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»Forums Index »Product Support »POLLS & SURVEYS »IQFeed Developers: EOD File or Stream?
Author Topic: IQFeed Developers: EOD File or Stream? (8 messages, Page 1 of 1)

Poll:
I prefer to have EOD data fed via a stream from IQFeed:
6 (100%)
I prefer to have IQFeed store an EOD file to the users hard drive:
0 (0%)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1741
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 15, 2004 04:10 PM          Msg. 1 of 8
If we were to make available an End Of Day data set by exchange, would you rather see that data presented as a flat file or a stream of data. We assume you would like a stream of EOD/Recap data so you can process just like you do now, but want to make sure before we look at implementation. The other option would be to store the file to the users hard drive for reading.

Jay Froscheiser
DTN Market Access, LLC.

David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004

I'd rather be...


Posted: Dec 15, 2004 05:16 PM          Msg. 2 of 8
I'd like both...

The block download has the advantage of a one time update that can be requested when required by the client, like any history file. It can then be processed either on or off-line for use in the current program or exported to other programs. It also has the advantage of not having to wait for a full recap cycle to occur to fully populate the database. I assume that it might not be ready until some time after the market closes. Another advantage of the block database download is each day can have its own allocation so that one can run quick comparison scans on fields after download. Nice way to look for short term breakouts in the whole stock universe by having previous days data still stored locally .

The stream has the advantage unattended of in-line updates of all symbols in the client universe without having to alter code, assuming it keeps the present format (like the 'p' update) One could also build a stand-alone symbol database on-the-fly. (I do this with the recap cycles in another product I maintain which uses the DTN real-time satellite. Its database has grown to over 190,000 symbols.) I also do auto-inserts of incoming symbols that lets me build various databases on-the-fly based on some selection criteria (simple one being defferent exchanges, others may be volume based, etc.) Also, many of my customers like to know of new symbols that emerge and are active.

What ever the choice, it is a big step in making DTNIQ / IQFeed service a complete product.

Each of the approaches may have bandwidth and implementation issues server side. The stream could be toggled client side just lke the headline news stream.

I look forward to this added capability.

Many thanks and much appreciaton for considering it!

David

IQXP Software
http://www.iqxp.com

LiveWire Update Service
PO Box 1417
Fairfield, IA 52556
641-472-8393
http://www.livewire-cablesoft.com/

js2004
-Interested User-
Posts: 30
Joined: Jul 19, 2004


Posted: Dec 15, 2004 08:57 PM          Msg. 3 of 8
Thank you very much for the quick response to our post.

Streaming end-of-day data may be better because it needs much less
effort for us to get it.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1741
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 16, 2004 07:56 AM          Msg. 4 of 8
David,

Not sure if you are aware, but we have always had a flat file of symbols for IQFeed you can download. It is available at http://www.dtniq.com/product/mktsymbols.zip. This might help you a bit.

Jay Froscheiser
DTN Market Access, LLC.

js2004
-Interested User-
Posts: 30
Joined: Jul 19, 2004


Posted: Dec 16, 2004 06:01 PM          Msg. 5 of 8
If an end-of-day file is available for download each day after market closed,
it will also be useful.

Either way, we will benifit from it.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1741
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 17, 2004 09:17 AM          Msg. 6 of 8
Either way we do it (looks like streaming is the top choice so far), it will ONLY be available after market hours.

Jay Froscheiser
DTN Market Access, LLC.

RHBailin
-Interested User-
Posts: 44
Joined: Oct 3, 2005


Posted: Apr 13, 2006 12:31 PM          Msg. 7 of 8
Can you do both?

I have associates in a trading group who were using Future Source but went back to CQG because of this very issue. They have a trading system that relies on end of day data and because of the way that system handles the feed is presented from LIFFE ( maybe EUREX or both, not sure) there is no easy way for them to automate the data grab.

I surmise that certain users want all the data supplied in one format but having EOD data in one flat file would be a great convenience to some.

js2004
-Interested User-
Posts: 30
Joined: Jul 19, 2004


Posted: Apr 14, 2006 05:26 AM          Msg. 8 of 8
I have been using my own program to get eod data frim IQFeed since the beginning of this year.

I run the program (it riuns automatically) at 4:05 pm everyday and it takes few minutes to get all the eod data (three major markets).

I got daily complete symboles from amex, nasdaq and nyse official website.

But if there is any eod file for us to download, it will be better. This way we can get the eod data anytime.
 

 

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