FAQ
Connectivity
Our core technology processes a typical event stream at 60 microseconds on average. Delays may result from various factors like the connection quality, the client's code, or the distance between the endpoint and the client.
Java, C#, and FIX API provide the lowest latency. REST and Python API provide slightly higher latency.
To measure latency use this QDS command: qds compare <endpoint1> Quote <symbol> -A <endpoint2> -c stream -s 10. The -s parameter returns statistics for the last n seconds.
Read more about QDS Tool.
Yes. Some data feeds require several endpoints due to technical reasons (e.g., Nasdaq basic and CTA/UTP feeds), and not all data feeds can be merged.
In most cases, having several endpoints will increase the service cost.
Data distribution
dxFeed provides various delivery contracts tailored to different needs:
Ticker (Quote, Trade, Summary, Profile): Offers the most recent known data with minimal delay, ideal for real-time updates.
Stream (TimeAndSale): Transmits all events losslessly without conflation, suitable for receiving real-time updates without data loss.
History (Candle, Order): Provides historical event transmission with subsequent updates, suitable for retrieving past data and order book information.
Read more about delivery contracts on the QDS Tool page.
In several ways: through dxLink, which transfers JSON data via a WebSocket, or via dxFeed proprietary binary protocol, QD (Quote Distribution Protocol), which transmits binary data over TCP.
dxFeed data services
The limit on real-time data: the HTTP request header should not exceed 128k for the REST API.
The limit on historical data is historical data market depth. Historical data is available from 2009 for some markets. Some events can be requested only 1000 ticks back.
For historical data, dxFeed has developed an algorithm that uses a compression factor technique to parse, index, and store data in the proprietary Compressed Data Format (CDF) with no data loss.
We have endpoints in Chicago, New York, Istanbul, Amazon Cloud (Northern Virginia), Frankfurt, and Zurich.
Find details on events, publishing models, and delivery contracts on the Model of event publishing page, including examples of ticker and stream contracts.The mapping to real-world examples and the list of supported events is available on the same page.
You can access basic instrument information via the Symbol Lookup page. Read more in the Symbology Guide for more details on how symbols are generated and distributed.To see how reference data for instruments is distributed, use the IPF Web Service (credentials: demo/demo). This tool supports filtering and search options.
Instrument Profile Format (IPF) is a service that retrieves a list of securities and related information.
Go to IPF web service.
Use the provided credentials to check your subscription.
Use https://tools.dxfeed.com/ipf?help for help.
This can happen because of one or more of the following:
The symbol is out of your scope
The symbol name has changed
The symbol is no longer traded
Not all instruments are traded in real-time (e.g., CME block trades)
Please submit a ticket to the Help Desk if you encounter any problems.
Use demo/demo credentials to check IPF examples.
You can find your account information in your welcome letter, or by contacting your account manager.
Go to the Help Desk.
Fill out the form.
Wait for the support team to reply to your ticket.
You can also reach support via phone: +1-855-565-5536
Yes, but only from whitelisted IP addresses.
Please contact your account manager or dxFeed Solution Delivery team.
IPO process
All US exchanges begin publishing market data on the day of IPO. That means, new symbols appear in our data feed only after they have started trading. On the day of the IPO, the new symbol first appears in IPF. A little later, once public trading begins, the quotes begin ticking. The date and time are not provided in the data feed beforehand.
Info
New instruments begin trading on all US exchanges simultaneously.
That said, we suggest following the exchange’s and/or company’s Twitter accounts since information is usually published there.
Info
To start receiving market data for the requested symbol on time, be sure you subscribe to it beforehand. For this, you’ll need to wait for dxFeed IPF to update, or use the symbol published on the exchange website.
For Nasdaq IPOs, dxFeed may receive free format messages prior to the start of trading hours. This is our log format. Example:
I 201117 075025.790 [Receiver-bin-ny-utdf-06-B] SIACLine-bin-ny-utdf-06-B - Administrative message: IPO PRICE AT 09:50 DGNS 1000....NASD
It says here that the DGNS IPO should start trading (or probably just start accepting bids) at 09:50 and the IPO price is set at $10. We then post this IPO price to Summary.PrevDayClosePrice. When the quotes start going out, you can read the net change relative to the IPO price. In the morning of the IPO, the exchange accepts applications for DGNS. At the end of this process, all received orders are matched with each other and published as one mega-deal. After that, normal trading begins. Here is an example for LAM stocks:
#=TimeAndSale EventSymbol EventTime Time Sequence ExchangeCode Price Size BidPrice AskPrice SaleConditions Flags TimeAndSale DGNS 20201117-102657.311-0500 20201117-102657-0500 311:1 Q 11.23 1032536 NaN NaN "@O X" 22532
Read more about the Nasdaq IPO process. dxFeed starts getting data from the exchange on step 4. The exchange determines the exact execution time.
Learn about the NYSE IPO process here. dxFeed starts getting data from the exchange on step 9. The exchange determines the exact execution time.
Calculations and methodology
Black-Scholes and Bjerksund-Stensland models are used to calculate Greeks.
Yes, dividends and splits apply to stocks and options.
Exchange licenses
You need to purchase an exchange license if you represent a company.
To use Morningstar , Mergent , and Borsa Istanbul you need to purchase a license. Please contact dxFeed Solution Delivery team for details.
Trial
We can add a new trial to your existing production connection. You have no restrictions during the trial period, apart from the duration.
Your account manager will contact you for your feedback when your trial is over. You have up to five business days to decide if you want to switch to production. You will need to sign our data services Customer Agreement contract to complete the switching process.
The trial period is two weeks.
Candles
Candles are always sent in descending order by timestamp and cannot be reordered.
Candle events represent price data over a period, showing open, high, low, close, and volume values. Read more
Candles are sent as snapshots followed by updates, ensuring sequential application of changes.
Yes, this can happen due to network issues or re-subscriptions, but events are queued and processed correctly afterward.
This happens when updates are received but full data isn't available yet.
It’s NaN if no new bids were made during that candle’s period.
It marks the start of the session or period, like the first day of a month for monthly candles.
Weekly candles start on Monday, and monthly candles start on the 1st, aligning to the trading period.
The timestamp will still be the first day of the month, even if no trading occurred.
You can get OHLC data for these time intervals: 1 tick, 1 second, 1 minute, 1 hour, and 1 day. Custom intervals are also supported. For instructions on how to request specific intervals, check the How to request candles guide. All intervals you can request are detailed in the CandleSymbol API documentation.
Yes, dxFeed supports candle data for futures through WebSocket. All data available via dxFeed's Java APIs, including candles, can also be accessed via dxLink. dxFeed supports candles for any instrument with available raw data. Read more about Candle Types.
The timestamp will still be the first day of the month, even if no trading occurred.
Learn more about candles in the Aggregated services section.
Corporate actions
The system applies splits, dividends, earnings adjustments, and symbol change events to historical data through a smooth transition for unchanged symbols. For symbols with changes, the corresponding events are processed to ensure accurate charting.
Estimated prices are received via text messages from NYSE and NASDAQ during IPOs. New symbols and IPOs are added to the system upon the occurrence of events and the receipt of information from NYSE or NASDAQ. Updates to historical data follow a semi-automatic procedure that occurs between 03:00 and 07:00 ET, depending on the timing of corporate actions published by the source.
The system first seeks the official open price. If this is unavailable, the open price can be obtained from the first valid trade of the day, from the consolidated event, or from the summary record.
Daily high and low statistics are sourced from the exchange, while the 52-week high and low are derived from daily data. Average volume information is not explicitly provided; however, the VWAP (Volume Weighted Average Price) value can offer additional insights. Refer to the relevant record for details on where this data is contained.
Learn more about Corporate Action.