The data return order has changed.
Version 2.3.0.1 = least recent to most recent
Version 2.3.0.2 = most recent to least recent
Documentation reads:
HM responses come in a form of one period per coma separated line of text terminated with a <CR><LF>. The data is returned least recent to most recent.

Should Read - The data is returned most recent to least recent.

Is this going to be a permanent change to 2.3.

Roger

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http://mm95.com

Yes, the data return order for all history requests will be permanently changed. From v2.3.0.2 on, data will be returned most recent to least recent.

I will update the documentation to reflect this. Thanks!

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Natalie Hannan DTN Market Access, LLC.

(Sorry for the delayed reply -- I've been out of the country and am just catching up.)

At least for my software, this is an incompatible change, and I wouldn't have expected to see it in a "minor" release.

I sure hope there are going to be release notes that highlight every change in behavior!

Allen

There will be.

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Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS

I just subscribed to IQfeed and I am writing code to use the TCP/IP interface with Visual C++ to get Minute History data for US stocks.

From the postings on the forums, it looks like there are a lot of occurrances of bad data and long delays, interleaved data from multiple requests, missing !ENDMSG! codes, and disconnects that cannot be automatically reconnected (the system crashes or hangs when trying to reconnect).

A lot of these problems sound very difficult or impossible to work around particularly because the API does not seem to use the usual flags that you would expect in an asynchronous client server system running over the internet, like the data not being tagged with the request even though data from multiple requests may be interleaved.

This sounds awful and scary to me. Would it really be possible to run for 24 hours (or 16 hours) getting Minute History without getting into a lot of these problems. I would really like my program to be able to stay connected overnight and run for more than one day.

If not, does anyone know of another service that is more useable for getting minute hisroties on US stocks?

Thanks,
Larry Miller
miller@scientificinvestor.com

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L Miller

Larry,

We have hundreds of developers using IQ and thousands of users. Many run their apps for the entire week without intervention. However, your question is if you can run for 24 hours getting minute history. The answer is no. This is now what IQFeed is intended for. You would need to watch the streaming data and build your historical data on that. You can backfill minute data, but the minute data is not meant to be constantly polled to keep your minute database in tact. I am sure others will be able to attest to their running IQ for more than 24 hours at a time.

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Jay Froscheiser
DTN - Trading Markets

Jay,

Thanks for your reply. Lt me see if I can clarify exactly the best approach to use.

I need to get the current price of about 50 stocks every 10 minutes between 11:00 AM and 11:59 AM. I also need to do this for a different set of stocks between 3:00 PM and 4:00 PM.

Also, once every 15 minutes between 10:00 and 11:00 AM market time, I need to get the current price of about 500 stocks. The set of 500 stocks that I am interested in will change each 15 minutes. Thus 2000 different stocks wil be checked during the one-hour period.

I also need to do this 500 stock check at 15 minute intervals between 2:00 PM and 3:00 PM market time.

If I do all of the above using the streaming data, then I will be ignoring the great majority of the streaming data.

Is there some way to slow down the rate of delivery of the streaming data? or specify that I only want it once?

I can certainly just ignore it but it seems wasteful of bandwidth. Also, I would worry that the data might overflow somewhere in the pipeline. I can certainly do socket receives continually and efficiently dump the data at the receive end, but I don't have control of intermediate steps such as the flow control between IQConnect and the server.

Alternatively, is there a command that I can give to just get the current price of a stock? or a set of stocks? Would it be more efficient to issue this command for each of the 2000 stocks that I need data for between 10:00 and 11:00 AM? (and do a similar thing between 2 and 3 PM).

I know that I can issue a lot of w<ticker> and r<ticker> commands to the streaming feed system to do what I need to do but as I said, it seems wasteful of internet bandwidth.
In fact I could issue w<ticker> for a set of tickers and as I get a data back beck for each ticker, I can send r<ticker> for that ticker. Then the next 10 or 15 minute interval interval I can do this again - send a bunch of <w<ticker> commands (up to 500 I understand) and then send r<ticker> commands aftern I get a packet for each ticker. Is this tie best way to do it?

Thanks.

Larry Miller

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L Miller

One more equestion:

Would the HD,MSFT,1;

command given during market hours get me the previous day's open and close or the present day's open and current price?

Larry

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L Miller

Split Adjustment

Are the stock prices (in particular the close prices) split adjusted in the history data?

If not, does IQfeed provide any information about when splits (or stock dividentd) occur?

Thanks,

Larry

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L Miller

Larry,

You are trying to do some thing that IQFeed really isn't designed for. IQFeed is not very efficient with hundreds of watch and unwatch requests. It is meant to have a user set a watch and capture the data. However, we do have people using our feed for purposes like you want. Because of this, we have new server code in development that will make snapshot requests more efficient. If you want 10 minute bar data, it isn't a problem to request it on a number of stocks, but we would ask that you limit your requests to after market hours and throttle the requests so as to not have adverse effects on the servers.

If you ask for 1 day of data, you will get the current day. Thus, if you are looking for yesterday as well, you will want to ask for 2 days.

Regarding splits, our daily,weekly,monthly data is split adjusted, but the intraday (tick and minute) isn't. There is a fundamental data field which will tell you the last 2 split factors and dates.

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Jay Froscheiser
DTN - Trading Markets

Jay,
Thank you. I will follow your guidelines. I am glad that your daily, weekly and monthly data are split adjusted.
I also will eagerly await your new server code. Being able to get snapshots efficiently will make it possible for for me to provide a capability that allows users to do custom screens for stocks that rise more than a specified percentage from the market open to the present time.
Larry Miller

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L Miller