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20 Most recent posts:
IQFeed Developer Support » Level 1 data and Reset Book message Nov 24, 2020 03:17 AM (Total replies: 2)

Got it. Sounds logical. Thank you for the confirmation.

IQFeed Developer Support » Level 1 data and Reset Book message Nov 20, 2020 06:04 AM (Total replies: 2)

Hello,

What kind of Update message should we receive in Level 1 data feed in case, if, for example, there are no active bid orders on the market anymore after the latest trade, and the bid side of the book should be cleared?

I guess, there should be a special case for this situation? What will be the values of "Message Contents" field and bid related fields ("Bid" and "Bid Size")?

Could you please clarify?

Thank you.

IQFeed Developer Support » Performance of historical API v5.1 Sep 4, 2014 12:32 PM (Total replies: 3)

Hi Tim,

Thank you for your answer.

Yes, it looks like you are right. We have missed that API 4.9 does not send the confirmation of the protocol before data (S,CURRENT PROTOCOL), so the first data message was just skipped when working under API 4.9. And of course every next bar after the first one was received in 0-1 ms.

Response time in API 4.9 is approximately the same as in 5.1...

Thank you for your help.

IQFeed Developer Support » Performance of historical API v5.1 Sep 1, 2014 07:09 AM (Total replies: 3)

Hi,

One of our clients has a use case when he requests several one-minute bars for a set of symbols. In this case we open a socket and send several requests, one after another:
- send a request for symbol A
- receive and process data for symbol A
- send a request for symbol B
- receive and process data for symbol B
etc.

When using API 4.9 we are able to get huge amount of symbol's data during one minute, we get a response from IQFeed immediately after the request (0-1-2 ms.).

When using API 5.1 we are not able to do this. When the request is sent, it takes about 300-700 ms. to get the first data message for the requested symbol. I.e.:
- send a request for symbol A
- waiting for a response from IQFeed (~500 ms)
- receive and process data for symbol A
- send a request for symbol B
- waiting for a response from IQFeed (~500 ms)
- receive and process data for symbol B
etc.

In this situation we are able to get data for only 2 symbols in a second, 120 symbols per minute... This is very slow...

1. Why does this happen? Is it possible to make it working faster, as it was before?
2. Are there any new limitations in new API 5.1?
3. How many simultaneous threads can request data from IQFeed at the same time? What is the limit? Which is the optimal number?

Note:
We use Java API, request type is "HIT".
We used "LookupClient.java" example from IQFeed SDK for testing.

Thank you.

IQFeed Developer Support » "Invalid symbol" message from server Jan 27, 2014 08:31 AM (Total replies: 3)

This list was provided by our customer...
Okay, I got your idea. But these 4 symbols from the list - BAC1422B3, BAC1422B4, BAC1422N1, BAC1422N2 - exist and can be found on your site using Symbol Lookup, but still return the same error.

IQFeed Developer Support » "Invalid symbol" message from server Jan 27, 2014 05:31 AM (Total replies: 3)

Hi,

We try to request interval data using HIT command, but we get strange error back, that the symbol is not valid. Why? What's wrong? Some of symbols are Ok, some of them (with another strikes) are invalid... Very strange behavior.

For example:
TX: HIT,BAC1422B29,60,20130711 071126,20140127 061126,,1,,1
RX: E,Invalid symbol.

Full list of symbols which we can not get:
BAC1422B34
BAC1422N25
BAC1422N24
BAC1422B33
BAC1422B32
BAC1422N27
BAC1422N26
BAC1422B31
BAC1422N29
BAC1422N28
BAC1422B36
BAC1422B35
BAC1422N30
BAC1422N31
BAC1422B30
BAC1422N32
BAC1422N33
BAC1422N34
BAC1422B3
BAC1422N36
BAC1422N35
BAC1422N1
BAC1422N2
BAC1422B4
BAC1422B25
BAC1422B24
BAC1422B27
BAC1422B26
BAC1422B23
BAC1422B22
BAC1422B29
BAC1422B28
BAC1422N22
BAC1422N23

IQFeed Developer Support » SELECT UPDATE FIELDS Nov 19, 2013 02:43 PM (Total replies: 6)

Tim,
Thank you for your answer, now it's clear.

But if to be honest, I can't find no word about the case you have specified, that "S,CURRENT UPDATE FIELDNAMES,.... is sent when a protocol is changed". I have checked both of the links you have mentioned.

IQFeed Developer Support » SELECT UPDATE FIELDS Nov 19, 2013 12:59 PM (Total replies: 6)

Do I understand right, that one "S,CURRENT UPDATE FIELDNAMES" message is sent always, regardless of anything?
And if I want to send "S,SELECT UPDATE FIELDS" command I need to skip the first response and to process the second one only?

There is nothing about the first "S,CURRENT UPDATE FIELDNAMES" message in the documentation...

IQFeed Developer Support » Streaming bars Sep 19, 2013 07:11 AM (Total replies: 1)

Hi,

I have a question about streaming interval bars.
Are there any requirements (limitations) for the Interval parameter of the request?
And how does this actually work? For example, daily bars... IQFeed will be able to publish daily bar once it is available on their end?
Or streaming bars are for intraday only?


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