How to use Amibroker and DTN with Futures Data

If you want to use DTN IQFeed data with Amibroker for futures contracts, here are some settings you might want to consider using. (See attached pictures).

The end result will give you 24 hour data for intraday charts - and properly plot your Daily bars.

DTN actually uses two different feeds - one for intraday and one for Daily bars. They also send their Daily data out as per industry standards with regards to time. A Daily bar actually starts in the evening and runs through until the close the following day. As an example, E-Mini S&P Daily bars start at 6:00pm EST and end at 5:00 pm the following day. The attached settings will replicate the proper OHLC for your Daily bars.

Good Luck!

DTN-1
DTN-2

3 Likes

Thanks Claude.

I'm also using a DTN feed to trade futures. I also display the Advance-Decline and Tick charts on my screen. From their (very poor) documentation, I think that the AD and TICK symbols are:

ES: JINT.Z & JTYT.Z
NQ: JIQT.Z & JTQT.Z
RTY: JIRT.Z & JTRT.Z

NQ tracks only 100 stocks in the corresponding index, yet AD and TICK charts can both exceed 100 in both +ve and -ve directions. Do you use these indicators?

I actually opened a small account with TradeStation just to plot those types of indicators and internals (as well as Tic charts) on a different monitor.

But if you look at https://www.iqfeed.net/symbolguide/DTNCalculatedIndicators.pdf you might get a better idea as to which symbols are most relevant to what you do.

All the best,
Claude

Many thanks Claude,

That explains it perfectly.
Much appreciated.

Paul