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illuminatus7 has contributed to 34 posts out of 18549 total posts (0.18%) in 2,707 days (0.01 posts per day).

20 Most recent posts:

Btw, I stopped by unsubscribing & subscribing when prices are missing but I still see regular SERVER DISCONNECTED messages in the morning until 8:10am ET.


Hi there,
I'm using the latest version of your client and in the past couple of days I've started seeing problems in the morning with frequent reconnections. For example last night I started the IQFeed client some time after midnight Eastern time. At 7:30am ET my code subscribed to about 1800 US stocks. What followed is hundreds of cycles of disconnection/reconnection over the next 3 hours (and no quotes received during that time for most stocks) after which it seems everything became normal.

This is what I see (repeatedly) in the IQFeed log:
...
STATUS Connectivity 47 0 2018-01-03 07:29:47 Successful connection to quote server made.
STATUS Connectivity 47 0 2018-01-03 07:29:47 Socket close called, socket valid, closing.
STATUS Connectivity 47 0 2018-01-03 07:29:47 Close called, socket closed. 0
STATUS Connectivity 47 0 2018-01-03 07:29:47 Close called, socket closed. 10054
STATUS Connectivity 47 0 2018-01-03 07:29:53 No data from Level 1 server in 6s. Reconnecting
STATUS Connectivity 47 0 2018-01-03 07:29:53 Stop called while feed was already disconnected. : 0 :0 : Not Connected
STATUS Connectivity 47 0 2018-01-03 07:29:53 Starting Feed (0:0)
STATUS Connectivity 47 0 2018-01-03 07:29:53 Initiating a login of type (2).
STATUS Connectivity 50 0 2018-01-03 07:29:53 Connecting To Login Server - 66.112.148.211:60000
STATUS Connectivity 50 0 2018-01-03 07:29:53 Connecting to server (66.112.148.211) on port 60000.
STATUS Connectivity 50 0 2018-01-03 07:29:53 Connect Process: Status 1.
STATUS Connectivity 50 0 2018-01-03 07:29:53 Connect Process: Status 2.
STATUS Connectivity 50 0 2018-01-03 07:29:53 Connect Process: Status 3.
STATUS Connectivity 50 0 2018-01-03 07:29:53 Connected to server 0.
STATUS Connectivity 50 0 2018-01-03 07:29:53 Setting symbol limit to 1800
STATUS Connectivity 50 0 2018-01-03 07:29:53 Processed Server 15 (66.112.148.227:60002)
STATUS Connectivity 50 0 2018-01-03 07:29:53 Connection to server 0 closed.
STATUS Connectivity 50 0 2018-01-03 07:29:53 Connection to server (0) closed gracefully.
STATUS Connectivity 50 0 2018-01-03 07:29:53 0 products left to authenticate. Ready
STATUS Connectivity 50 0 2018-01-03 07:29:53 Resetting socket in authentication thread.
STATUS Connectivity 47 0 2018-01-03 07:29:53 Authentication Complete - Debug value = 1
STATUS Connectivity 47 0 2018-01-03 07:29:53 Connecting to quote server (66.112.148.227, 60002).
STATUS Connectivity 47 0 2018-01-03 07:29:53 Login Initiated without IQ32.dll
STATUS Connectivity 47 0 2018-01-03 07:29:53 Successful connection to quote server made.
STATUS Connectivity 47 0 2018-01-03 07:29:53 Socket close called, socket valid, closing.
STATUS Connectivity 47 0 2018-01-03 07:29:53 Close called, socket closed. 0
STATUS Connectivity 47 0 2018-01-03 07:29:53 Close called, socket closed. 10054
STATUS Connectivity 47 0 2018-01-03 07:29:59 No data from Level 1 server in 6s. Reconnecting
STATUS Connectivity 47 0 2018-01-03 07:29:59 Stop called while feed was already disconnected. : 0 :0 : Not Connected
STATUS Connectivity 47 0 2018-01-03 07:29:59 Starting Feed (0:0)
STATUS Connectivity 47 0 2018-01-03 07:29:59 Initiating a login of type (2).
...

On my side of the code I get SERVER DISCONNECTED messages periodically. Furthermore, my code has the logic that if it doesn't receive any quotes for a stock within 40 secs, it unsubscribes and resubscribes. It looks like my code did a total of 300,000 subscription requests this morning as it just wasn't getting any prices.

Thoughts? Does this look like some kind of race condition caused by my repeated unsubscriptions/subscriptions? Giving your API 40 secs to return data for 1800 securities doesn't sound that aggressive to me.

Thanks

IQFeed Developer Support » Trade Market Center values Oct 23, 2017 08:53 PM (Total replies: 1)

Oddly enough I found the mapping on page 17 in this document, no idea on the official location.
https://cran.r-project.org/web/packages/QuantTools/QuantTools.pdf


Thanks. Works fine after I set the protocol.


Hi,
I'm trying to pull historical tick data for US equities (using the HTT request) and I noticed that your documentation shows somewhat different results than what I get. I'm using version 5.6.2.0.

My request: HTT,SPY,20171002 083000,20171002 170000,,,,,1,0,1

What I get:
0,2017-10-02 16:01:23,252.2800,535,46479775,252.2800,252.2900,272419,0,0,E,

Your docs (specifically result format section):
http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

Differences:
* I only get second precision for the time, not microsecond as indicated in the docs.
* The Trade Market Center field is always empty
* There's no Trade Condition number at the end.

How do I get the data in the format specified in the docs? Help appreciated.


Hi tccharleton,
thanks a bunch for posting this. I had the same problem and your solution worked out for me. It has happened previously that Wine needed to be "purged" when upgrading IQFeed.

Some comments:
* I'd also clean the .wine dir
rm -Rf ~/.wine

* I think sudo apt-get purge wine* should be sudo apt-get purge wine.*
Note the extra dot before the star. apt-get treats it as a regular expression so e* means 0 or more e's. Basically it would uninstall any packages with "win" in the name (as opposed to "wine", which is what we want). I got this warning from apg-get that I'm about to do something stupid using the original command:

After this operation, 1,174 MB disk space will be freed.
You are about to do something potentially harmful.
To continue type in the phrase 'Yes, do as I say!'

Anyways, thanks again

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius



Hi guys, yes I'm using Wine. I've recently moved to new hardware and I haven't seen the issue come up again. I still have the objection that IQFeed should have complained loudly when it's falling behind by as much as 5 mins (either via popup windows on the desktop or via error messages on the TCP API).

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius



The problem didn't happen today but I'll keep a daily watch. The IQConnect.exe process generally takes up 30% of 1 CPU core when I start up my processes at night (markets aren't really trading then), which I'm guessing is due to it doing lots of polling in a busy loop. During the actual trading day it took up 60-80% of 1 CPU core.

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius



Thanks Steve.

I ran the network bandwidth test, I get 30+ MBits/sec download speed from Omaha, which just about the same as the same test with the closest server (in Los Angeles). There are no other bandwidth intensive processes running on my machine.

The machine has 8 physical cores running at 2.66 GHz (with HT turned on). Since you mentioned that the quote processing in the IQFeed client is single threaded, I agree this seems like the likely problem. I'll look at CPU usage tomorrow and confirm it's taking up 1 CPU core most of the time.
Assuming that this is the actual problem, I can think of 2 possible solutions:
* Run the IQFeed client on multiple machines (possibly virtual machines) so that it will use more than 1 thread. Will your server allow multiple connections?
* Run the client on faster hardware. I have a 3.4 GHz box sitting around ...

I don't suppose using multiple threads is on DTN's todo list? :P I would still prefer if the IQFeed client complained (with popups or otherwise) that it's falling behind by that much, I would have found the problem quite some time ago.

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius



Thanks. I found the client stats diagnostics. I'll look at it next time I see the problem (hopefully I can reproduce it tomorrow). Not much data flowing back right now...

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius



Hi all, I have a problem with IQFeed ticks sometimes being delayed by 4-5 minutes by the time they are sent to my application. I have spoken to customer support and the problem was "fixed" after restarting IQFeed, however the support rep was unable to provide a long-term resolution (I've seen this problem multiple times before). "IQFeed sometimes hangs or gets delayed" is not a great explanation when I have an automated trading system depending on your feed.

In particular I looked at the SPY ticker (i.e. SPDR ETF). The price being received by my application seemed several minutes behind the price in my Interactive Brokers. Then I started IQWatchQuote for SPY and I saw the same delayed price and the Bid Time: and Ask Time: fields were ~ 4 mins behind real time (though ticking constantly). The Delayed: value was empty.

I'm running IQFeed version 5.1.1.3 on linux. Yes, I know that officially you don't support linux but I doubt that's the culprit and if I have to I'll run my system on Windows for a couple of days just to show you that the problem happens there too. I have 2 processes that use the IQFeed tick data:
* a tick recorder that records 1800 stock symbols
* the trading application that subscribes only to SPY

The computer is a desktop with 8 CPU cores and 12 GB of RAM. It's nowhere near running out of CPU or memory.

My theories:
* You IQFeed client runs only on a single thread and by the end of the day it has fallen behind on processing quotes for 1800 stocks by several minutes.
* My client is connecting to a bad server on your side. Seems unlikely otherwise more people would have complained.

My questions:
* How can we fix this?
* Why isn't your client complaining loudly about being behind by several minutes? Instead it fails silently and feeds old tick data to my trading application.

Daniel

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Malformatted xml news Sep 18, 2012 08:10 AM (Total replies: 1)

Recently IQFeed started returning some XML news with multiple empty <news_stories> tags in the same message (followed by the actual news item).

It may be related to a different bug described here (in message #7)
http://forums.iqfeed.net/index.cfm?page=topic&topicID=3402
In particular, when IQFeed returns an empty XML message as a response, I request the news again (until I get results).

Time: 20120918 09:01:15
StoryId=21363694236
Title=City National Corporation to Announce Third-Quarter 2012 Earnings
XML=

<?xml version='1.0'?>
<news_stories>
</news_stories>

<?xml version='1.0'?>
<news_stories>
</news_stories>

<?xml version='1.0'?>
<news_stories>
</news_stories>

<?xml version='1.0'?>
<news_stories>
</news_stories>

<?xml version='1.0'?>
<news_stories>
<news_story>
<is_link>N</is_link>
<story_text>September 18, 2012

LOS ANGELES, Sept. 18, 2012 (GLOBE NEWSWIRE) -- City National Corporation
(NYSE:CYN) is scheduled to announce its third?quarter 2012 financial results
after the markets close on Thursday, October 18, 2012. A news release
containing these results will be distributed electronically via GlobeNewswire.

...

</story_text>
<symbols>:CYN:</symbols>
</news_story>
</news_stories>

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Duplicate news entries Jun 29, 2012 06:39 PM (Total replies: 14)

Thanks, I'll try requesting the story more than once and see what happens.

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Duplicate news entries Jun 27, 2012 09:15 AM (Total replies: 14)

Hi, it's been 3 weeks and largely the "failed story" issue had improved. That is, until today, when I got about 50 of those:

Time: 20120627 10:00:26
StoryId=21338220131
Title=Oceaneering International Announces Second Quarter 2012 Earnings Re...
XML=
<?xml version='1.0'?>
<news_stories>
</news_stories>

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Duplicate news entries Jun 6, 2012 10:20 AM (Total replies: 14)

Btw, as of today I'm still having the issue with many API news requests returning an empty article XML, so it was not an isolated incident. Well, not empty but no news included.

Time: 20120606 11:05:23
StoryId=21331900998
Title=Harris & Harris notes Nanosys
XML=
<?xml version='1.0'?>
<news_stories>
</news_stories>

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Duplicate news entries Jun 4, 2012 01:57 PM (Total replies: 14)

I'm just requesting them using the IQFeed API using a local TCP/IP client (in my own software which is written in java). I'm running the latest client version (I think) and this setup has worked fine for me until recently...

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Duplicate news entries Jun 4, 2012 10:01 AM (Total replies: 14)

Maybe on a related note, today I got 50 or more of these FlyOnTheWall stories from IQFeed. Basically there's a title but no news body when I request the news item. This is very unusual.


Time: 20120604 09:15:23
StoryId=21331170025
Title=Northern Freegold Resources Commences Drilling at Freegold Mountain...
XML=
<?xml version='1.0'?>
<news_stories>
</news_stories>



Time: 20120604 09:00:34
StoryId=21331166132
Title=Pandora falls 2.1%
XML=
<?xml version='1.0'?>
<news_stories>
</news_stories>

Time: 20120604 09:00:34
StoryId=21331166135
Title=Celgene volatility elevated into Revlimid label expansion vote
XML=
<?xml version='1.0'?>
<news_stories>
</news_stories>

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Duplicate news entries May 30, 2012 02:18 PM (Total replies: 14)

Thanks

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Duplicate news entries May 30, 2012 11:35 AM (Total replies: 14)

Uhm, ok. Do you have a support email / number listed for FlyOnTheWall? There's no such thing on their website. Particularly since I'm not directly a member of their website and I can't log in to www.theflyonthewall.com

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius


Data and Content Support » Duplicate news entries May 30, 2012 11:07 AM (Total replies: 14)

Hi, for the past couple of days I've seen this issue where the same news story comes on the IQFeed news feed multiple times. I only look at FlyOnTheWall news, so it's quite possible the problem is on their end. At any rate, their customer support is non-existent, so I hope you can get to the bottom of it.

I'm attaching a screen shot (of my application) displaying the same news delivered 3x today with different storyId's at different times. Same title and same body text. This is just one example but I've seen it happen a dozen other times just today.

Thanks

"I hear and I forget. I see and I remember. I do and I understand."
-- Confucius



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