to help better troubleshoot issues for customers (3/9/2015)
  • Released IQFeed 5.1.1.3 with various bug fixes (7/25/2014)
  • Added ability to watch trades only in level I stream (6/9/2014)
  • Added streaming interval bars (6/9/2014)
  • Added Market Depth/Level II display application (6/9/2014)
  • Released IQFeed 5.1.0.14 to limit memory footprint, improve speed and squash some bugs (6/7/2013)
  • Added new versioning protocols to the API for better backward compatibility (6/7/2013)
  • Added new new fields for 5.0 protocol (6/7/2013)
  • Market Center for each trade is now reported and available with historical tick data (5/1/2013)
  • Trade conditions now available in feed and historical tick data (5/1/2013)
  • Now includes millisecond precision timestamps (5/1/2013)
  • IQFeed 5.0 has been released (5/1/2013)
  • New account management portal available allows customers to add/remove services in real time 24/7 (4/1/2013)
  • Now supporting tick and volume bars in history (10/23/2012)
  • Now including a News.exe and IQWatchQuote.exe accessible from the display apps right-click menu (10/23/2012)
  • Enhanced Diagnostics app for better reliability, PC information, and logging configuration (10/23/2012)
  • Better DDE performance (10/23/2012)
  • Faster response time on history requests (10/23/2012)
  • Simplified news request commands (10/23/2012)
  • VB6/VBA support in all COM interfaces (10/23/2012)
  • Enhanced Level 2/market depth server reconnection logic (10/23/2012)
  • All ICE Data is now direct from the exchanges (8/20/2012)
  • Added market breadth symbols covering the S&P 100 as well as $ Vol Net (3/1/2012)
  • IQFeed 4.8.1.7 has been released (1/12/2012)
  • Added ability to request (n)Second bars (12/14/2011)
  • Loaded additional daily Index history. INDU.X now goes back to 1920's, many others 30+ years. (2/12/2011)
  • Added TickID to the stream to allow developers to more easily sync history to the stream (2/05/2011)
  • Increased historical tick data storage to 120 calendar days (10/01/2010)
  • Equalized Futures historical data now available for all futures. Historical data will return with data back adjusted for rollover gaps. Use new symbology of "[ROOT]#C". Example: @ES#C. (07/26/2010)
  • Moved to a new FXCM datafeed resulting in much better reliability and consistency of Forex data from FXCM (07/11/2010)
  • Equity/Index option stats now update every second. Example: Put Call Ratio, etc (05/17/2010)
  • Added ability to retrieve historical futures contracts (daily and minute data). Example: CZ02, @ESM08, QCLJ10, etc (05/01/2010)
  • Added over 100 addl. market stats/internals and update many once per second now (3/26/10)
  • Ability to request date range on daily history (2/08/10)
  • Added Exchange Root field for easier mapping to order entry systems (2/08/10)
  • Dynamic fieldsets now only sends data when watched field updates (less overall message traffic) (2/08/10)
  • Added New Fields (Trade/Bid/Ask Market Center)
  • 64bit support (2/08/10)
  • Added compression to historical data requests (2/08/10)
  • IQFeed 4.7 has been released! (2/08/2010)
  • Added compression to IQFeed stream to increase performance and decrease bandwidth utilization (4/16/09)
  • Added ability to lookup symbols by Industry/Sector Codes (SIC or NAICS) (4/16/09)
  • New Fields available: Short Interest and NAICS Code (4/16/09)
  • IQFeed 4.6 Released (4/16/09)
  • Pink Sheet Level I and Level II quote data now available (06/15/2009)
  • Tick history expanded from 8 calendar days to 30 calendar days (10/10/08)
  • IQFeed client beta 4.5 now available to developers with more flexible and faster historical data retrieval methods (10/01/08)
  • Eurex Market Depth Now Available (8/25/08)
  • New Exchanges added: CFE, BMF, DME, MDEX, WTB (8/11/08)
  • IQFeed 4.4 has been released! (5/13/08)
  • Futures Market Depth now available (3/31/08)
  • IQFeed Client Pre-Beta released to Registered Developers (3/17/08)
  • New History Servers Processing Tick Correction and DTN's Proprietary "Radical Price Checking" (3/07/08)
  • IQFeed now provides 1+ year of (X)Minute data on all symbols and 2.5+ years of (X)Minute data on the Eminis! (12/01/2007)
  • IQFeed 4.3 has been released! (11/01/2007)

IQFeed Protocols:
This API is a Microsoft Windows executable interface for the IQ Server Systems. Its' use is limited to launching the executables and using the COM interfaces or TCP/IP socket to request and receive data. It is not a development library and no option is provided for direct connections to our servers or including components of the API into your own developed code. Two types of interfaces are used in the IQFeed API: a socket based interface for streaming data, and COM or TCP/IP based interfaces for lookups and historical data/news retrieval.

    Data Fields Available:

Field Name Field Type Description of field Origin of data
7 Day Yield float A price field, the value from a Money Market fund over the last seven days. Provided by the exchange or 3rd party data provider.
Ask float The lowest price a market maker or broker is willing to accept for a security Provided by the exchange or 3rd party data provider
Ask Change float Change in Ask since last offer Calculated by IQConnect.exe
Ask Market Center integer The Market Center that sent the ask information. See Listed Market Codes for possible values. Provided by the exchange or 3rd party data provider.
Ask Size integer The share size available for the ask price in a given security Provided by the exchange or 3rd party data provider
Ask Time HH:MM:SS.ffffff The time of the last ask. Provided by the exchange or 3rd party data provider.
Available Regions dash '-' delimited string String containing a list of all regional exchanges for which there is data available. See Listed Market Codes for possible values. String built by IQConnect.exe based upon which regions are available
Average Maturity float The average number of days until maturity of a Money Market Fund’s assets Provided by the exchange or 3rd party data provider.
Bid float The highest price a market maker or broker is willing to pay for a security Provided by the exchange or 3rd party data provider
Bid Change float Change in Bid since last offer Calculated by IQConnect.exe
Bid Market Center integer The Market Center that sent the bid information. See Listed Market Codes for possible values. Provided by the exchange or 3rd party data provider.
Bid Size integer The share size available for the bid price in a given security Provided by the exchange or 3rd party data provider
Bid Time HH:MM:SS.ffffff The time of the last bid. Provided by the exchange or 3rd party data provider.
Change float Today's change (Last - Close) Calculated by IQConnect.exe
Change From Open float Change in last since open calculated by IQConnect.exe
Close float The closing price of the day. For commodities this will be the last TRADE of the session Provided by the exchange or 3rd party data provider.
Close Range 1 float For commodities only. Range value for closing trades that aren’t reported individually. Provided by the exchange or 3rd party data provider.
Close Range 2 float For commodities only. Range value for closing trades that aren’t reported individually. Provided by the exchange or 3rd party data provider.
Days to Expiration string Number of days to contract expiration Calculated by IQConnect.exe
Decimal Precision string Last Precision used Provided by DTN
Delay integer The number of minutes a quote is delayed when not authorized for real-time data Provided by the exchange or 3rd party data provider.
Exchange ID hexidecimal This is the Exchange Group ID. Convert to decimal and use the Listed Markets lookup to decode this value.  
Extended Trade float Price of the most recent extended trade (last qualified trades + Form T trades). Provided by the exchange or 3rd party data provider
Extended Trade Date MM/DD/CCYY Date of the extended trade. Provided by the exchange or 3rd party data provider
Extended Trade Market Center integer Market Center of the most recent extended trade (last qualified trades + Form T trades). Provided by the exchange or 3rd party data provider
Extended Trade Size integer Size of the most recent extended trade (last qualified trades + Form T trades). Provided by the exchange or 3rd party data provider
Extended Trade Time HH:MM:SS.ffffff Time (including microseconds) of the most recent extended trade (last qualified trades + Form T trades). Provided by the exchange or 3rd party data provider
Extended Trading Change float Extended Trade minus Yesterday's close Calculated by IQConnect.exe
Extended Trading Difference float Extended Trade minus Last Calculated by IQConnect.exe
Financial Status Indicator char Denotes if an issuer has failed to submit its regulatory filings on a timely basis, has failed to meet the exchange's continuing listing standards, and/or has filed for bankruptcy. See Financial Status Indicator Codes Provided by the exchange or 3rd party data provider.
Fraction Display Code string Display formatting code see Price Format Codes Provided by DTN
High float Today's highest trade price Provided by the exchange or 3rd party data provider
Last float Last trade price from the regular trading session Provided by the exchange or 3rd party data provider
Last Date MM/DD/CCYY Date of the last qualified trade. Provided by the exchange or 3rd party data provider
Last Market Center integer Market Center of most recent last qualified trade. Provided by the exchange or 3rd party data provider
Last Size integer Size of the most recent last qualified trade. Provided by the exchange or 3rd party data provider
Last Time HH:MM:SS.ffffff Time (including microseconds) of most recent last qualified trade. Provided by the exchange or 3rd party data provider
Last Trade Date MM/DD/YYYY Date of last trade Provided by the exchange or 3rd party data provider.
Low float Today's lowest trade price Provided by the exchange or 3rd party data provider
Market Capitalization float Real-time calculated market cap (Last * Common Shares Outstanding) Calculated by IQConnect.exe
Market Open integer 1 = market open, 0 = market closed NOTE: This field is valid for Futures and Future Options only. Provided by DTN
Message Contents non-delimited string of single character message identification codes Possible single character values include:
C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.
b - A bid update occurred.
a - An ask update occurred.
o - An Open occurred.
h - A High occurred.
l - A Low occurred.
c - A Close occurred.
s - A Settlement occurred.
v - A volume update occurred.
NOTE: you can get multiple codes in a single message but you will only get one trade identifier per message. NOTE: It is also possible to receive no codes in a message if the fields that updated were not trade or quote related.
Provided by IQConnect
Most Recent Trade float Price of the most recent trade (including all non-last-qualified trades). Provided by the exchange or 3rd party data provider
Most Recent Trade Conditions non-delimited string of 2digit hex numbers. Conditions that identify the type of trade that occurred. Provided by the exchange or 3rd party data provider
Most Recent Trade Date MM/DD/CCYY Date of the most recent trade Provided by the exchange or 3rd party data provider
Most Recent Trade Market Center integer Market Center of the most recent trade (including all non-last-qualified trades). Provided by the exchange or 3rd party data provider
Most Recent Trade Size integer Size of the most recent trade (including all non-last-qualified trades). Provided by the exchange or 3rd party data provider
Most Recent Trade Time HH:MM:SS.ffffff Time (including microseconds) of the most recent trade (including all non-last-qualified trades). Provided by the exchange or 3rd party data provider
Net Asset Value float Mutual Funds only. The market value of a mutual fund share equal to the net asset of a fund divided by the total number of shares outstanding. NOTE: this field is the same as the Bid field for Mutual Funds. Provided by the exchange or 3rd party data provider.
Number of Trades Today Integer The number of trades for the current day Calculated by IQConnect.exe if not sent from the server
Open float The opening price of the day. For commodities this will be the first TRADE of the session. Provided by the exchange or 3rd party data provider.
Open Interest integer IEOptions, Futures, FutureOptions, and SSFutures only Provided by the exchange or 3rd party data provider.
Open Range 1 float For commodities only. Range value for opening trades that aren’t reported individually. Provided by the exchange or 3rd party data provider.
Open Range 2 float For commodities only. Range value for opening trades that aren’t reported individually. Provided by the exchange or 3rd party data provider.
Percent Change float (Change / Close) Calculated by IQConnect.exe
Percent Off Average Volume float Current Total Volume divided by Average Volume (from fundamental message). Calculated by IQConnect.exe
Previous Day Volume Integer Previous Day's Volume Provided by the exchange or 3rd party data provider.
Price-Earnings Ratio float Real-time calculated PE (Today's Last / Earnings Per Share) Calculated by IQConnect.exe
Range float Trading range for the current day (high - low) Calculated by IQConnect.exe
Restricted Code string Short Sale Restricted flag - "N" for Not restricted or "R" for Restricted Provided by the exchange or 3rd party data provider.
Settle float Futures or FutureOptions only Provided by the exchange or 3rd party data provider.
Settlement Date MM/DD/YYYY The date that the Settle is valid for Provided by the exchange or 3rd party data provider.
Spread float The difference between Bid and Ask prices Calculated by IQConnect.exe
Symbol string The Symbol ID to match with watch request
Tick integer "173"=Up, "175"=Down, "183"=No Change. Only valid for Last qualified trades. Calculated by IQConnect.exe based upon previous trade.
TickID Integer Identifier for tick Provided by DTN
Total Volume Double Today's cumulative volume in number of shares Calculated by IQConnect when not sent from servers (or provided by the exchange)
Type string Valid values are Q or P. The character Q indicates an Update message, and the character P indicates a Summary Message.  
Volatility float Real-time calculated volatility (Today's High - Today's Low) / Last Calculated by IQConnect.exe
VWAP Price Volume Weighted Average Price Calculated by IQConnect.exe when not sent by the server