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"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"Everything is working great with the API. I love it." - Comment from Calvin
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"It’s so nice to be working with real professionals!" - Comment from Len
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
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Viewing User Profile for: rbrodt
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Joined: Oct 23, 2008 10:33 PM
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rbrodt has contributed to 4 posts out of 20602 total posts (0.02%) in 4,966 days (0.00 posts per day).

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Since tick data is typically accessed sequentially (from start to end) instead of randomly (picking out a tick from the middle of at trading session) it makes sense to use a directory and file structure. One directory per trading instrument, and one file per trading session. To conserve space, we use a flyweight design pattern storing only the price and size offsets from an initial absolute price/size. So the tick file uses a "long" record that contains a timestamp, the LAST price and size, and volume, then subsequent ticks use a "short" record that contains a time offset from the previous record (in seconds), price offset (in "ticks" depending on the instrument) and a size offset. If the offsets are too large to fit into a "short" record, we write another "long" record. A day's worth of tick data is typically about 1Mb - small enough to be managed comfortably.


Never mind...I found my answer here:

http://forums.dtn.com/index.cfm?page=topic&topicID=2231

When I ran from the debugger, the app did not find the extra IQ32.DLL in the app install directory and everything was cool. But when I ran the app on production, I guess two instances of the DLL were being loaded.


Hi Steve,

I have already sent an email to support@iqfeed.net, but maybe someone else on this forum is experiencing the same problem...

I am developing a win xp app with ms vc++ 6.0 using the latest iqfeed client 4.5. Everything works fine on my development machine but when I try to run the app on a production machine, I am unable to connect. I am using SetCallbackFunction() then I spin off a separate thread to call RegisterClientApp() so that the main thread doesn't block. The iqfeed API never calls my callback. As I said before, this works in my dev environment but not in production. I have also tried running both the release and debug versions of the app on production and that did not work either. Also tried calling RegisterClientApp() from the main thread, same thing. Any ideas what might be causing this?

Thanks!
Bob

IQFeed Developer Wish List » mktsymbols.txt Oct 23, 2008 10:39 PM (Total replies: 1)

Is it possible to get a security type code along with the list of symbols in mktsymbols.txt ?


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