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Viewing User Profile for: quickTick
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Joined: Nov 17, 2013 11:55 PM
Last Post: Dec 20, 2016 09:09 AM
Last Visit: Dec 21, 2016 12:23 PM
Occupation: Investing
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Post Statistics
quickTick has contributed to 31 posts out of 17787 total posts (0.17%) in 1,199 days (0.03 posts per day).

20 Most recent posts:
IQFeed Developer Wish List » Support for Linux API for the datafeed? Dec 20, 2016 09:09 AM (Total replies: 25)

It might be not so difficult to write the core IQConnect itself in a lightweight cross-platform library like SDL2, as a command line utility. Even if the the thread functions or SDL2_NET network functions aren't sufficient, their source code could at least serve as a starting point. The apps, for example IQWatchQuote and Diagnostics, could still run on Wine (at least initially).

IQFeed Developer Support » Last price between Bid/Ask range Nov 28, 2016 05:38 PM (Total replies: 11)

Is it not possible for this to happen whenever there are "hidden" orders on the book of any exchange, and/or in one of the dark pools? In those cases it is simply not possible to tell if the active order was buy or sell, as far as I know (my knowledge of these things is still very incomplete).

...l'm not sure if I understood the question as it was meant...
Edited by quickTick on Nov 28, 2016 at 05:39 PM

IQFeed Developer Support » ESZ16 is missing intraday back fill for 11/7 Nov 7, 2016 06:43 PM (Total replies: 12)

Maybe just the 600 data points limit you specified?

Looking for that as well. If there aren't any existing one's, it'd be great to have at least one of each (Future, Stock, Stock Option) simulated for testing purposes.

For example, @ESTEST# (and/or @NQTEST#) could repeat the market data for @ES# from the last trading day with timestamps offset for current time.

IQFeed Developer Support » Market Depth Entry for IEX Apr 20, 2016 01:16 AM (Total replies: 5)


IQFeed Developer Support » Market Depth Entry for IEX Apr 19, 2016 04:47 PM (Total replies: 5)

I see. How about getting the IEX "TOPS" data feed from IEX directly? My understanding is that it is free of charge. While the TOPS data feed doesn't seem to be available to the public, I'd guess they would be happy to have you as a "Market data partner".

IQFeed Developer Support » Market Depth Entry for IEX Apr 19, 2016 02:34 PM (Total replies: 5)

It seems market depth has bid and ask entries for all kinds of non-exchange entities.

Why not for IEX?

This would be very useful as my broker allows directing orders to IEX.

IQFeed Developer Support » Tick data into OHLCV Apr 8, 2016 02:10 PM (Total replies: 22)

By the way: Some minutes actually do have 61 seconds. The last one was apparently at "June 30, 2015 at 23:59:60 UTC".

How is this handled by IQFeed? Wouldn't want my app to crash in such a case.... :)

IQFeed Developer Support » Market time in Admin STATS msg Feb 10, 2016 11:06 AM (Total replies: 2)

Fixed in

IQFeed Developer Support » Market time in Admin STATS msg Feb 5, 2016 01:46 PM (Total replies: 2)

Just noticed in the admin STATS message, "MarketTime" field, it said "Mar 05 02:35PM". Instead of "Feb". Didn't check if this is 5.2 specific or not. However "StartTime" is correctly "Feb 04 9:21AM".

(I'm assuming Application B has its own admin socket connection. That might be necessary.)

AFAIK you can just close the sockets of Application A. IQConnect will terminate only if all sockets are closed, so if Application B still has sockets open, IQConnect will remain connected.

Also IQConnect will terminate only after a timeout, which can be changed per command line option and some registry setting.

Another thing your application could do, is use S,CLIENTSTATS ON to see which other connections exist, but that doesn't seem necessary.

Hope that helps until DTN will respond tomorrow.

IQFeed Developer Support » Beta fails instantly under Wine Jan 20, 2016 03:27 PM (Total replies: 21)

FYI, meanwhile I found that with a different "distribution" of WINE I have different problems. (However I'd prefer to keep using the same one).

I'm using 5.2 protocols to some extent, and that appears to work fine.

IQFeed Developer Support » Beta fails instantly under Wine Jan 18, 2016 05:46 PM (Total replies: 21)

Thanks for your response!

Just a bit more info:

Diagnostics worked fine with WINE using On, it does connect, but the crash comes after check-marking "Test IP List", which I guess is the same thing you were able to replicate. When I go to the "Client Stats" tab without running the test, it says "Not connected to IQFeed", however if I start the News app first (to run the auto-login), then Diagnostics will display any open sockets in "Client Stats".

IQWatchQuote actually works even the first time (including under if IQConnect is already logged in and running (which I usually do by running Diagnostics first). You are right that otherwise it did't enable the symbol field even with, however in that case it didn't crash when closing.

I found that the "Socket Error 10061" occurred even with when running News app the first time.

For now, it seems I can work around the issues by running the News app first.
Edited by quickTick on Jan 18, 2016 at 05:47 PM

IQFeed Developer Support » Beta fails instantly under Wine Jan 18, 2016 04:16 PM (Total replies: 21)

Running on WINE on OS X.

With it does connect and many tests of the Diagnostic app succeed, but then at some point the Diagnostic app will crash. Attached backtrace.

IQWatchQuote will start but the field for entering a symbol will remain disabled. Closing the window (which quits the app) will crash (with a different backtrace, let me know if you want me to send it).

The News app appears to work, however starting it up, the first time, it will bring up a dialog "Unable to connect to IQFeed: Socket Error 10061", but when I click OK it proceeds and works fine.

Then with my own app I can connect and some functions appear to work well, but I haven't tested it extensively yet (summary for watches and history appear to work fine).

Also the release notes for 5.2 don't seem to be accessible anymore. I think I was seeing them when going to "Developer Notices", opening the 5.2 notice, and clicking on the "release notes" link close to the end of it. Now this leads to the 5.1 notes.

IQFeed Developer Support » Maximum Symbol Length Dec 11, 2015 02:29 AM (Total replies: 3)

FYI, specifically for historical requests the docu states symbols are "Max Length 30 characters"

IQFeed Developer Support » Maximum Symbol Length Dec 2, 2015 03:56 PM (Total replies: 3)

Thank you, that's useful info!

Your connection log shows "S,SET PROTOCOL,5.1" only for the admin socket. Perhaps that's also necessary for the Level 1 socket.

Field 80 in the Level 1 Update/Summary Message:

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