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Viewing User Profile for: DTN_Gary_Stephen
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DTN_Gary_Stephen has contributed to 149 posts out of 19885 total posts (0.75%) in 520 days (0.29 posts per day).

20 Most recent posts:
IQFeed 3rd Party Software Support » Bar Watch Help Yesterday @ 06:55 AM (Total replies: 7)

Here's what the UpdateInterval parameter does in the BW command: it gives you something to check for to ensure that your most recent message is current. If it's turned on, you'll get an incomplete BU message whenever a new tick has a trade in it. If you're watching a symbol, and no such new message has come in, you'll know that the most resent BC message is the most recent one. Or you can use the contents to update.

But yes, the interval bars work as described in the Tim Walter message, even I think he was talking about historical bars in general and not the BW feature. A new bar is not sent until completed, unless you turn on UpdateInterval and look for new data before the bar has been finalized.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed 3rd Party Software Support » Bar Watch Help Dec 1, 2020 11:50 AM (Total replies: 7)

Your command is correct and should return data. Port 9400 doesn't need the S,SET PROTOCOL command. Are you sending /n/r at the end of your command?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



QCollector is a third-party software, but I can give you an answer from the IQFeed perspective:

Any IQFeed history command can also be used on an expired options symbol, if you know the symbol. The Option Chains feature in IQFeed cannot be used to retrieve expired option symbols, only current ones. But a list of all past symbols that have data in our system can be found at ftp://www.dtniq.com/beta. The file name is IEOPTIONS.ZIP; there are current and older versions of the file. The file contains a list of all the option symbols we have historical data for (meaning they must have traded at least once).

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Questions on end-of-day data (EDS, HDT) Nov 23, 2020 04:22 PM (Total replies: 1)

1. Not as far back as 2010. As you discovered, the EDS/FDS/5MS commands can return a complete list back to about May 21 2018, when those commands were first introduced. That also answers your question #3.

2. Yes, but keep in mind that you must specify both an exchange group and a security type. Only symbols that match both of those (e.g. equities on NASFAQ) will be returned.

3. See #1.

4. Daily history command (HD_) are adjusted for past splits. Interval (time) and tick history commands are not adjusted for past splits.

5. Data in EDS records is not split-adjusted.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



When a symbol is delisted, and then assigned to a different company on the same exchange, data from any prior company under that symbol should be deleted from history.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Level 1 data and Reset Book message Nov 23, 2020 02:54 PM (Total replies: 2)

When the exchange tells us to clear books (or any other field), this should appear in IQFeed Level 1 as a message with an empty field for the affected fields. The Message Contents field should also indicate b or a as appropriate, depending on whether bid, ask, or both was cleared.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » @LE#C prices Nov 20, 2020 08:06 AM (Total replies: 1)

I am looking into this now.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Buglab,

HID, @ES#,200,365,900000,,,,,,t

is a valid API request that should return at least 8 days' worth of tick data in intervals of 200 ticks apiece. What do you mean you get nothing? You get no reponse at all?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



For the record: tick history requests are additionally limited to 8 days during trading hours.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » RTH market open/close Nov 3, 2020 08:31 AM (Total replies: 1)

The API does not return makret open/close times, except: the Fundamental Message includes data points Session Open Time and Session Close Time, but these are for futures and future options only. I believe there is already a customer request for us to add market open/close time to the API; if not, I will create one.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Minute Aggregated Snapshot? Nov 2, 2020 04:23 PM (Total replies: 1)

Jabowery,

The DTN IQFeed API has three snapshot reports you can request: 5MS (5-minute snapshots), EDS (end of day), and FDS (fundamental data). You must specify a commodity type and an exchange group, such as all NASDAQ equities or all OPRA options. You can't create a custom list of symbols. You must specify S,SET PROTOCOL 6.1 because these commands only exist in 6.1 and later.

This page in the iqfeed developers website: http://www.iqfeed.net/dev/api/docs/MarketSummaryviaTCPIP.cfm goes into more detail about the reports. There is no additional charge to use them beyond the API subscription fee, and the subscription fee for the exchange(s) you want to run the report on.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Historical candles were changed Oct 26, 2020 01:41 PM (Total replies: 3)

Tarasov,

We are investigating something that might have caused the results you describe. I'll follow up on this thread when I have more info.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Historical candles were changed Oct 26, 2020 07:21 AM (Total replies: 3)

Tarasov,

Are you certain that both were identical HIT requests? Because different historical requests handle trades and volume differently.

Interval history (HI_) includes only Last Qualified and Form T trades, and the period volume will include only those trades, but total volume includes all trades.

Daily history (HD_) includes only last-qualified prices (not Form T), and the period volume will include only those trades, but total volume includes all trades.

However, the daily volume includes all trades in both cases. So if you're doing different types of requests, the total volume will appear different.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Phone/Email support temporarily unavailable Sep 28, 2020 07:14 PM (Total replies: 1)

UPDATE: This issue is now resolved, and our support team is available as normal.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



UPDATE: This issue is now resolved, and our support team is available as normal.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



IQFeed/DTN IQ/ProphetX Support cannot be reached at this time due to a widespread issue with Office 365 (https://twitter.com/MSFT365Status/status/1310696819135901696?s=20). We will respond as soon as possible. We apologize for any inconvenience this may cause.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Phone/Email support temporarily unavailable Sep 28, 2020 06:58 PM (Total replies: 1)

IQFeed/DTN IQ/ProphetX Support cannot be reached at this time due to a widespread issue with Office 365 (https://twitter.com/MSFT365Status/status/1310696819135901696?s=20). We will respond as soon as possible. We apologize for any inconvenience this may cause.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Get consistent historical daily data Sep 28, 2020 02:25 PM (Total replies: 3)

Great! Let me know if you have any more questions about the DTN IQFeed API itself!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Get consistent historical daily data Sep 28, 2020 07:14 AM (Total replies: 3)

HDX is a daily data command. It returns the last X number of days. HDX,AAPL,1460 would return the last 1,460 days, not different times within the same day.

Having said that, do you send this command multiple times within a day? What you may be collecting are partial datapoints for the current day. If you are specifying S,SET PROTOCOL 6.1 (which you should be doing, unless you have backwards compatibility reasons for doing otherwise), then the HDX command will include a partial datapoint for today. The HDX command doesn't return a time, so I'm guessing the timestamp in your DB is the time you sent the request.

Having said that, I'm not sure how you could get different results for 5-28, unless you were making these requests on 5-28.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


DTN.IQ Client Software Support » IQConnect not working on a new system Sep 14, 2020 02:04 PM (Total replies: 12)

Rohan,

OK, thanks for letting me know. I'll see what I can do to help.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



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