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jrojas has contributed to 34 posts out of 21185 total posts (0.16%) in 3,453 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » 4/12/21 Data Outage Status Updates Apr 12, 2021 11:09 AM (Total replies: 31)

Hi Mark,

Thank you your reply. I did not mean replying personally to me in this forum.

The problem is that this was a major outage, which in my personal case, I did not find out until the market opened.

At that point, I was not sure what to do. Maybe I missed an upgrade email or something else?

DTN should be able to post a general status update immediately once the outage is spotted on a more general form so all the subscribers can take action on it.

What is the point trying to answer individual calls and emails when the issue is a general one affecting everyone in the same way?

Please, could you check and see there is some sort of procedure in place to address these concerns going forward?

Thanks,

Jose

IQFeed Developer Support » 4/12/21 Data Outage Status Updates Apr 12, 2021 10:26 AM (Total replies: 31)

Thanks for the heads up and update. NOT!

IQFeed Developer Support » 4/12/21 Data Outage Status Updates Apr 12, 2021 09:15 AM (Total replies: 31)

Please update ASAP.

IQFeed Developer Support » Where is 6.0.0.5? Jul 16, 2018 06:53 AM (Total replies: 4)

Hi Stephen,

Thank you for the reply. In the developer section, there are links only to 6.0.0.4 and the older (rollback) version 5.2.7.0.

Maybe you guys need to update that and/or provide a single access point.

Thanks,

Jose

IQFeed Developer Support » Where is 6.0.0.5? Jul 16, 2018 02:04 AM (Total replies: 4)

Message was sent, but no download link available yet.

Please check?

Thanks.

Data and Content Support » QUOTE message VWAP data field invalid Nov 7, 2017 08:40 AM (Total replies: 55)

Hi Tim,

I upgraded to 5.2.7.0. Everything looks fine.

Thanks,

Jose

Data and Content Support » QUOTE message VWAP data field invalid Nov 1, 2017 08:40 AM (Total replies: 55)

Hi Tim,

I tried the beta version today. I subscribed successfully to all the quotes before the market open and now all the vwap values seem to be in line with what I would expect.

I guess the fix seems to have resolved the issue. It looks fine now.

Thanks for your help.

Jose

Data and Content Support » QUOTE message VWAP data field invalid Oct 30, 2017 11:12 AM (Total replies: 55)

Hi Tim,

Thank you for your answers. Sorry, I didn't get any direct email from you. Please could you check and resend it?

Thanks,

Jose

Data and Content Support » QUOTE message VWAP data field invalid Oct 29, 2017 09:56 AM (Total replies: 55)

Great Tim.

Where did you send the fix to? I will give it a go. Were you able to reproduce/find the issue?

After this fix, I have just a couple of questions about the actual VWAP calculation I would appreciate if you could answer for me.

1) Are you using any time interval to throttle the VWAP calculation or is the calculation in real time using the tick data as it happens?

2) Which price and volume fields are you actually using for the calculation? Are you doing any filtering on this?

Thanks,

Jose

Data and Content Support » QUOTE message VWAP data field invalid Oct 26, 2017 10:04 AM (Total replies: 55)

Hi Tim,

Just subscribe to all of those symbol before 9:30 and see it happening once all the prices start streaming in.

If the vwap is correct from the start, it seems to keep going fine aftwerwards.

Jose

Data and Content Support » QUOTE message VWAP data field invalid Oct 26, 2017 08:47 AM (Total replies: 55)

Hi Tim,

The symbols are just random ocurrences. Every day is a different symbol. It really has to do with the timing of the subscription. We should be able to subscribe at any time as before and be able to retrieve the correct vwap values. Until then we are just chasing our own tails.

Thanks for your help.

Jose

Data and Content Support » QUOTE message VWAP data field invalid Oct 25, 2017 03:30 PM (Total replies: 55)

Hi Tim,

Thank you for having a look at this again.

Right now, the biggest problem I see with this, is the need to subscribe to the quotes only after the symbol opens for trading. Anytime before that and the VWAP values are completly out of whack, at least for a very long time after the open. I guess the vwap calc will catch up eventually.

The problem with this logic is that it is not practical to wait after the open to subscribe. It does not make any sense. Think about it. For all the symbols I have positions pre market and any symbols I trade around the open, all of which I need prices for, the VWAP calculations will be wrong just when I need them.

For the rest of the symbols I just need to guess the best time to subscribe in order to get a VWAP number that makes sense. I have really no idea if the number is right or not. I have in the past compared it to Reuters and Bloomberg numbers, and sometimes they are close, but most of the time they are not.

At least, before we can look at the actual numbers, we should be able to solve the subscription time dependency issue.

Hope it helps,

Jose

Data and Content Support » QUOTE message VWAP data field invalid Oct 23, 2017 09:39 AM (Total replies: 55)

Tim for example, today UNIT, JBHT, MELI are way off 1h and 20 minutes after the open!

Data and Content Support » QUOTE message VWAP data field invalid Oct 23, 2017 09:36 AM (Total replies: 55)

Hi Tim,

The VWAP calculation is still off as previously discussed. The only difference is that now if I subscribe 5/10 minutes after the open, most of the VWAP values appear to be correct. However, there are still a few symbols way off.

Not ideal by any stretch, however.

Before all this got badly broken, we used to be able to fire on the subscriptions pre market and everything would be fine as the trading day progressed.

After that, at one point, the calculation was broken for everything.

After you got involved, the calculation is off for only some of them. I am not sure I can trust any it, though.

Jose

Data and Content Support » QUOTE message VWAP data field invalid Oct 23, 2017 09:14 AM (Total replies: 55)

Yes, indeed. This was never fixed as intended.

The only way to get some approximate working VWAP values for some symbols is to initiate the subscription only AFTER the market opens at 09:30. If you do this for say 500 symbols, most of them would be ok. However, you would still get some stale numbers for some of them.

A big mess if you asked me.

Jose

Data and Content Support » QUOTE message VWAP data field invalid Nov 1, 2016 08:30 AM (Total replies: 55)

Hi Tim,

Thanks for letting me know. Do I need to upgrade my API version?

Jose

Data and Content Support » QUOTE message VWAP data field invalid Oct 10, 2016 08:07 AM (Total replies: 55)

Hi Tim,

Any update on this? Do I need to install any new version?

Thanks,

Jose

Data and Content Support » QUOTE message VWAP data field invalid Sep 22, 2016 08:49 AM (Total replies: 55)

Great thanks. Looking forward.

Regards,

Jose

Data and Content Support » QUOTE message VWAP data field invalid Sep 19, 2016 09:25 AM (Total replies: 55)

Hi Tim,

Good to hear. Thanks for the update. Please keep me posted. I am waiting for this fix.

Regards,

Jose

Data and Content Support » QUOTE message VWAP data field invalid Sep 2, 2016 08:43 AM (Total replies: 55)

You mean a complete restart after the OPEN ??? That would be a no go for me.

Thanks,

Jose


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