If I send a request to iQFeed to watch a symbol and iQFeed doesn't recognize that symbol, what messages should I expect in return and what would be their content? It appears that some watch requests for symbols that I am sending to iQFeed result in a fundamental message being received, but others don't receive a fundamental but instead receive an update without any fundamental message.

Any further information greatly appreciated!

Gerard

If you make a level 1 watch request on a symbol that doesn't exist (or one in which you are not at least authorized for delayed data), you should recieve a Update message with "Not Found" in the "Last" field.

If you are recieveing anything else, please let us know.

Hi Steve,

Maybe I should back up a bit and make sure I am implementing my logic correctly. I assumed that according to the documentation that I should issue a watch for a symbol, then get a fundamental message back as sort of an "acknowledgement" before I get any updates. However, sometimes I receive an update message for a symbol I have requested and I never get a fundamental for it and I wasn't sure what the cause was due to.

What is the proper procedure for watching symbols? Am I guaranteed to receive a fundamental for a symbol I have requested to be watched before I begin receiving any update messages? Should I expect to receive fundamentals in the same order I have issued my watch requests?

Thanks in advance,
Gerard

You should always recieve a fundamental message (F) and a Summary message (P) before recieving any Update messages (Q) on any symbol you watch with the exception of if you try to watch a symbol that doesnt exist or that you are not authorized to recieve at least delayed data for.

If you issue a watch request on a symbol that does not exist, you will recieve a Update message (Q) with the words "Not Found" in place of the "last" field.

If you issue a watch request for a symbol that you are not at least authorized for delayed data (for example, there is no delayed FOREX data so if you do not pay realtime exchange fees, you will see the following behavior), you will get a Fundamental message (F) and a Summary (P) but you will not recieve any Updates (Q). Additionally, the fundamental message and the Summary message will not have any valid prices in the data.

If you issue more than one watch request in a short amount of time, there is no guarantee which request will get fulfilled first. or that they wont be intermixed when they return. For example, you might issue watch requests for MSFT, GOOG, AMZN and recieve tthe results in the following order:

F,AMZN
F,MSFT
P,MSFT
F,GOOG
P,AMZN
Q,MSFT
Q,AMZN
Q,AMZN
P,GOOG
Q,GOOG

Now, with that said. What version of IQFeed are you using? in the current release version (and versions prior) there is a bug that causes an occasional invalid summary message to be sent for a symbol and it might be out of order. This bug should be fixed in the current version of IQFeed.
Edited by DTN_Steve_S on Nov 28, 2006 at 02:52 PM

Hi Steve,

Thanks for the information. I will examine what I am getting back when I encounter these issues and see if things make more sense. Currently, I am watching symbols from the Russell2000 and Russell Microcap indices which I assume would all (or most) be valid for my exchange access of NYSE, AMEX and NASDAQ.

I am using version 4.2.0.2 of iQFeed.