opttrade has contributed to 16 posts out of 18877 total posts
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20 Most recent posts:
thanks for reply.
So in summary this means:
If connected by multiple connections:
- In summary messages the values are correct but the "message content" may be wrong / incomplete when watching the same symbol via different connections. For example: if there is a value in Open then just the "o" is missing, but the open occured.
- In update messages all connected connections will get the same values and same correct "message content".
If so, I think I can work around this, but please take in on your roadmap for the next update
Are there any other surprises waiting for me when using multiple connections?
indeed, another program was connected to the feed.
But: I've a few programs working completly independend from each other - they don't know each other and are trading different strategies on different accounts.
Each of the programs opens a connection to the IQFeed and rely on the feed!
It's absolutly inaceptable that two different connections get differnet informations because the feed client says: hey, I've sent the open information allready to the other connections and because of that I don't give you the information...
Technically this leads to absurdity of accepting multiple connections.
This information is a big surprise to me and a showstopper in using IQFeed.
Any idea how to solve?
strange - did there something change on your side?
I just rerun my test and AAPL and also AA is giving me now "Cbaohlcv" in the summary as expected - Why?
thanks for the reply.
I just tried AAPL and AA a minute ago. Both have only "ba" in the summary message.
could you please explain me the message content flag a little bit deeper?
As far as I understand, when subscribing a symbol I get one summary message containing all requested fields and after that I get update messages containing only fields which changed.
When I start watching a symbol I would expect that all message content flags are set in the summary message for all conditions occured in that trading session till now.
But when I start watching a symbol during a trading session which is currently running the summary message (and also not update message) does never contain an "o" flag although it contains an open.
Does the "o" really only occur when you observe the open? I also would it expect in the summary message after the open signaling there is a valid open price in the summary.
thanks for prompt reply.
The problem seems to exist for a longer time, but we started just now to analyze the logs...
As we use business connection and enterprise equipment for routing and firewall (Cisco) I personally would exclude problems with it. Maybe the line is to Long between Europe and US
So the simpliest way will be to requery that symbols.
Many thanks and br
everyday I'm requesting historical minute data for the last trading day for about 3000 stocks and everyday I get somtimes connection errors for some symbols in the middle of the task. When I re-run the task then there are other symbols affected.
The logfile shows an error connecting the history socket
STATUS LookupError 3220 21 2018-11-13 12:17:19 History Connect Error SendIntervalRequest (22.214.171.124:60050). Error:10060.
TO CLIENT LookupError 3220 21 2018-11-13 12:17:19 REQ_HST_INT25,E,Could not connect to History socket.,
As I've no glue how the client internally is communicating with the Servers but it seem's the IQFeedClient having troubles sending the request. The socket connection from my app to the iqClient is still alive and not broken.
The errors (about 10-30 symbols out of 3000) appears never in a row - they are absolutly randomly.
I'm using IQFeed Version 126.96.36.199
thanks for clarifying!
Samples from Nov 5th having the problem:
STZ, AMTD, AAP, AEO, A, ADI, AEE, AEP, AET, AFL, ALB, BA, BAX, BRK B, BK, BSX,....
(and many more...)
samples from Nov 5th WITHOUT problem:
AIG, FCX, ATI, BJ, ADBE, DE...
(and a few more)
Knowing about the problem I currently avoid subscribing symbols in the morning and start the subscription at aprx. 10:00 or 11:00 EST. But to improve my automated trading it would be helpful to find the rootcause when and why this could happen.
on Nov 5th I started my automated trading at 02:47 am (EST) by subscribing L1 for approx 450 stock-symbols.
I understand that there is no or an old open prices in the message.
But the real problem was, that in the summary message content the "o" was set.
Why is the "o" flag set for summary at a point of time of a day where definitifly was no trading? And in update messages there was no further "o" flag for the rest of the day.
I would expect when subscribing to symbols on a day the first message containing an "o" will be sent around 09:30 but not at 02:47. Also giving sometimes an "old" open from the prev day does not make sense to me.
Is there a defined time on your side when you "reset" the open flag and the open price?
Edited by opttrade on Nov 7, 2018 at 07:38 AM
Edited by opttrade on Nov 7, 2018 at 07:39 AM
Thanks for the prompt fix.
I've to trust on Minute data because of some other issues and have now problems with CVX.
Could you pls check the minute data for CVX. The high of 1536.90 on 2018/09/21 at 14:13:00 (14:14:00 on your chart) can't be correct (In daily data you do not see that high)
It also seems, that this bar has been changed!
In an other download for CVX a time ago I got a high 120.44 and a volume of 4975 and now I get a high of 1536,90 and a volume of 4976...
many thanks for clarifying and updateing the documentation.
No good news to hear that daily streaming bars are not available "out of the box". I've to build daily charts reflecting the RTH (0930-16:00) only. So building the volume of the latest bar is a little bit tricky and will result in additional work on my side. I have to aggregate eg hourly derivative bars to the latest daily "streaming" bar by myself...
Many thanks for your support!
I try to build realtime charts for stocks, but the derivative data are not working as expected.
this gives back hourly bars as expected.
But I try to get daily bars showing the last bar in realtime. I use 86400 seconds for a day (as written in documentation)
E,INVALID PARAMETERS FOR BW REQUEST
It seems, that the largest possible interval is 2 hours (7200 seconds).
It's also not possible to create a derivative request for 3 (10800) or 4 hours (14400).
Is there a bug in documentation, a bug in the client (188.8.131.52), a limit for interval or do I completly missunderstand something?
The requests can easily be reproduced with the sample client.
Thank you for clarifying
maybe someone can help: I'm trying to get option chains for options in the past but can't get data.
I try to get Option chains for weekly options on ES. (Symbol is @EW)
According to the API docu I do that with the following request (c#):
In my understanding this should return all Option chains from 2011-2015.
Trying the same vor 2016-2017 give me the Option chains starting with @EWX16 to @EWJ17 (all are in the future from today)
By probing some single strikes I was able to download historical data so I know the data exists.
Does somebody have an idea what I'm doing wrong?