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sd_cm has contributed to 22 posts out of 18568 total posts (0.12%) in 5,083 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » mktsymbols.txt is incomplete again Nov 27, 2005 08:24 PM (Total replies: 2)

Both this file and mktsymbols.zip are missing at the very least, all of the OPRA symbols since Friday at 2pm CST. Please post a full symbol file as well as please fix the build process for updating this file. It saves DTN bandwidth for users to use this file instead of requesting full option chains and/or bad symbols! Thank You, Scott

IQFeed Developer Support » HD commands hang after 3988 symbols Oct 12, 2005 05:27 PM (Total replies: 15)

Thanks for putting together the test app sruff. As I posted I am also having this problem and look forward to a DTN resolution as soon as possible.

IQFeed Developer Support » HD commands hang after 3988 symbols Oct 10, 2005 09:31 AM (Total replies: 15)

>>scruff wrote: When it hangs up I need to kill IQConnect to even browse the internet

I've reviewed my code and still receive this exact behavior when downloading a large number of symbols with HT requests (works fine for small number of symbols < 500 or so, even if some requests are for bad or empty symbols). It is a single-threaded java and TCP/IP implementation. As I mentioned this code has worked well with 2.3.0.01 for many months. The only changes have been to accomodate new messages/ syntax on 4.0 and the synchronization issues referenced on another thread in this forum.

The program hangs in different places each time rendering all network access from that machine impossible until IQConnect is killed. Since others are having this problem I do believe the problem is with IQConnect. If scruff is unable to provide the demo mentioned I'll see what I can do to provide one. Thanks

IQFeed Developer Support » HD commands hang after 3988 symbols Oct 6, 2005 01:45 PM (Total replies: 15)

Thanks for the help. I'll take another look at my code. This could possibly be related to http://forums.iqfeed.net/index.cfm?page=topic&topicID=656 because I had to put code in to "clean out " the socket after an invalid symbol request after migrating from 2.3.0.1.

Will post if the lockup still continues to appear in IQConnect. Thanks

IQFeed Developer Support » HD commands hang after 3988 symbols Oct 5, 2005 06:22 PM (Total replies: 15)

I have 4.00.2 hanging on many successive HT requests. The code was working perfectly with 2.3.0.1 for many months, and now after many symbol requests the socket hangs (I am using java to register the client and then TCP/IP). In fact, when this occurs I cannot access the network with any program on the IQConnect computer (I receive a "no buffer space available" network error from other programs when trying to access the network. If I restart IQConnect (by stopping it in the taskbar causing my program to re-niitiate a connection) everything is fine until several more symbols and it hangs again.

Please make this a high priority as historical downloading does not appear to work in 4.0.2 for more than a few symbols.

Thank You,
Scott

Data and Content Support » mktsymbols.txt is missing chunks Sep 26, 2005 07:54 AM (Total replies: 5)

Jay - can you post the update schedule for this file? I, too, noticed that OPRA symbols were missing at 7pm CST on Friday, and were still missing on Saturday.

A suggested improvement to the process would be for DTN to replace the file only after a full rebuild (so a partial file is never publicly available).

Thank You-
Scott

Data and Content Support » Historical Futures Options Last Size==0 Aug 12, 2005 04:37 PM (Total replies: 1)

When requesting historical ticks for a futures option, such as @ESQ5C124000, the Last Size field is always 0 for what appears to be all futures options (at least CME and CBOT). This is not the case for options on stocks or indexes. The total volume field appears to have the correct volume, which is what makes me think this is a bug as opposed to a data availability issue.

Please advise if this will be fixed or if I should develop a work around. Thanks

IQFeed Datafeed Wish List » Futures Market Depth (Level II) Aug 12, 2005 10:25 AM (Total replies: 1)

<<Sorry for cross-post to developer list...my mistake>>

This would be useful to professionals on the API as well as to retail users on DTNIQ in a "ladder". Any plans for this?

On that note, is there any way to receive futures market depth from DTN via an API from any DTN product?

Thank You,
Scott

IQFeed Developer Wish List » Futures Market Depth (Level II) Aug 12, 2005 10:21 AM (Total replies: 1)

This would be useful to professionals on the API as well as to retail users on DTNIQ in a "ladder". Any plans for this?

On that note, is there any way to receive futures market depth from DTN via an API from any DTN product?

Thank You,
Scott

IQFeed Developer Wish List » Support for Linux API for the datafeed? Aug 12, 2005 10:17 AM (Total replies: 25)

I, too am interested in a Linux port, particularly with the lack of Level II equities on satellite.

IMO, the value proposition of Linux is not the upfront cost, but the same as other UNIX systems: better reliability, security, flexibility, and code transparency. The code transparency contributes to more stable applications. There is a reason every exchange has a UNIX-based infrastructure, not a Windows-based one.

Java is also an option in supporting multiple platforms. As a reference, I know at least the CBOT makes heavy use of Java on UNIX for data processing.


Thanks. The file is still incorrect. We use this file to save you guys the bandwidth of having to query the IQFeed every time for a symbol or option. Do you have a date by which the process will be back up and running?


Furthermore I noticed the missing symbols are available in the symbol lookup page on http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support§ion=guide&web=iqfeed, but if the link is clicked at the top of the page to download the symbols from

http://www.dtniq.com/product/mktsymbols.zip

The missing symbols are indeed missing from this file. Shouldn't the downloadable file match the searchable database on the web page?

Please reconcile the downloadable symbol database to current symbols. Thanks.


Thanks for the reply. I'm using:

http://www.dtniq.com/product/mktsymbols.txt


Missing symbol examples are @QMU5 and @QGU5 (not @QNU5). My mistake. Thanks


I've noticed these contracts (e.g. @QMU5 and @QNU5) are no longer in the symbols directory after moving from GLOBEX back to NYMEX in June. The last contract in the symbol directory for both of these is July 05. We process the symbol directory programatically and therefore are missing these products.

Can these be added back to the symbol directory so the directory actually matches what is available on IQFeed?

Thanks,
Scott

Symbol Directory on 7/19/05 missing symbols after 7/05:

@QG# EMINI NATURAL GAS JUL 2005 NYMEX
@QGK5 EMINI NATURAL GAS MAY 2005 NYMEX
@QGM5 EMINI NATURAL GAS JUN 2005 NYMEX
@QGN5 EMINI NATURAL GAS JUL 2005 NYMEX
@QM# EMINI CRUDE OIL JUL 2005 NYMEX
@QMK5 EMINI CRUDE OIL MAY 2005 NYMEX
@QMM5 EMINI CRUDE OIL JUN 2005 NYMEX
@QMN5 EMINI CRUDE OIL JUL 2005 NYMEX



Has this issue been fixed in 2.3.0.4? Thanks

Data and Content Support » WCE tick volume incorrect Jan 4, 2005 03:44 PM (Total replies: 3)

Thanks for the response. The problem is with the volume on each trade. If I request historical daily data the volume field is correct. However if I request historical tick data the volume is not correct (reporting 151,000 traded in @RSH5 as of 10:54 EST). It looks as though the error is that the trade volumes are multiplied by 100.

Please see attached tick stream for @RSH5. Thanks

2005-1-4 10:30:00,271.100000,20300,20300,271.100000,271.600000
2005-1-4 10:30:00,271.100000,200,20500,271.100000,271.600000
2005-1-4 10:30:00,271.100000,5100,25600,271.100000,271.600000
2005-1-4 10:30:00,271.100000,3300,28900,271.100000,271.600000
2005-1-4 10:30:00,271.100000,6300,35200,270.500000,271.100000
2005-1-4 10:30:00,271.100000,100,35300,271.000000,271.100000
2005-1-4 10:30:00,271.000000,1500,36800,271.000000,271.100000
2005-1-4 10:31:00,271.000000,900,37700,271.000000,271.000000
2005-1-4 10:31:00,271.000000,400,38100,270.500000,271.000000
2005-1-4 10:31:00,270.500000,3000,41100,270.500000,270.500000
2005-1-4 10:32:00,270.400000,100,41200,270.400000,270.400000
2005-1-4 10:32:00,270.000000,3000,44200,270.000000,270.400000
2005-1-4 10:32:00,270.000000,10000,54200,270.000000,270.400000
2005-1-4 10:32:00,270.000000,7600,61800,269.500000,270.000000
2005-1-4 10:33:00,269.600000,2300,64100,269.600000,270.000000
2005-1-4 10:33:00,269.600000,200,64300,269.600000,270.000000
2005-1-4 10:33:00,269.500000,500,64800,269.600000,270.000000
2005-1-4 10:34:00,269.500000,9500,74300,269.100000,269.500000
2005-1-4 10:36:00,269.400000,500,74800,269.100000,269.400000
2005-1-4 10:36:00,269.100000,100,74900,269.100000,269.400000
2005-1-4 10:37:00,269.100000,1500,76400,269.100000,269.400000
2005-1-4 10:38:00,269.100000,16900,93300,269.100000,269.400000
2005-1-4 10:38:00,269.100000,10000,103300,269.100000,269.400000
2005-1-4 10:39:00,269.100000,6500,109800,269.000000,269.100000
2005-1-4 10:39:00,269.100000,1000,110800,269.000000,269.100000
2005-1-4 10:40:00,269.000000,900,111700,269.000000,269.100000
2005-1-4 10:40:00,269.000000,500,112200,269.000000,269.100000
2005-1-4 10:40:00,269.000000,500,112700,269.000000,269.100000
2005-1-4 10:40:00,269.100000,2000,114700,269.000000,269.100000
2005-1-4 10:40:00,269.100000,500,115200,269.000000,269.400000
2005-1-4 10:41:00,269.400000,500,115700,269.100000,269.400000
2005-1-4 10:41:00,269.400000,1500,117200,269.000000,269.900000
2005-1-4 10:41:00,269.000000,3200,120400,268.500000,269.900000
2005-1-4 10:41:00,268.600000,2500,122900,268.600000,269.000000
2005-1-4 10:42:00,268.600000,200,123100,268.600000,269.000000
2005-1-4 10:44:00,269.000000,300,123400,268.600000,269.000000
2005-1-4 10:44:00,269.000000,1000,124400,269.000000,269.500000
2005-1-4 10:45:00,269.000000,1000,125400,269.000000,269.500000
2005-1-4 10:45:00,269.000000,100,125500,269.000000,269.000000
2005-1-4 10:48:00,268.600000,2400,127900,268.500000,269.000000
2005-1-4 10:49:00,268.500000,5000,132900,268.000000,269.000000
2005-1-4 10:49:00,268.500000,2000,134900,268.000000,268.500000
2005-1-4 10:51:00,268.500000,1000,135900,268.400000,268.500000
2005-1-4 10:51:00,268.500000,1000,136900,268.400000,268.500000
2005-1-4 10:51:00,268.500000,8500,145400,268.500000,269.000000
2005-1-4 10:51:00,269.000000,3200,148600,268.500000,269.500000
2005-1-4 10:52:00,269.100000,200,148800,269.100000,269.500000
2005-1-4 10:53:00,269.100000,1000,149800,269.100000,269.500000
2005-1-4 10:54:00,269.100000,600,150400,269.100000,269.000000
2005-1-4 10:54:00,268.400000,700,151100,268.400000,269.000000

Data and Content Support » WCE tick volume incorrect Jan 3, 2005 10:06 PM (Total replies: 3)

After WCE contracts migrated to e-CBOT the volume numbers are not correct. For example, @RSH5 is reporting a volume of 104,000 on 12/31/2004 but the exchange reports a volume of only 1256 contracts.

I believe I have the correct symbol because the prices match the exchange exactly, but the trade volumes do not.

Please advise. Thanks

Data and Content Support » EUREX Tick Data incorrect Dec 3, 2004 11:06 AM (Total replies: 0)

>Originally posted to Developer List with no response. Please respond. There is a major problem with IQFeed tick data from EUREX. Thank You.

If volume of EUREX tick data trades are added up they exceed the reported exchange volume by a factor of nearly 10. For example, on 12/01 EXZ4 has ticks totaling 4,116,149 with the exchange reporting 501,961 contracts traded.

After looking at the tick data I think this may be due to summing the volumes instead of reporting actual trade volume. When a new trade price occurs the volume is "reset", but multiple trades at the same price have their volumes' added together. Is this a DTN error or a EUREX error and how can we fix it?

The enclosed tick stream from EXZ4 demonstrates the problem:

DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 150
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 154 ( actual trade volume=4)
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 162 ( actual trade volume=8)
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 172 ...
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 176
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 177
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 178
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 183
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 184
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 232
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 233
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 237
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 238
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 279
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 298
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 299
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 323
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 332
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2897.0 2
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 4
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 99
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 108
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 128
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 133
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 138
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 159
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 166
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 168
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 181
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 199
DEBUG: onPU: Wed Nov 24 13:00:00 CST 2004 2898.0 200


Any progress on this?


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