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»Forums Index »IQFeed Developer »IQFeed Developer Support »Changes in feed after weekend?
Author Topic: Changes in feed after weekend? (14 messages, Page 1 of 1)

AHA
-Interested User-
Posts: 23
Joined: Jan 31, 2012


Posted: Sep 8, 2014 02:57 AM          Msg. 1 of 14
Today I randomly get wrong timestamps in bid quotes for all symbols.
Wrong timestamp is "99:99:99.".

Did you change the feed?

If so, I would appreciate to get the information on any productive changes in upfront for the future.

Thank you.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 8, 2014 05:58 AM          Msg. 2 of 14
Good morning,

There was nothing of any interest that I know of, but I will check with the server team today. To help me focus my troubleshooting, is there a chance that it was happening previously and we didn't notice it or are we pretty sure that it just started this weekend?

Tim

maxdrawdown
-Interested User-
Posts: 6
Joined: Jun 6, 2013


Posted: Sep 8, 2014 09:29 AM          Msg. 3 of 14
I see the same thing. Never seen that before and been connected for years. I did not change anything or updated IQFeed over the weekend.

AHA
-Interested User-
Posts: 23
Joined: Jan 31, 2012


Posted: Sep 8, 2014 11:59 AM          Msg. 4 of 14
Tim, I'm sure that it wasn't happening before and sure that it just started today.

Problem is still current. I did a raw logging of about 20 minutes with XGU14.
There are about 40 wrong timestamps.

Seems the problem applies also to the ask side.

Q,XGU14,9748.00,4,9747.50,9748.50,6,5,99:99:99.,99:99:99.,12:31:55.202,71782,ba

AHA
-Interested User-
Posts: 23
Joined: Jan 31, 2012


Posted: Sep 10, 2014 01:04 AM          Msg. 5 of 14
Any news?

Timestamps are still wrong.

Svancara
-Interested User-
Posts: 6
Joined: Dec 31, 2008


Posted: Sep 10, 2014 04:53 AM          Msg. 6 of 14
I see it too.
Here are a data from the IQWatchQuote application:

Symbol: XGU14
Name: DAX SEPTEMBER 2014
Change: -27.00
% Chg: -0.28%
Last: 9684.50
Trade Volume: 1
Tick Trend: ­?····?···
Volume: 38004
Bid: 9683.50
Bid Volume: 5
Ask: 9684.50
Ask Volume: 3
Open: 9675.50
Close: 9711.50
High: 9697.00
Low: 9636.00
T Time: 05:27:28.522
Delay: 15
ChgFrmOpn: +9.00
Volatility: 0.63%
Mkt Cap:
% OffAvgVol:
Bid Chg: -0.50
Ask Chg: 0.50
Spread: 1.00
Range: 61.00
ET Last: 9684.50
ET Change: -27.00
Restricted:
TradeDate: 09/10/2014
Exp Date: 09/19/2014
DaysToExp: 9
Open Int: 132975
Mkt Center: EUREX
Settle: 9711.50
Settlement Date: 09/09/2014
Trades Today: 19163
VWAP:
Tick ID: 4759144
FSI:
Ask Time: 99:99:99.
Bid Time: 99:99:99.
52wk High: 10056.00
52wk Low: 8903.00
52wk High Date: 06/20/2014
52wk Low Date: 08/08/2014
Years High:
Years Low:
Years High Date:
Years Low Date:
SIC:
NAICS:
Prev Vol: 101530
Hist Volatility: 13.35
P/E:
Beta:
EPS:
Exchange Root: DAX
Div Amt:
Div Rate:
Div Yield:
Ex Div Date:
Pay Date:
Cmn Shr Out:
Assets:
Liabilities:
Debt:
Balance Date:
Growth %:
Fisc Yr End:
Strike:
Short Interest:
Split #1:
Split #2:
% Held:
Avg Vol:
Open Range 1:
Close Range 1:
Open Range 2:
Close Range 2:
Options:

Edited by Svancara on Sep 10, 2014 at 04:53 AM

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 12, 2014 10:07 AM          Msg. 7 of 14
Good morning,

We were able to get a fix rolled out and I just wanted to check base that things looked better on your end as well?

Tim

maxdrawdown
-Interested User-
Posts: 6
Joined: Jun 6, 2013


Posted: Sep 12, 2014 10:50 AM          Msg. 8 of 14
The last invalid time I see was at 18:00 ET last night. All good since then.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 12, 2014 10:51 AM          Msg. 9 of 14
Glad to hear it! Thanks for the confirmation.

Tim

AHA
-Interested User-
Posts: 23
Joined: Jan 31, 2012


Posted: Sep 12, 2014 02:19 PM          Msg. 10 of 14
Last invalid timestamp I see was also yesterday.

Could you describe the fix and what caused the bug?

maxdrawdown
-Interested User-
Posts: 6
Joined: Jun 6, 2013


Posted: Sep 15, 2014 12:59 PM          Msg. 11 of 14
It's not fixed: I still get a few in batches every few hours. Much less than before, but issue is still not completely resolved. This never happened before.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 15, 2014 01:29 PM          Msg. 12 of 14
Can you send me a copy of the message in question? Bid and ask times, when they are blanked out by the exchange, are sent through as 99:99:99. If I can see an example message, I can verify if they are correctly showing that value or if the time stamp was incorrectly modified. I am not seeing these except in cases where they are intentionally blanked so far since the correction was put into place.

Tim

maxdrawdown
-Interested User-
Posts: 6
Joined: Jun 6, 2013


Posted: Sep 15, 2014 11:07 PM          Msg. 13 of 14
At 17:00:00 ET on 09-15-2014

AskTime for @DX: '99:99:99'.
BidTime for @DX: '99:99:99'.

Then at 17:15:00

BidTime for @AC: '99:99:99'

Then at 20:00:00 (notice a pattern in the time?)

BidTime for PCAR: '99:99:99'.
There were a bunch more at 20:00:00. All stocks.
Edited by maxdrawdown on Sep 15, 2014 at 11:24 PM

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 16, 2014 08:38 AM          Msg. 14 of 14
Hello,

These appear to be valid messages in our feed, the 99:99:99 time stamps are indications of a blanked time stamp, part of the recent releases included the support for these blanking codes from the exchange and each day, most exchanges will invalidate and clear out the bid and ask time, size, and price values. So at the end of extended trading period for stocks, for instance, at 20:00:00, all of the current bids and asks are invalidated, hence why you are seeing these messages.

Tim
 

 

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