DTN Market Access

DTN Market Access is a historical data service, solely marketed by Linn Software and provided in collaboration with DTN, a major independent data provider which controls and operates its own Ticker plant and data centres.

• For the record, DTN is the home of IQFeed, a fast and reliable professional data feed, covering worldwide futures and stock markets, and compatible with more than 50 industry-leading trading softwares.
• DTN MA provides unlimited access to the same DTN historical data servers, as those used by the owner of a live IQ feed data subscription.

How does it work?

DTN MA doesn't provide any live data stream: it is primarily designed for Investor/RT subscribers who rely on a brokerage feed (Rithmic, CQG, or InteractiveBrokers) as a primary real-time data source (for futures or stocks) and seek access to high-quality historical data backfills.

When Investor/RT is set up with a brokerage data feed as the main live data source, the integration with DTN MA is smooth and seamless. You always use your broker symbols for real-time data streaming, but all historical backfill requests are routed to DTN historical servers (rather than your brokerage data feed servers)

DTN MA is also the ideal data source for many other user profiles, such as:

• any futures (or stock) daytraders willing to test new markets by using our playback built-in trade simulator features, and to see how his favorite trade setups (based on cumulative delta analysis, order flow or footprint patterns, for example) would perform.
• any system developer willing to backtest his trading strategies on a very wide range of futures or stock markets
• more generally, any end-of-day/swing traders interested in accessing our exhaustive technical indicators library, including our unique VWAP, TPO and volume profiling indicators (and possibly using our advanced scan features to screen 1000+ symbols and detect the best trade opportunities)

In such cases, it is very often recommended to install (on the same PC) a dedicated second I/RT instance configured to work exclusively with historical DTN MA data downloads (i.e., without any live data reception capabilities).

What kind of historical market data are available with a DTN MA subscription?

• All main futures exchanges typically traded with a Rithmic, CQG or Interactive Brokers account (see the full list of US, EU and Asian exchanges below).
• The whole range of 6000+ Nasdaq & NYSE stocks (and ETFs), but also the Canadian and UK stock markets
• FOREX: 50 pairs from FXCM and 1500+ pairs from Tenfore
• An exhaustive list of cash index data, fair value premiums and market internals for all main US and EU markets (together with Financial & CBOE VIX indexes)

What are the key benefits of a DTN MA subscription?

1. A much better Historical data coverage than the one available from your broker. DTN MA offers data backfill with up to 20 years of 1-minute bar data (and 180 days of tick data), exactly the same one that can be accessed by the owner of a full-fledged IQ feed subscription. The backfill capabilities from the Rithmic or CQG servers are typically limited to 1 to 3 months, i.e. the duration of the current front-month contract. 
2. Access to Continuous Future Contracts, back adjusted for rollover premium. This is a must for performing, on a single set of gap-free data, backtest runs as well as long-term chart analysis involving Market (TPO) or Volume profiles, or any kind of VWAP studies.
3. Access to Consolidated Tape data. This is also a must-have feature when it comes to analysing the small vs large players' behaviour. Indeed, Investor/RT has developed unique Trade size filtering capabilities, natively embedded into multiple indicators, and that provides critical information to develop successful trade setups

Reminder: Many of the most valuable Investor/RT features do require gap free historical data series and true real time tick by tick data, including precise Bid/Ask information. Here is what you need to know about the brokerage data providers:

• Rithmic and CQG provide excellent tick-by-tick live futures data; However, their historical backfill coverage is very limited and doesn't include continuous future contract data. Their data servers are not optimized for efficient historical data backfills, as their primary purpose is to ensure a stable connection to the exchange and very fast order routing and execution services.
• Interactive Brokers' live data is not a true tick-by-tick data stream.  The real-time data stream, provided by their API, is made of a series of "snapshots" that aggregate all trades every 300 ms or so (TradingView or TDA/TOS offers the same type of aggregated data streams).This way, the bid/ask information, on a trade-by-trade basis, is lost. See Broker Data vs. Other Feeds for more on this subject.

To get more information on DTN MA, please review our DTN MA getting started webpage and our DTN symbol guide for a more detailed overview of the futures, stock, index and other data types that can be downloaded with DTN MA, including, for future markets, a correspondence table with the Ritmic/CQG and IBKR symbol nomenclature.