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Viewing User Profile for: DTN_Steve_S
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Joined: Nov 21, 2005 02:10 PM
Last Post: Mar 11, 2019 10:27 AM
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DTN_Steve_S has contributed to 2080 posts out of 18987 total posts (10.95%) in 4,866 days (0.43 posts per day).

20 Most recent posts:
IQFeed Developer Support » NHL News Headlines Request Mar 11, 2019 10:27 AM (Total replies: 5)

I don't see anything that would indicate any of these issues are results of an error in the API (not 100% sure if that's what you were indicating or not but figured I'd mention it).

At this point, I would recommend turning on the logging in IQConnect to show you the Lookup Requests and Data for troubleshooting. You can do this via the example app.

I'm fairly certain you have something mixed up in your request/response processing code and hopefully the logfile will show you exactly what the feed is receiving from your app and sending in response.

The text vs XML issue has to be an error where you're either not actually sending the t or you are sending the t in the wrong field.

IQFeed Developer Support » NHL News Headlines Request Mar 11, 2019 08:41 AM (Total replies: 5)

Hello. There are a couple things to consider here. Your S,SET PROTOCOL command isn't correct. You should be getting an error message back on that request. It only uses Major/Minor. The results you are getting are for a config request. You have to be sending this request somewhere in your code (nothing automatically does this for you in the API itself).

Other than that, your request works fine for me and returns headlines (only a few results copied here for brevity):

N,RTK,22120099247,:DKK:,20190311092941,Denmark Inflation Slows In February
N,RTK,22120096642,:EUR:,20190311091801,German BDI Cuts 2019 Growth Forecast To 1.2% From 1.5%
N,RTK,22120096422,:NOK:,20190311091351,Norway Inflation At 7-Month Low
N,RTK,22120093159,:EUR:,20190311085320,Estonia Trade Gap Narrows In January
N,RTK,22120087392,:USD:,20190311083820,U.S. Retail Sales Unexpectedly Rise 0.2% In January
N,RTK,22120086279,:USD:,20190311083100,U.S. Retail Sales Rise 0.2% In January, Ex-Auto Sales Climb...
N,RTK,22120062151,:EUR:,20190311065957,Ireland Construction Growth At 7-Month High
N,RTK,22120056465,:EUR:,20190311062747,Malta Jan Industrial Production +2.3% On Month Vs. -7.0% In...

IQFeed Developer Support » Historical tick data issues Feb 26, 2019 06:42 AM (Total replies: 3)

Hello, concerning the trades in question. These are valid trades so it will be up to you to filter within your app. However we provide some help on filtering these by sending the trade conditions for each trade along with a classification of last-qualified or non-last-qualified. In your example, all of these trades are non-last-qualifed ODDLOT trades. Additionally, 4 of the 5 are labeled as CASH trades with the 5th being labeled as TTEXEMPT.

You will have to do some experimentation to figure out exactly which types trades you want to exclude from your analysis.

I am still looking into the volume discrepancy however, generally speaking, summation of tick volumes and comparing to total volumes is not a valid data verification technique because frequently these will not match up due to corrections, inserts, deletes, etc by the exchange.

IQFeed Developer Support » History requests are slow to fill Feb 22, 2019 05:38 AM (Total replies: 3)

Jeff, I believe this is a different issue.

The issues referred to in this thread have been resolved.

I took a look at your requests on the servers and I see no requests that weren't serviced in under a second today. In fact, the longest was .07s.

This implies that any requests you have that aren't getting completed are never making it to our servers which is an entirely different problem.

Can you send me a complete log file (likely will need to be zipped) that demonstrates the issue to developer support?


We continue to actively monitor this thread and the information you are providing is being utilized by our network, development and operations teams. aQuant, regarding your comment “I would like to see some involvement of IQFeed support in this… if they really want to solve it” – the answer is absolutely yes. We are here to support our customers and continually improve our products. Feedback from each of you is critical to our continued success.

There is a lot of action going on behind the scenes at DTN to further optimize our service and increase resiliency. This involves not only our staff, but teams in the middle and all the way through to the exchanges. In fact, this morning we received word that the CME is performing maintenance on fiber connections that we believe could be responsible sporadic dropped packets that may result in the reported stuck bids. Please continue to share your findings by sending them directly to developer support, and we will continue to work with you to resolve any issues you are experiencing.

IQFeed Developer Support » Latency of Q messages Feb 19, 2019 08:45 AM (Total replies: 3)

The KBQueued value in the diagnostics app is just a display frontend for the clientstats messages on the Admin port from IQFeed via the API.

Turning this on/off and message format is documented here

Not sure if you were aware of that based on your post so wanted to make sure.
Edited by DTN_Steve_S on Feb 19, 2019 at 08:47 AM

If you can give me a recent example, I should be able to verify but I think this would be a case where the exchange sent a settlement for the contract but no trades occurred.

IQFeed Developer Support » Problem with Open price Feb 19, 2019 06:50 AM (Total replies: 1)

Unfortunately there isn't a real good way to do this because we include Extended Trades (which are some Form T trades) in our minute data bars.

However, one thing I'll note here is that generally speaking, IQFeed only adjusts daily data for splits. There are a few cases where in the past (and by few, I mean once or twice a year across all stocks on average) we have also manually adjust data for other corporate actions and/or dividends but I believe we stopped doing this several years ago.

Your example VVV has not had any splits registered in our system so the daily data should be un-adjusted.

So as a result, you should be safe (of course you will want to verify this using your own methods) to use the daily data as is for any symbols that haven't split.

DTN.IQ Client Software Support » "Invalid interval reference time" Feb 19, 2019 06:41 AM (Total replies: 4)

Hello, are you still having problems with this? For me, those request do not return data but they are also not returning the error you are seeing.

IQFeed Developer Support » Latency of Q messages Feb 19, 2019 06:38 AM (Total replies: 3)

Hello, my apologies for the delay responding to this.

Generally speaking, the markets are naturally very "bursty" in terms of how messages are received from the exchanges. I haven't verified with your specific symbols but you are using some of the most active futures contracts as I'm sure you know. I wouldn't be surprised if your few symbols frequently burst well beyond your 1000 message loop test (unless I'm not understanding your test).

A 30s delay is certainly not normal and figuring out where that data is getting queued will help identify what needs to be fixed. If the data is getting to your machine but queued locally within IQConnect waiting to be delivered to your app, then in the diagnostics app, on the client stats tab, you will see the KBQueued column count up for your app's connection. If this number is zero even when you are seeing delays in your app, then the data isn't able to be delivered to your machine and is being queued on the server. Once we know this information it will be easier to identify what is causing the delay.

IQFeed Developer Support » Latest float Feb 18, 2019 02:04 PM (Total replies: 1)

This is not available in IQFeed currently.

Sorry for the delay responding here.

I'm not finding an API account for you based on your info in your forum account. If you would like to PM me your account info I can provide better info (or email dev support).

With that said, my best guess without being able to check anything else would be to make sure you are running the latest beta version posted on the website (if you haven't already). There are changes in that version that help support @TU contracts.

This is not expected behavior. All symbols should be handled the same in this regard.

I can't even think of anything that could potentially cause this type of behavior. How long did you wait for updates before rewatching the symbols?

Can you tell me which options symbols you are watching?

IQFeed Developer Support » Fundamental Data Message Feb 8, 2019 08:51 AM (Total replies: 3)

Not currently.

In IQFeed 6.1 we plan to release a new feature that will enable you to download batches of fundamental data by exchange/security type.

I don't believe this is possible with IQFeed because we don't provide the regional equity options data (we only provide the NBBO quotes for options).

However, have you compared the prices/sizes on that screen with our option chains application that is include with the feed? I'd like to make sure we aren't simply dealing with terminology differences before confirming for sure that we can't provide you the data you need. Assuming that we are simply talking about availability of data differences here, if you compare the two displays side by side, I would expect that the prices on the contracts to match but the sizes to be different (ours being smaller since IB is aggregating sizes for you).

1. Yes, assuming the new $300/800 bid is still the bid side of the NBBO.
2. No, when given the same price, larger size wins so the NBBO hasn't changed.
3. You will receive a new message with $30/200 for MC 10 because that is the new NBBO.

It sounds like you are trying to derive depth of market information from the feed. Unfortunately, you cannot accurately build depth or order book from the NBBO that we provide in the Level1 feed. Additionally, you can only get a limited glimpse of depth even from regional data or the Level 2 data we provide because you cannot determine if a single region/market maker has the top 3 levels of depth (for example) or not.

IQFeed Developer Support » History requests are slow to fill Jan 28, 2019 01:39 PM (Total replies: 3)

Hello, this is something we are actively investigating.

IQFeed Developer Support » Incorrect L2 data for futures Jan 28, 2019 07:02 AM (Total replies: 3)

Hello, I do see a potential issue here:


For whatever reason, the Bid is invalid in this message. This is marked in the BidInfoValid flag at the end of the message. I can't think of a reason that the MD01 would ever be invalid though (this is what requires investigation).

Also, make sure you are paying attention to the end of group flag in the last field of the message. This field , when false, indicates that the message needs to be processed as part of a group. Essentially, only when this field is true should all depth levels be considered correct.
Edited by DTN_Steve_S on Jan 28, 2019 at 07:03 AM

Hello, we rolled out some software updates to our history servers this past weekend that caused this briefly.

These errors are no longer happening on either version.

NOTE: this build will correctly display prices in streaming quote/trades (Level 1 / SnapQuote). However, the history servers still need updated before you will see correct prices there (Time&Sales/Charts). That release is coming soon on the server side and this build will support it when they roll out.

This release also has several bug fixes as follows:

IQFeed v6.0.1.0 - 2019/01/18 - Changes since last Release
• Added support for 64bit (8+ decimals) precision prices in streaming (Level 1) data and History data (as soon as the history servers support rolls out).
• Time & Sales now autosizes on headers and data.
• Time & Sales filters button now stays active while filters are enabled.
• SnapQuote now has the ability to change fonts and autosizes the grid appropriately so it can be read at higher resoultions and scaling.
• Watchlist right-click menu cleaned up.
• Watchlist alerts reset screen will now accept all appropriate keystrokes.
• Fixed several settings with the lower studies settings either not working or not saving in charts.
• News now saves splitter window sizes and should load up in a more user friendly state.

You can download this build on the IQFeed website here:§ion=download

If you encounter issues with this build (especially anything with the specific fixes mentioned above), please make sure to contact our Customer Support group so that the issues can get logged/addressed as necessary.
Edited by DTN_Steve_S on Jan 18, 2019 at 02:25 PM

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