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Viewing User Profile for: DTN_Tim Walter
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DTN_Tim Walter has contributed to 1222 posts out of 18704 total posts (6.53%) in 4,530 days (0.27 posts per day).

20 Most recent posts:
IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 12:27 PM (Total replies: 12)

You could also turn on the lookup logging in the diagnostics app (via start menu) and you should be able to confirm what we sent to your socket vs what you received.

Also, if you can send the request to me that you tested with, I should be able to confirm if the connection to the server completed successfully.

Tim

IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 12:03 PM (Total replies: 12)

There is nothing there on our end to stop a download from going for however long it needs. Are you getting a socket error or anything when it closes?

Tim

IQFeed Developer Support » Historical Data question Sep 11, 2018 11:00 AM (Total replies: 10)

Sorry, not sure what my unfinished thought was there. :)

Just let me know if there is anything else I can help with.

Tim

IQFeed Developer Support » Brent ICE problem Sep 11, 2018 10:36 AM (Total replies: 8)

I show about 2000 of 12000 trades in the last half hour are Other trades. That 1/6 ratio matches what we saw on previous checks as well.

Tim

IQFeed Developer Support » Brent ICE problem Sep 11, 2018 10:23 AM (Total replies: 8)

I do not think that Other Trades should be on the chart by Default, but I think it has to be an option that can be turned on if your customer would like to see them, even if only occasionally.

Other trades for ICE seem to always be implied trades. These are generally related to trades on underlying spreads and such.

Tim

IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 09:42 AM (Total replies: 12)

Understood. Generally I find that just storing those larger requests is the only way to go. The old data hardly ever changes and having to wait for 6 months of @ES tick data to download to see any results can be frustrating, so I would certainly recommend using some local storage options.

We are always looking at increasing our offering though and we revisit this subject from time to time, increasing it as new hardware and technology changes allow, so if our engineers and management determine we can start doing this in the future we will certainly do so.

Our apologies for the unexpected inconvenience.

Tim

IQFeed Developer Support » Brent ICE problem Sep 11, 2018 09:14 AM (Total replies: 8)

My numbers were for other trades only. Where are you pulling your data from? Your history, our history? If it is your local store, did it originate from the live stream?

07/09/2018 has these trades and about 2600 more in the first 6 hours. How many trades are you seeing for the entire day on the seventh? I am just trying to figure out where something went South because you appear to be missing a lot of data.

9/7/2018 5:59:30 AM 76.54 1 76.53 76.54<< 46453 0 0 14674970 Other Trade ICEEC IMPLIED
9/7/2018 5:59:30 AM 76.54 1 76.53 76.54<< 46452 0 0 14674964 Other Trade ICEEC IMPLIED
9/7/2018 5:59:11 AM 76.54 4 76.54<< 76.55 46401 0 0 14671888 Other Trade ICEEC IMPLIED
9/7/2018 5:59:11 AM 76.5 1 76.53 76.54 46396 0 0 80437674 Other Trade ICEEC IMPLIED
9/7/2018 5:59:11 AM 76.51 2 76.53 76.54 46395 0 0 80437673 Other Trade ICEEC IMPLIED
9/7/2018 5:57:54 AM 76.53 1 76.52 76.53<< 46325 0 0 41834986 Other Trade ICEEC IMPLIED
9/7/2018 5:57:40 AM 76.54 1 76.53 76.55 46321 0 0 14665696 Other Trade ICEEC IMPLIED
9/7/2018 5:57:40 AM 76.54 1 76.53 76.55 46320 0 0 14665691 Other Trade ICEEC IMPLIED
9/7/2018 5:57:12 AM 76.55 5 76.55<< 76.56 46310 0 0 14664575 Other Trade ICEEC IMPLIED
9/7/2018 5:57:08 AM 76.55 2 76.54 76.56 46304 0 0 14664182 Other Trade ICEEC IMPLIED
9/7/2018 5:57:08 AM 76.51 1 76.55 76.56 46301 0 0 41833578 Other Trade ICEEC IMPLIED
9/7/2018 5:57:08 AM 76.41 1 76.53 76.54 46294 0 0 80428594 Other Trade ICEEC IMPLIED
9/7/2018 5:57:02 AM 76.51 1 76.51<< 76.52 46226 0 0 14663233 Other Trade ICEEC IMPLIED
9/7/2018 5:57:02 AM 76.51 7 76.51<< 76.52 46225 0 0 14663223 Other Trade ICEEC IMPLIED
9/7/2018 5:55:50 AM 76.51 1 76.5 76.52 46207 0 0 14661605 Other Trade ICEEC IMPLIED
9/7/2018 5:55:50 AM 76.51 1 76.5 76.52 46206 0 0 14661599 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 3 76.52<< 76.53 46140 0 0 14656215 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46137 0 0 14656203 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46136 0 0 14656191 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 2 76.52<< 76.53 46135 0 0 14656179 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46133 0 0 14656167 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46132 0 0 14656155 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46131 0 0 14656143 Other Trade ICEEC IMPLIED

Tim

IQFeed Developer Support » Historical Data question Sep 11, 2018 09:02 AM (Total replies: 10)

Are you setting the protocol for your history connection to 6.0? That is probably what you are missing.

As to the other, period volume only reflects the last qualifying and Form-T trades (Extended) trades, so things like Other trades which can account for significant volume are not going to be there and that would skew any attempt to reconcile those two numbers.

You

IQFeed Developer Support » Brent ICE problem Sep 11, 2018 07:46 AM (Total replies: 8)

Ok, this is just a quick count on the 12:00 AM to 6:00 AM timeframe of what I have for implied trades, on EBX18, over the last 8 days.

9/11/2018 4038
9/10/2018 3034
9/7/2018 2592
9/6/2018 4984
9/5/2018 4259
9/4/2018 4895

I got these counts looking at what we have currently in history. So it looks like it is not unusual from my side. Is there a specific period that you are looking at or is there some other place my research may differ from yours?

Tim

IQFeed Developer Support » Brent ICE problem Sep 11, 2018 07:28 AM (Total replies: 8)

Thanks for the heads up, we'll take a look and let you know.

Tim

IQFeed Developer Support » Trade Aggressor Side Sep 11, 2018 06:40 AM (Total replies: 1)

Good morning,

We have been looking at adding this field. I do not know what all exchanges we will have at launch, but we will certainly look at this and hopefully we can get it for you soon. Thanks for the input.

Tim

IQFeed Developer Support » Historical Data question Sep 10, 2018 03:06 PM (Total replies: 10)

This is the example return from the daily request. I just rewrote this into the format that you were used to seeing from your example.

i.e.
[DATE],[HIGH],[LOW],[OPEN],[CLOSE],[VOLUME],[OPEN INTEREST]

from the webpage itself

Date Stamp CCYY-MM-DD Example: 2013-07-15
High Decimal Example: 928.00
Low Decimal Example: 916.36
Open Decimal Example: 924.30
Close Decimal Example: 924.69
Period Volume Integer Example: 1961361
Open Interest Integer Example: 128

IQFeed Developer Support » Historical Data question Sep 10, 2018 02:19 PM (Total replies: 10)

I was looking at the daily request a bit farther down on the same page.

Tim

IQFeed Developer Support » Historical Tick Data Request Hours Sep 10, 2018 12:21 PM (Total replies: 12)

Hello, This is documented in our API FAQ document and I believe in other places as well, but I would have to look around to see what the exact links would be. We limit things just during the main day trading session, 9:30 AM to 16:30 PM. It is done simply to ensure we keep a high performance level during the highest user loads. Outside of these hours, the number of active users drops off considerably which allows us to perform the longer requests with no impact to others.

Tim

IQFeed Developer Support » Historical Data question Sep 10, 2018 10:53 AM (Total replies: 10)

Good morning,

Where did you see the format listing that you mentioned?

That is not what I show in my docs, it should be

[DATE],[HIGH],[LOW],[OPEN],[CLOSE],[VOLUME],[OPEN INTEREST]

Which results in :
Open = 84.30
Low = 84.27
High = 84.46
Close = 84.43

I think that is the issue. So please let me know where you got the info and I can try to get it updated.

Relevant documentation:
https://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

Tim

IQFeed Developer Support » Issue with HIT lookup message Sep 4, 2018 07:26 AM (Total replies: 3)

I'll add it to my board. Maybe I will add a FAQ specific to history that would cover this kind of thing.

Sorry for the inconvenience.

Tim


We plan on putting in a header at the top as well, so you might want to consider for that as well.

Once I know where the file will live I will let everyone know.

Tim


Having the file is part of the long term view, we just need to finish it up and get it QA'd of course, so that when you are receiving it, it is correct.

Tim


Hi guys,

Well, evidently there is more work to be done on that file creation process. This file is all I have ready access to give you though, so while the symbols are up to date, these last trade dates do appear to be wrong. We will get that addressed before we go live of course. In the meantime, you could do an HDD request on each to get the last traded date. The expiration is in the symbol itself if you wanted to parse it out for the ones it is blank on, but otherwise when it is there, it appears to be correct.

The current file is on the FTP now.

Tim


Good morning,

Yes, your assumption is correct. I will try to get a new file created Monday morning for you when I get back in.

Tim


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