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»Forums Index »Product Support »DTN.IQ Client Software Support »Is there a structured way to find out about symbol changes
Author Topic: Is there a structured way to find out about symbol changes (4 messages, Page 1 of 1)

arnonmoscona
-Interested User-
Posts: 5
Joined: Jun 8, 2010


Posted: May 9, 2011 07:02 PM          Msg. 1 of 4
I am using IQConnect with custom code (in Java). I have a nightly process that backfills data that I missed during the day for whatever reasons. To do this I use the lookup calls to get tick data for symbols on a list I manage.

Occasionally one or more of these symbols would have a symbol change (example - the recent change of WFMI to WFM). At that point my calls start blowing up, returning an error message "Invalid symbol". This happens even if I ask for data in dates prior to the symbol change. Presumably I need to use the new symbol even for days when it did not really exist yet.

I know how to get splits (or at least some of them) via fundamentals messages. Is there any API that would allow me to get symbol change info?

Arnon Moscona

DTN_Steve_S
-DTN Guru-
Posts: 2034
Joined: Nov 21, 2005


Posted: May 10, 2011 09:03 AM          Msg. 2 of 4
Arnon, it sounds like you are correct as to the root of the problem you are experiencing. Unfortunately, we do not currently have symbol change messages available via the feed.

taa_dtn
-DTN Evangelist-
Posts: 114
Joined: May 7, 2004


Posted: May 11, 2011 12:34 PM          Msg. 3 of 4
I'd like to hear how other people are solving this problem.

I automated a check of the symbol guide changes list (it's a long URI; see iqfeed.net/symbolguide under NOTIFIES), but that information is often out-of-date. If it fails to include what I need, I check websites manually. Marketocracy seems to do a good job of tracking changes; I use Google and Yahoo as fallbacks.

I hope someone out there has a better solution!

Allen

arnonmoscona
-Interested User-
Posts: 5
Joined: Jun 8, 2010


Posted: May 16, 2011 05:24 PM          Msg. 4 of 4
Thanks. That's helpful, at least for manual use. Automated parsing of it seems a bit of an overkill for me right now.

Arnon Moscona
 

 

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