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Viewing User Profile for: kdresser
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Joined: Nov 25, 2004 09:15 AM
Last Post: Aug 17, 2009 07:03 AM
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kdresser has contributed to 71 posts out of 21185 total posts (0.34%) in 7,091 days (0.01 posts per day).

20 Most recent posts:
Data and Content Support » 090817: 0 fields for b/a in some NAZ symbols Aug 17, 2009 07:03 AM (Total replies: 1)

Update:

Switching to the 156 server farm fixed things.

JKD

Data and Content Support » 090817: 0 fields for b/a in some NAZ symbols Aug 17, 2009 06:47 AM (Total replies: 1)

Monday, 090817, 0730h

Some NAZ symbols in the premkt are wonky: ORCL, PALM, PCLN, QQQQ, RIMM, SBUX, SHPGY, SPPI, TKLC, WYNN, YHOO

1. The bid, ask fields in the hh:mm:ssT q records are 0
2. There are no hh:mm:ssb q records

Other symbols are fine: FSLR, HGSI, MSFT, AAPL, INTC

Connected to 66.112.148.112

Not a good day for N-Z symbols?

JKD

Data and Content Support » Excess F & P records Feb 14, 2008 06:05 PM (Total replies: 5)

Thanks for the explanation Steve.

If I remain connected, will the extra F & P messages cease when activity picks up in the premarket?

jkd

Data and Content Support » Excess F & P records Feb 14, 2008 07:10 AM (Total replies: 5)

Oops, I connected at 07h00, not 08h00 ET.

And, 156 server farm was not doing this.

Thanks,

jkd

Data and Content Support » Excess F & P records Feb 14, 2008 06:19 AM (Total replies: 5)

080214: 66.112.148.223

Once connected at 08h00 ET, many excess F & P records were being repeatedly received. Attached is a zip of a log for the first few minutes of 479 Naz symbols. Scan for "F,BEBE" for an example.

jkd

Data and Content Support » No daily bar history for 08/01/17 Jan 17, 2008 07:08 PM (Total replies: 1)

At 20h00 ET, Both 148 and 156 farms appear to have no daily bar history for today, Jan 17.

21h15 ET, data appears. Thanks!
Edited by kdresser on Jan 17, 2008 at 08:26 PM

Data and Content Support » Missing HH:MM:SSc in Q records Dec 18, 2007 09:28 AM (Total replies: 6)

Now I get it. My "funny" timestamped records are always bid/ask records for symbols that haven't yet traded today.

Thanks for the explanation.

jkd

Data and Content Support » Missing HH:MM:SSc in Q records Dec 18, 2007 05:35 AM (Total replies: 6)

Yes, Steve, once the first quote for the current day arrives for a symbol, the records then always have the HHMMSSc field.

So these funny records must the ones that always show up during the premarket with late afternoon timestamps, from the previous day I'm assuming, but with a null timestamp?

jkd

Data and Content Support » Missing HH:MM:SSc in Q records Dec 17, 2007 06:11 AM (Total replies: 6)

Thanks for looking at this.

This behaviour is happening again this morning (and the first time since I last posted).

It's happening with both 148.225 and 156.224.

jkd

Data and Content Support » Missing HH:MM:SSc in Q records Nov 26, 2007 07:05 AM (Total replies: 6)

Hello IQFeeders,

The new seconds resolution on the exchange timestamp is nice to have. It has simplified my receiving code immensely.

However, on some days, like today, I receive thousands of Q records without any exhange timestamp & quote type at all. These odd records only appear in the premarket before 09h30 ET. Here's an example of a burst of GMST records from my Nasdaq watchlist that arrived at about 07h24 ET (and all within 1/10 of a second):

Q,GMST,F,5.4200,0.,,0,00,0,0,0.01,2000.00,100,100,,,0.,,,0,5.4200,1999.99,,,,t,,,,,11/23/2007,,,,,,,,11.1,,0.,1717.37,,,,2325483.52,14,2,,1496974,PSE-NMS,,,,,0,,,,0,N,,
Q,GMST,F,5.4200,0.,,0,00,0,0,0.0100,282.6300,100,100,,,0.,,,0,5.4200,282.62,,,,t,,,,,11/23/2007,,,,,,,,11.1,,0.,-1717.37,,,,2325483.52,14,4,,1496974,PSE-NMS,,,,,0,,,,0,N,,
Q,GMST,F,5.4200,0.,,0,00,0,0,0.01,2000.00,100,100,,,0.,,,0,5.4200,1999.99,,,,t,,,,,11/23/2007,,,,,,,,11.1,,0.,1717.37,,,,2325483.52,14,2,,1496974,PSE-NMS,,,,,0,,,,0,N,,
Q,GMST,F,5.4200,0.,,0,00,0,0,0.0100,282.6400,100,100,,,0.,,,0,5.4200,282.63,,,,t,,,,,11/23/2007,,,,,,,,11.1,,0.,-1717.36,,,,2325483.52,14,4,,1496974,PSE-NMS,,,,,0,,,,0,N,,

What really are these, and why do they sometimes appear? Can they be blithely ignored?

Thanks,

jkd

Data and Content Support » Historical data troubles -- 148 farm -- 2007/07/14 19h00 ET Jul 12, 2007 06:21 PM (Total replies: 2)

2007/07/14 19h00 ET

Could not get reliable daily bar data from 148 farm. Lots of missing symbols. Things worked OK when I switched to the 156 farm.

Sample log:

; IQFeed 01 : S,KEY,8685
; IQFeed 02 : S,SERVER CONNECTED
; IQFeed 03 : S,IP,66.112.148.180 60004,66.112.156.213 60002,66.112.148.211 60009,66.112.148.212 60001,66.112.148.212 60005,66.112.148.211 60012,66.112.148.200 60003,66.112.148.212 60015,66.112.148.211 60050,66.112.156.213 60014,66.112.148.212 60016,66.112.148.210 60018
; IQFeed 04 : S,CUST,real_time,66.112.148.229,60002,lm1OGvbber,2.5.3,0,INDEX DTNNEWS DL-COMEX DL-NYMEX RT_TRADER COMTEX PRIMEZONE INTERNET_WIRE AMEX NASDAQ NYSE CUSTSCANS,,500,FREE_NOBILL,,
AACC =0000000=HD,AACC,1;
AACC =0000001=2007-07-12 16:05:17,17.7800,17.4000,17.5400,17.6300,190543,0
AAME =0000000=HD,AAME,1;
AAME =0000001=2007-07-12 16:05:17,4.1500,3.9600,4.0600,4.0700,12021,0
AANB =0000000=HD,AANB,1;
AANB =0000001=2007-07-12 16:05:17,13.8800,13.8300,13.8300,13.8500,1609,0
AAON =0000000=HD,AAON,1;
AAON =0000001=2007-07-12 16:05:17,32.9900,31.9100,32.8100,32.9900,101701,0
AAPL =0000000=HD,AAPL,1;
AAPL =0000001=2007-07-12 16:05:17,134.2400,132.3900,133.8500,134.0699,25143200,0
AATI =0000000=HD,AATI,1;
AATI =0000001=2007-07-12 16:05:17,9.8400,9.5100,9.5100,9.7700,516726,0
AAUK =0000000=HD,AAUK,1;
AAUK =0000001=2007-07-12 16:05:17,32.9000,32.0000,32.1400,32.8500,1178622,0
AAWW =0000000=HD,AAWW,1;
AAWW =0000001=2007-07-12 16:05:17,60.2700,59.2000,59.7000,59.9900,94876,0
ABAX =0000000=HD,ABAX,1;
ABAX =0000001=2007-07-12 16:05:17,20.2500,19.9400,20.0000,19.9400,388570,0
ABBCD=0000000=HD,ABBCD,1;
ABBCD=0000001=2007-07-12 16:05:18,9.7800,9.7000,9.7200,9.7600,314778,0
ABBI =0000000=HD,ABBI,1;
ABBI =0000001=2007-07-12 16:05:18,22.0200,21.3900,21.5200,21.9700,439103,0
ABCB =0000000=HD,ABCB,1;
ABCB =0000001=2007-07-12 16:05:18,22.8600,22.3300,22.4300,22.8600,25685,0
ABCO =0000000=HD,ABCO,1;
ABCO =0000003=!ERROR! Invalid symbol.
ABCW =0000000=HD,ABCW,1;
ABCW =0000003=2007-07-12 16:05:19,24.9400,24.5000,24.6600,24.6500,368877,0
ABER =0000000=HD,ABER,1;
ABER =0000003=2007-07-12 16:05:19,41.0000,40.0701,40.7000,40.2000,84436,0
ABFS =0000000=HD,ABFS,1;
ABFS =0000003=2007-07-12 16:05:20,40.4400,39.7500,40.0700,40.2300,214965,0
ABIX =0000000=HD,ABIX,1;
ABIX =0000003=2007-07-12 16:05:20,10.8800,10.7600,10.8800,10.7600,3261,0
ABMC =0000000=HD,ABMC,1;
ABMC =0000003=2007-07-12 16:05:20,1.3500,1.3000,1.3400,1.3200,55146,0
ABMD =0000000=HD,ABMD,1;
ABMD =0000003=2007-07-12 16:05:20,10.8600,10.1400,10.2000,10.8000,299778,0
ABNJ =0000000=HD,ABNJ,1;
ABNJ =0000003=2007-07-12 16:05:20,10.3500,10.2400,10.3300,10.2500,43978,0
ABPI =0000000=HD,ABPI,1;
ABPI =0000003=2007-07-12 16:05:20,2.6400,2.5300,2.5300,2.5900,135235,0
ABTL =0000000=HD,ABTL,1;
ABTL =0000005=2007-07-12 16:05:22,4.3800,4.2400,4.3800,4.2600,164166,0
ABVA =0000000=HD,ABVA,1;
ABVA =0000005=2007-07-12 16:05:22,12.9200,12.7500,12.7600,12.7700,6865,0
ABXA =0000000=HD,ABXA,1;
ABXA =0000003=2007-07-12 16:05:22,8.1200,7.9100,7.9400,8.1000,796351,0
ACAD =0000000=HD,ACAD,1;
ACAD =0000003=2007-07-12 16:05:22,13.7000,13.3500,13.6400,13.4850,449218,0
ACAP =0000000=HD,ACAP,1;
ACAP =0000003=2007-07-12 16:05:22,39.0500,37.9200,38.6500,38.8900,140810,0
ACAS =0000000=HD,ACAS,1;
ACAS =0000005=!ERROR! Invalid symbol.
ACAT =0000000=HD,ACAT,1;
ACAT =0000005=2007-07-12 16:05:23,20.4000,19.8700,20.4000,20.0900,247808,0
ACBA =0000000=HD,ACBA,1;
ACBA =0000005=!ERROR! Invalid symbol.
ACCL =0000000=HD,ACCL,1;
ACCL =0000005=!ERROR! Invalid symbol.
ACEC =0000000=HD,ACEC,1;
ACEC =0000005=2007-07-12 16:05:23,0.9400,0.9100,0.9100,0.9300,6970,0
ACEL =0000000=HD,ACEL,1;
ACEL =0000005=!ERROR! Invalid symbol.
ACET =0000000=HD,ACET,1;
ACET =0000005=2007-07-12 16:05:24,9.4600,9.2700,9.3800,9.4400,61215,0
ACFC =0000000=HD,ACFC,1;
ACFC =0000007=!ERROR! Invalid symbol.
ACGL =0000000=HD,ACGL,1;
ACGL =0000007=2007-07-12 16:05:26,74.5200,74.1000,74.4500,74.4800,500926,0
ACGY =0000000=HD,ACGY,1;
ACGY =0000005=!ERROR! Invalid symbol.
ACHN =0000000=HD,ACHN,1;
ACHN =0000005=2007-07-12 16:05:26,6.1000,5.7678,5.7678,5.9800,13700,0
ACLI =0000000=HD,ACLI,1;
ACLI =0000005=2007-07-12 16:05:26,27.0000,25.6200,26.3100,26.4600,1507566,0
ACLS =0000000=HD,ACLS,1;
ACLS =0000007=2007-07-12 16:05:28,6.3200,6.1700,6.2800,6.2700,950726,0
ACME =0000000=HD,ACME,1;
ACME =0000007=!ERROR! Invalid symbol.
ACMR =0000000=HD,ACMR,1;
ACMR =0000007=2007-07-12 16:05:28,20.2800,19.9200,20.2000,20.2600,92908,0
ACOR =0000000=HD,ACOR,1;
ACOR =0000007=2007-07-12 16:05:28,19.7000,18.4400,18.4400,19.6299,349218,0
ACPW =0000000=HD,ACPW,1;
ACPW =0000009=2007-07-12 16:05:29,2.3000,1.9000,1.9700,2.0800,835545,0
ACSEF=0000000=HD,ACSEF,1;
ACSEF=0000007=2007-07-09 16:05:31,4.0600,3.8710,3.8710,4.0600,520,0
ACTG =0000000=HD,ACTG,1;
ACTG =0000007=2007-07-12 16:05:31,16.2800,15.6300,15.8600,16.0000,172918,0
ACTI =0000000=HD,ACTI,1;
ACTI =0000007=2007-07-12 16:05:31,4.5400,4.5100,4.5200,4.5100,33028,0
ACTL =0000000=HD,ACTL,1;
ACTL =0000009=2007-07-12 16:05:31,14.3000,13.9300,14.0700,14.1700,145405,0
ACTS =0000000=HD,ACTS,1;
ACTS =0000007=2007-07-12 16:05:31,6.2500,6.1400,6.1500,6.2001,300860,0
ACTU =0000000=HD,ACTU,1;
ACTU =0000007=2007-07-12 16:05:32,6.9800,6.8500,6.9500,6.9400,214307,0
ACUS =0000000=HD,ACUS,1;
ACUS =0000011=2007-07-12 16:05:33,2.1000,2.0000,2.0000,2.0680,666750,0
ACXM =0000000=HD,ACXM,1;
ACXM =0000009=2007-07-12 16:05:33,26.5900,26.4650,26.5500,26.4900,523454,0
ADAM =0000000=HD,ADAM,1;
ADAM =0000009=2007-07-12 16:05:33,7.1100,6.9800,7.0300,7.0940,17460,0
ADAT =0000000=HD,ADAT,1;
ADAT =0000007=!ERROR! Invalid symbol.
ADBE =0000000=HD,ADBE,1;
ADBE =0000009=2007-07-12 16:05:34,41.5500,40.6000,40.9400,41.5500,7919239,0
ADBL =0000000=HD,ADBL,1;
ADBL =0000009=2007-07-12 16:05:35,10.3300,10.0500,10.1200,10.2400,54163,0
ADCT =0000000=HD,ADCT,1;
ADCT =0000009=2007-07-12 16:05:36,19.9600,19.2200,19.2200,19.9200,2762250,0
ADEP =0000000=HD,ADEP,1;
ADEP =0000011=2007-07-12 16:05:37,6.4700,6.0500,6.4700,6.0500,10020,0
ADES =0000000=HD,ADES,1;
ADES =0000011=2007-07-12 16:05:37,21.2600,20.6600,21.2600,20.7500,10987,0
ADLR =0000000=HD,ADLR,1;
ADLR =0000013=!ERROR! Invalid symbol.
ADLS =0000000=HD,ADLS,1;
ADLS =0000009=!ERROR! Invalid symbol.
ADPI =0000000=HD,ADPI,1;
ADPI =0000009=2007-07-12 16:05:37,27.1100,26.1900,26.6300,26.6000,110375,0
ADPT =0000000=HD,ADPT,1;
ADPT =0000009=2007-07-12 16:05:37,3.8500,3.7700,3.8100,3.8100,439623,0
ADRA =0000000=HD,ADRA,1;
ADRA =0000009=2007-07-12 16:05:37,36.3500,35.7900,35.7900,36.3200,8601,0
ADRD =0000000=HD,ADRD,1;
ADRD =0000015=!ERROR! Invalid symbol.
ADRE =0000000=HD,ADRE,1;
ADRE =0000011=!ERROR! Invalid symbol.
ADRU =0000000=HD,ADRU,1;
ADRU =0000009=2007-07-12 16:05:40,34.5180,34.1088,34.1100,34.4820,4742,0
ADSK =0000000=HD,ADSK,1;
ADSK =0000017=2007-07-12 16:05:41,46.9000,45.1500,45.3000,46.9000,3843758,0
ADST =0000000=HD,ADST,1;
ADST =0000011=2007-07-12 16:05:42,1.4201,1.3000,1.4200,1.4000,149681,0
ADSX =0000000=HD,ADSX,1;
ADSX =0000013=2007-07-12 16:05:42,1.3900,1.3400,1.3700,1.3600,212721,0
ADTN =0000000=HD,ADTN,1;
ADTN =0000011=2007-07-12 16:05:42,25.8800,25.5800,25.6500,25.8500,733789,0
ADVNA=0000000=HD,ADVNA,1;
ADVNA=0000011=2007-07-12 16:05:42,29.7600,29.1400,29.2700,29.6600,16894,0
ADVNB=0000000=HD,ADVNB,1;
ADVNB=0000011=2007-07-12 16:05:43,32.7600,32.0700,32.2300,32.6800,160475,0
ADVS =0000000=HD,ADVS,1;
ADVS =0000013=2007-07-12 16:05:43,34.1200,32.9500,33.2300,34.1200,149245,0
AEHR =0000000=HD,AEHR,1;
AEHR =0000013=!ERROR! Invalid symbol.
AEIS =0000000=HD,AEIS,1;
AEIS =0000011=2007-07-12 16:05:45,23.0800,22.4600,22.7800,22.9900,265869,0
AEMLW=0000000=HD,AEMLW,1;
AEMLW=0000011=2007-07-12 16:05:45,24.1700,22.5000,22.5000,24.0600,36501,0
AEPI =0000000=HD,AEPI,1;
AEPI =0000011=!ERROR! Invalid symbol.
AERO =0000000=HD,AERO,1;
AERO =0000011=2007-07-12 16:05:46,8.4000,8.1500,8.2500,8.1500,2550,0
AERT =0000000=HD,AERT,1;
AERT =0000013=2007-07-12 16:05:47,1.5400,1.5000,1.5400,1.5100,44901,0
AETI =0000000=HD,AETI,1;
AETI =0000019=!ERROR! Invalid symbol.
AEZS =0000000=HD,AEZS,1;
AEZS =0000015=2007-07-12 16:05:49,3.4000,3.2500,3.4000,3.2900,40734,0
AFAM =0000000=HD,AFAM,1;
AFAM =0000015=!ERROR! Invalid symbol.
AFCE =0000000=HD,AFCE,1;
AFCE =0000013=2007-07-12 16:05:50,18.0600,17.5200,17.5200,17.9600,76042,0
AFFM =0000000=HD,AFFM,1;
AFFM =0000015=2007-07-12 16:05:50,15.4200,15.0700,15.1000,15.1500,65500,0
AFFX =0000000=HD,AFFX,1;
AFFX =0000015=2007-07-12 16:05:51,25.9300,25.3600,25.5500,25.9300,466280,0
AFFY =0000000=HD,AFFY,1;
AFFY =0000013=2007-07-12 16:05:51,26.4400,26.0300,26.2200,26.2600,16765,0
AFOP =0000000=HD,AFOP,1;
AFOP =0000021=2007-07-12 16:05:51,2.1300,2.0800,2.0800,2.1200,84188,0
AFSI =0000000=HD,AFSI,1;
AFSI =0000013=2007-07-12 16:05:51,20.3700,19.6600,20.1500,19.9999,706821,0
AGEN =0000000=HD,AGEN,1;
AGEN =0000013=2007-07-12 16:05:51,2.9500,2.8100,2.9500,2.8600,198927,0
AGII =0000000=HD,AGII,1;
AGII =0000017=2007-07-12 16:05:52,31.6900,31.2700,31.6900,31.4000,157985,0
AGIL =0000000=HD,AGIL,1;
AGIL =0000013=2007-07-12 16:05:53,8.1000,8.0800,8.0900,8.0800,197547,0
AGIX =0000000=HD,AGIX,1;
AGIX =0000013=2007-07-12 16:05:53,2.1300,2.0800,2.1200,2.1000,584170,0
AGYS =0000000=HD,AGYS,1;
AGYS =0000017=2007-07-12 16:05:54,22.8700,22.4500,22.6300,22.7000,252463,0
AHCI =0000000=HD,AHCI,1;
AHCI =0000017=2007-07-12 16:05:54,2.7600,2.7300,2.7500,2.7300,188084,0
AHGP =0000000=HD,AHGP,1;
AHGP =0000015=2007-07-12 16:05:54,31.2500,30.7100,30.7100,31.0800,31575,0
AHII =0000000=HD,AHII,1;
AHII =0000015=2007-07-12 16:05:54,13.4400,13.0300,13.0300,13.4300,41491,0
AHPI =0000000=HD,AHPI,1;
AHPI =0000015=2007-07-12 16:05:54,6.4500,6.3500,6.4500,6.3500,1000,0
AIMC =0000000=HD,AIMC,1;
AIMC =0000015=2007-07-12 16:05:55,18.7500,17.9800,18.1000,18.4200,277020,0
AINV =0000000=HD,AINV,1;
AINV =0000013=2007-07-12 16:05:55,22.5000,21.8100,21.8100,22.5000,921278,0
AIRM =0000000=HD,AIRM,1;
AIRM =0000023=2007-07-12 16:05:56,38.5200,37.3000,37.3000,38.0301,91784,0
AIRN =0000000=HD,AIRN,1;
AIRN =0000019=!ERROR! Invalid symbol.
AIRT =0000000=HD,AIRT,1;
AIRT =0000017=2007-07-12 16:05:57,10.1000,9.8600,10.1000,9.8600,18660,0
AIXD =0000000=HD,AIXD,1;
AIXD =0000015=!ERROR! Invalid symbol.
AIXG =0000000=HD,AIXG,1;
AIXG =0000015=!ERROR! Invalid symbol.
AKAM =0000000=HD,AKAM,1;
AKAM =0000017=2007-07-12 16:05:59,50.9800,49.6700,50.3300,50.9700,5145560,0
AKRX =0000000=HD,AKRX,1;
AKRX =0000019=2007-07-12 16:06:00,6.9800,6.8400,6.9400,6.9800,110066,0
AKZOY=0000000=HD,AKZOY,1;
AKZOY=0000019=!ERROR! Invalid symbol.
ALAB =0000000=HD,ALAB,1;
ALAB =0000017=2007-07-12 16:06:00,62.6300,61.9500,61.9700,62.5000,172266,0
ALAN =0000000=HD,ALAN,1;
ALAN =0000019=!ERROR! Invalid symbol.
ALBY =0000000=HD,ALBY,1;
ALBY =0000015=!ERROR! Invalid symbol.
ALCO =0000000=HD,ALCO,1;
ALCO =0000017=!ERROR! Invalid symbol.
ALDA =0000000=HD,ALDA,1;
ALDA =0000021=2007-07-12 16:06:03,15.6800,15.4600,15.5300,15.6600,8105,0
ALDN =0000000=HD,ALDN,1;
ALDN =0000017=2007-07-12 16:06:03,22.4800,21.9300,22.2300,22.2100,147728,0
ALEX =0000000=HD,ALEX,1;
ALEX =0000017=2007-07-12 16:06:03,56.2900,54.7800,54.8600,56.2700,363466,0
ALFA =0000000=HD,ALFA,1;
ALFA =0000017=2007-07-12 16:06:03,15.4100,15.1400,15.1400,15.3100,93162,0
ALGN =0000000=HD,ALGN,1;
ALGN =0000025=2007-07-12 16:06:04,26.2900,25.5100,25.9400,25.7200,1212049,0
ALGT =0000000=HD,ALGT,1;
ALGT =0000021=2007-07-12 16:06:04,32.3100,31.5210,31.8500,31.9200,55180,0
ALKS =0000000=HD,ALKS,1;
ALKS =0000021=2007-07-12 16:06:05,14.8600,14.3500,14.3500,14.8001,916470,0
ALLB =0000000=HD,ALLB,1;
ALLB =0000021=2007-07-12 16:06:06,9.3400,9.3000,9.3000,9.3400,1200,0
ALLI =0000000=HD,ALLI,1;
ALLT =0000000=HD,ALLT,1;
ALNC =0000000=HD,ALNC,1;
ALNC =0000019=2007-07-12 16:06:06,26.0300,25.5000,26.0300,25.6500,3481,0
ALNY =0000000=HD,ALNY,1;
ALNY =0000019=2007-07-12 16:06:06,24.8000,22.7200,24.7900,23.0400,1290243,0
ALOG =0000000=HD,ALOG,1;
ALOT =0000000=HD,ALOT,1;
ALOY =0000000=HD,ALOY,1;
ALSE =0000000=HD,ALSE,1;
ALSE =0000019=!ERROR! Invalid symbol.
ALSK =0000000=HD,ALSK,1;

###

Data and Content Support » IQConnect addressing exception Jul 12, 2007 08:00 AM (Total replies: 3)

Another update:

A full day and a very early premarket connection with a new router works fine with both farms.

I'd blame my router for this one.

jkd

Data and Content Support » IQConnect addressing exception Jul 11, 2007 09:16 AM (Total replies: 3)

An update:

Later in the day, after these errors, my local router failed. It might have been the source of communications errors that could have zapped IQConnect.

jkd

Data and Content Support » IQConnect addressing exception Jul 10, 2007 05:55 AM (Total replies: 3)

Version 4.2.1.4 connecting to 148 farm.

06h45 ET. Connects, adds 492 Naz symbols, and dies after a few minutes of receiving data. Two failures so far.

First connection, after several minutes of appearing OK, had a couple dozen "unknown symbol" messages just before failing.

jkd
Edited by kdresser on Jul 10, 2007 at 05:57 AM

Data and Content Support » trouble getting after hours F,P data from 148 farm Jul 9, 2007 10:27 PM (Total replies: 1)

After the regular session close, I execute a program that accesses the L1 data, adding and dropping its way through all 3,300 Nasdaq symbols to get F and P records for each symbol, summarizing the regular session.

Usually I can successfully drop and add these 25 or 50 at a time, with some interbatch delays.

However, today things went badly with this process. Some symbols didn't return data, and others returned double F and P records. The only way I could get clean EOD summaries was to add and drop one symbol at a time.

jkd

Note: In other processes, history requests in 24 simultaneous threads did work as usual.

Data and Content Support » History problems 05/10/2007 May 11, 2007 04:14 PM (Total replies: 3)

Thanks!

Data and Content Support » History problems 05/10/2007 May 10, 2007 07:24 PM (Total replies: 3)

Today, I see a bunch of naz symbols missing today's OHLCV data (but they do have yesterday's).

This is the first time I've check for this so I don't know if this has been happening before or not.

99 Nasdaq symbols. HD records pulled at approx 08h15 ET. I'll try a rerun in a few hours.

; IQFeed 01 : S,KEY,5328
; IQFeed 02 : S,SERVER CONNECTED
; IQFeed 03 : S,IP,66.112.156.181 60004,66.112.156.213 60002,66.112.156.210 60009,66.112.156.213 60001,66.112.156.213 60005,66.112.156.211 60012,66.112.156.200 60003,66.112.156.214 60015,66.112.156.210 60050,66.112.156.213 60014,66.112.156.213 60016,66.112.156.211 60018
; IQFeed 04 : S,CUST,real_time,66.112.156.225,60002,pIqfw8P2CNr1,2.5.3,0,DL-COMEX DL-NYMEX RT_TRADER DTNNEWS COMTEX PRIMEZONE INTERNET_WIRE AMEX NASDAQ NYSE CUSTSCANS,,500,FREE_NOBILL,,
APRO =0000000=HD,APRO,1;
APRO =0000001=2007-05-09 17:07:19,22.3100,21.9200,21.9900,22.2900,6082,0
APTM =0000000=HD,APTM,1;
APTM =0000003=2007-05-09 17:07:22,3.4800,3.3725,3.4400,3.4400,71421,0
ARAY =0000000=HD,ARAY,1;
ARAY =0000005=2007-05-09 17:07:24,27.5800,26.4800,27.5800,26.8300,289197,0
ARBX =0000000=HD,ARBX,1;
ARBX =0000007=2007-05-09 17:07:27,6.3800,5.7600,6.3800,6.0600,116203,0
ARCAF=0000000=HD,ARCAF,1;
ARCAF=0000009=2007-05-09 17:07:29,74.9800,73.1400,74.3700,74.0800,6046,0
ARCC =0000000=HD,ARCC,1;
ARCC =0000011=2007-05-09 17:07:32,18.0600,17.7600,17.9100,17.9900,553715,0
ARCI =0000000=HD,ARCI,1;
ARCI =0000013=2007-05-09 17:07:37,4.1000,3.6500,3.8800,4.0000,52239,0
ARCW =0000000=HD,ARCW,1;
ARCW =0000015=2007-05-09 17:07:39,5.4700,5.0400,5.0400,5.4700,2406,0
ARDNA=0000000=HD,ARDNA,1;
ARDNA=0000017=2007-05-09 17:07:42,138.3900,132.8000,132.8000,136.0200,5896,0
ARGN =0000000=HD,ARGN,1;
ARGN =0000019=2007-05-09 17:07:44,15.8600,15.6400,15.8600,15.7450,143730,0
ARKR =0000000=HD,ARKR,1;
ARKR =0000021=2007-05-09 17:07:47,34.9700,34.3900,34.9700,34.3900,10700,0
ARLP =0000000=HD,ARLP,1;
ARLP =0000023=2007-05-09 17:07:50,40.1500,39.8400,39.8800,39.9500,71127,0
AROW =0000000=HD,AROW,1;
AROW =0000025=2007-05-09 17:07:52,22.5700,22.1700,22.3500,22.4800,15188,0
ARQL =0000000=HD,ARQL,1;
ARQL =0000027=2007-05-09 17:07:54,8.8500,8.7000,8.8500,8.7900,263899,0
ARQQ =0000000=HD,ARQQ,1;
ARQQ =0000029=2007-05-08 17:07:57,11.2100,11.1300,11.2100,11.1600,1000,0
ARRO =0000000=HD,ARRO,1;
ARRO =0000031=2007-05-09 17:07:59,40.5000,36.0400,36.0400,38.8200,3372965,0
ARRQ =0000000=HD,ARRQ,1;
ARRQ =0000033=2007-05-09 17:08:02,11.2800,11.1600,11.1900,11.1700,12654,0
ARTE =0000000=HD,ARTE,1;
ARTE =0000035=2007-05-09 17:08:07,9.0000,8.3600,9.0000,8.4800,122571,0
ARTL =0000000=HD,ARTL,1;
ARTL =0000037=2007-05-09 17:08:09,11.1400,10.8000,10.8500,11.0000,3992,0
ARTNA=0000000=HD,ARTNA,1;
ARTNA=0000039=2007-05-09 17:08:12,20.1000,19.5800,20.1000,19.9100,4235,0
ARTW =0000000=HD,ARTW,1;
ARTW =0000041=2007-05-09 17:08:14,7.7800,7.7800,7.7800,7.7800,100,0
ARTX =0000000=HD,ARTX,1;
ARTX =0000043=2007-05-09 17:08:17,2.5900,2.3100,2.3100,2.5900,100653,0
ARUN =0000000=HD,ARUN,1;
ARUN =0000045=2007-05-09 17:08:19,14.5300,14.1200,14.2200,14.4300,189935,0
ARWR =0000000=HD,ARWR,1;
ARWR =0000047=2007-05-09 17:08:22,6.9300,6.7300,6.9000,6.8000,153369,0
ARXT =0000000=HD,ARXT,1;
ARXT =0000049=2007-05-09 17:08:24,38.1400,37.1200,37.9000,37.8600,513216,0
ASBI =0000000=HD,ASBI,1;
ASBI =0000051=2007-05-09 17:08:27,10.5000,10.5000,10.5000,10.5000,400,0
ASCA =0000000=HD,ASCA,1;
ASCA =0000053=2007-05-09 17:08:29,31.5300,30.9600,31.0800,31.4000,169857,0
ASFN =0000000=HD,ASFN,1;
ASFN =0000055=2007-05-08 17:08:32,33.7500,33.2500,33.5000,33.2500,4667,0
ASGN =0000000=HD,ASGN,1;
ASGN =0000057=2007-05-09 17:08:37,11.8600,11.6500,11.6500,11.8400,200705,0
ASIA =0000000=HD,ASIA,1;
ASIA =0000059=2007-05-09 17:08:40,7.7500,7.5700,7.6000,7.6400,157344,0
ASPV =0000000=HD,ASPV,1;
ASPV =0000061=2007-05-09 17:08:42,20.4500,20.0200,20.2700,20.0800,275565,0
ASRV =0000000=HD,ASRV,1;
ASRV =0000063=2007-05-09 17:08:45,4.5100,4.4500,4.5000,4.4700,4237,0
ASRVP=0000000=HD,ASRVP,1;
ASRVP=0000065=2007-05-09 17:08:47,25.3900,25.2100,25.2100,25.3900,1039,0
ASTE =0000000=HD,ASTE,1;
ASTE =0000067=2007-05-09 17:08:50,41.8000,40.1700,40.2600,41.6800,180547,0
ASTI =0000000=HD,ASTI,1;
ASTI =0000069=2007-05-09 17:08:52,9.1700,8.6500,9.1700,8.6800,269493,0
ASTIW=0000000=HD,ASTIW,1;
ASTIW=0000071=2007-05-09 17:08:54,2.4600,2.1500,2.4600,2.2200,72397,0
ASTIZ=0000000=HD,ASTIZ,1;
ASTIZ=0000073=2007-05-09 17:08:57,2.0599,1.8300,2.0000,1.9100,97854,0
ASYS =0000000=HD,ASYS,1;
ASYS =0000075=2007-05-09 17:08:59,8.3500,8.1400,8.3000,8.2000,28242,0
ATAC =0000000=HD,ATAC,1;
ATAC =0000077=2007-05-09 17:09:02,28.6500,27.9800,28.3500,28.2100,86024,0
ATAR =0000000=HD,ATAR,1;
ATAR =0000079=2007-05-09 17:09:07,3.7000,3.5300,3.6000,3.5500,54133,0
ATAXZ=0000000=HD,ATAXZ,1;
ATAXZ=0000081=2007-05-09 17:09:10,8.1700,8.0100,8.0200,8.1000,13820,0
ATCO =0000000=HD,ATCO,1;
ATCO =0000083=2007-05-09 17:09:12,3.3900,3.1600,3.3900,3.2500,21186,0
ATLO =0000000=HD,ATLO,1;
ATLO =0000085=2007-05-07 17:09:15,22.0300,21.8700,22.0200,21.9340,2666,0
ATLS =0000000=HD,ATLS,1;
ATLS =0000087=2007-05-09 17:09:17,60.7700,59.7700,60.4000,60.6000,81620,0
FCSX =0000000=HD,FCSX,1;
FCSX =0000089=2007-05-09 17:09:20,49.4600,48.0200,49.4600,48.0200,160851,0
FCTR =0000000=HD,FCTR,1;
FCTR =0000091=2007-05-09 17:09:23,21.6200,21.3500,21.4300,21.6100,71960,0
FCZA =0000000=HD,FCZA,1;
FCZA =0000093=2007-05-08 17:09:25,19.6899,19.6000,19.6100,19.6899,2196,0
FDEF =0000000=HD,FDEF,1;
FDEF =0000095=2007-05-09 17:09:28,28.7100,28.6100,28.6800,28.6100,1000,0
FDRY =0000000=HD,FDRY,1;
FDRY =0000097=2007-05-09 17:09:30,15.4800,15.0600,15.2600,15.3900,2509883,0
FEIC =0000000=HD,FEIC,1;
FEIC =0000099=2007-05-09 17:09:33,37.0780,36.4100,36.6300,36.8400,253754,0
FEIM =0000000=HD,FEIM,1;
FEIM =0000101=2007-05-09 17:09:37,10.7800,10.5100,10.5500,10.6400,6589,0
FFBC =0000000=HD,FFBC,1;
FFBC =0000103=2007-05-09 17:09:40,15.1800,14.9600,15.0700,15.1100,174719,0
FFBH =0000000=HD,FFBH,1;
FFBH =0000105=2007-05-09 17:09:43,24.4000,23.9900,23.9900,24.4000,11800,0
FFCH =0000000=HD,FFCH,1;
FFCH =0000107=2007-05-09 17:09:45,34.7200,34.0200,34.1300,34.5600,31892,0
FFHL =0000000=HD,FFHL,1;
FFHL =0000109=2007-05-09 17:09:48,9.8600,9.1999,9.2400,9.6300,153020,0
FFIC =0000000=HD,FFIC,1;
FFIC =0000111=2007-05-09 17:09:50,16.8700,16.5600,16.6400,16.7800,66857,0
FFIN =0000000=HD,FFIN,1;
FFIN =0000113=2007-05-09 17:09:52,40.9400,40.2800,40.3400,40.9000,42014,0
FFKT =0000000=HD,FFKT,1;
FFKT =0000115=2007-05-09 17:09:55,28.8200,28.2500,28.8200,28.6200,12966,0
FFNM =0000000=HD,FFNM,1;
FFNM =0000117=2007-05-09 17:09:58,9.0600,9.0600,9.0600,9.0600,2600,0
FFSX =0000000=HD,FFSX,1;
FFSX =0000119=2007-05-08 17:10:00,19.7500,19.7500,19.7500,19.7500,2100,0
FIFG =0000000=HD,FIFG,1;
FIFG =0000121=2007-05-09 17:10:02,16.7600,16.7600,16.7600,16.7600,350,0
FINB =0000000=HD,FINB,1;
FINB =0000123=2007-05-09 17:10:07,20.9900,20.4900,20.5000,20.8900,25128,0
FINL =0000000=HD,FINL,1;
FINL =0000125=2007-05-09 17:10:09,13.8600,13.4700,13.4800,13.7600,509195,0
FIRE =0000000=HD,FIRE,1;
FIRE =0000127=2007-05-09 17:10:12,13.3300,12.9500,13.1300,13.3300,98906,0
FKFS =0000000=HD,FKFS,1;
FKFS =0000129=2007-05-09 17:10:15,19.6999,19.3000,19.3300,19.3000,2143,0
FLDR =0000000=HD,FLDR,1;
FLDR =0000131=2007-05-09 17:10:17,6.5200,6.3300,6.3300,6.4900,167770,0
FLML =0000000=HD,FLML,1;
FLML =0000133=2007-05-09 17:10:20,30.0000,29.1000,29.2100,29.6700,497667,0
FLPB =0000000=HD,FLPB,1;
FLPB =0000135=2007-05-09 17:10:22,22.4500,22.2500,22.4500,22.2500,625,0
FLXS =0000000=HD,FLXS,1;
FLXS =0000137=2007-05-09 17:10:25,14.7350,14.7350,14.7350,14.7350,860,0
FMAR =0000000=HD,FMAR,1;
FMAR =0000139=2007-05-09 17:10:28,13.0000,12.6500,12.8500,12.8600,14561,0
FMBI =0000000=HD,FMBI,1;
FMBI =0000141=2007-05-09 17:10:30,37.9600,37.4800,37.5500,37.7300,264523,0
FMCO =0000000=HD,FMCO,1;
FMCO =0000143=2007-05-09 17:10:33,32.0000,31.9900,32.0000,31.9900,825,0
FMDA =0000000=HD,FMDA,1;
FMDA =0000145=2007-05-09 17:10:37,1.1600,1.0900,1.1100,1.1100,67730,0
FMSB =0000000=HD,FMSB,1;
FMSB =0000147=2007-05-09 17:10:40,22.1000,22.0900,22.0900,22.1000,200,0
FNBF =0000000=HD,FNBF,1;
FNBF =0000149=2007-05-09 17:10:42,14.7400,14.4300,14.6000,14.7400,4100,0
FNBN =0000000=HD,FNBN,1;
FNBN =0000151=2007-05-09 17:10:45,17.0000,16.7100,16.7200,17.0000,4536,0
FNBP =0000000=HD,FNBP,1;
FNBP =0000153=2007-05-09 17:10:47,33.2900,32.8500,32.8500,32.8600,3143,0
FNDT =0000000=HD,FNDT,1;
FNDT =0000155=2007-05-09 17:10:50,16.0800,15.8200,15.9500,16.0000,105977,0
FNET =0000000=HD,FNET,1;
FNET =0000157=2007-05-09 17:10:53,9.2900,9.0000,9.2799,9.0600,19417,0
FNLC =0000000=HD,FNLC,1;
FNLC =0000159=2007-05-09 17:10:55,16.3500,16.1800,16.3500,16.1800,2431,0
FNLY =0000000=HD,FNLY,1;
FNLY =0000161=2007-05-09 17:10:57,6.1900,5.8700,6.1900,5.9000,19719,0
FNSR =0000000=HD,FNSR,1;
FNSR =0000163=2007-05-09 17:11:00,3.6200,3.2400,3.2800,3.5500,13451404,0
FORD =0000000=HD,FORD,1;
FORD =0000165=2007-05-09 17:11:03,3.5800,3.3800,3.4100,3.4400,119152,0
FORG =0000000=HD,FORG,1;
FORG =0000167=2007-05-09 17:11:08,1.1800,1.1000,1.1400,1.1200,229735,0
FORR =0000000=HD,FORR,1;
FORR =0000169=2007-05-09 17:11:11,31.1700,30.0600,30.2500,31.0100,183778,0
FORTY=0000000=HD,FORTY,1;
FORTY=0000171=2007-05-09 17:11:14,14.5000,13.9000,14.1920,14.2200,39018,0
FPBI =0000000=HD,FPBI,1;
FPBI =0000173=2007-05-09 17:11:16,16.6500,16.6500,16.6500,16.6500,200,0
FPFC =0000000=HD,FPFC,1;
FPFC =0000175=2007-05-09 17:11:19,20.8700,20.2700,20.6100,20.5700,20257,0
FPTB =0000000=HD,FPTB,1;
FPTB =0000177=2007-05-09 17:11:21,26.6100,25.4200,26.6100,25.6300,13015,0
FRBK =0000000=HD,FRBK,1;
FRBK =0000179=2007-05-09 17:11:24,10.3900,10.3500,10.3500,10.3600,4157,0
FRCCO=0000000=HD,FRCCO,1;
FRCCO=0000181=2007-05-09 17:11:26,25.4000,25.3800,25.3800,25.3900,1400,0
FRCCP=0000000=HD,FRCCP,1;
FRCCP=0000183=2007-05-09 17:11:29,25.3100,25.2800,25.2800,25.3100,690,0
FRED =0000000=HD,FRED,1;
FRED =0000185=2007-05-09 17:11:31,14.2500,13.7000,13.7700,14.1500,498548,0
FREE =0000000=HD,FREE,1;
FREE =0000187=2007-05-09 17:11:34,6.5400,6.0000,6.2000,6.3700,95939,0
FREEW=0000000=HD,FREEW,1;
FREEW=0000189=2007-05-09 17:11:38,1.8400,1.4000,1.5000,1.6600,176919,0
FREEZ=0000000=HD,FREEZ,1;
FREEZ=0000191=2007-05-09 17:11:41,1.9300,1.6900,1.7400,1.9300,76519,0
FRGB =0000000=HD,FRGB,1;
FRGB =0000193=2007-05-09 17:11:43,26.2500,25.5700,25.5700,26.0000,32580,0
FRME =0000000=HD,FRME,1;
FRME =0000195=2007-05-09 17:11:46,24.0600,23.4600,23.4600,24.0300,45194,0
FRNT =0000000=HD,FRNT,1;
FRNT =0000197=2007-05-09 17:11:49,6.6900,6.5200,6.5200,6.6100,335957,0

###

IQFeed Developer Support » Rookie: min hardware requirements (1000+), sockets versus COM & how to best set up things at start... May 10, 2007 04:13 AM (Total replies: 5)

What I'm doing now sounds similar to what you've got planned. My experience matches Steve's information.

I'm watching 1000 most active Nasdaq symbols with 2 accounts on 2 machines sharing the same internet conx. Historical reasons only. In total, I get about 5GB per day uncompressed data sent from the 2 IQConnect managers to my 2 frontend apps, via TCP/IP. After some initial checking and conversion of just a few of the many fields to binary, I end up with about 150MB per day of binary data. I do not get extra L1 data from regional exchanges, and I do not receive any L2 data.

Architecture: I've split things into several programs / processes. The 2 frontend processes on two separate machines receive, log the raw feed to a text file, check & clean up the data, assign a numeric key to all symbols, pull out a few interesting fields, convert them to binary and send the binary, via TCPIP, to a data consolidator.

Data consolidator process could be on a third machine, but runs on one of my two receiving machines and turns the tick stream into minute bars and stores them into shared memory.

A couple analysing processes look at and try to make sense of the shared memory data.

CPU: Both my machines are 2.5GHz 2GBmemory plain boxes. Win2K Pro. Even the box with 1 receiver, the consolidator and a couple data analysers doesn't run out steam -- it spikes to 50% CPU useage whenever my analysers sweep through all 1000 symbols.

RAM: IQConnect, as Steve says, isn't a factor.

Bandwidth: Because of the compression, musch less than 8GB / 1000 symbols is flowing on the internet. Unless you have some unusual ISP throttling I don't think this will be an issue.

Latency: when things go wrong (every year or so), it's usually traceable to high latency and the culprit is usually some stinky router along the path to IQFeed. High latency will cause IQConnect to get confused and start sending garbage to your app. Your frontend app should be able to detect this and raise alarms. It should also watch for a delayed feed. Sometimes IQFeed gets behind the market, but it is usually within a second of the expected timestamps. Your frontend app should be prepared to drop and add symbols that have gone "bad" due to latency problems.

ProgLang: Go with what you think best in. Algorithms matter more. My stuff is in Delphi. 2 programmers worked on it. The first did a quick and dirty proof-of-concept front-end that ended up using more CPU than IQConnect to do it's task. The second programmer rewrote it with better algo's and more careful character & string manipulation and it now consumes much less CPU than IQConnect. All communication between IQConnect, the front ends, and the consolidator is via TCP/IP using the open source Indy library. I have not evaluated or used COM for this. I'm sure that all speed differences between languages and communication methods will be swamped by the effects of program design, so C# and COM will probably work fine. Start with a simple front-end POC. You will have to be good and thorough at multi-threading your front-end process to keep system & GUI delays away from the receiving, logging, checking, cleaning, and binary forwarding subprocesses.

Data and Content Support » History problems 05/09/2007 May 10, 2007 03:23 AM (Total replies: 4)

Thanks for checking into this.

1. a small clarification: it looks like no data is ever returned to my app from IQConnect. IQConnect either remains silent forever or thows the funny popup message and the exception.

2. I've also discovered that 5 other symbols claim there is no data, when there really should be. My trace:

; IQFeed 01 : S,KEY,6530
; IQFeed 02 : S,SERVER CONNECTED
; IQFeed 03 : S,IP,66.112.156.181 60004,66.112.156.212 60002,66.112.156.212 60009,66.112.156.212 60001,66.112.156.212 60005,66.112.156.210 60012,66.112.156.200 60003,66.112.156.214 60015,66.112.156.212 60050,66.112.156.212 60014,66.112.156.211 60016,66.112.156.212 60018
; IQFeed 04 : S,CUST,real_time,66.112.156.112,60002,pIqfw8P2CNr1,2.5.3,0,DL-COMEX DL-NYMEX RT_TRADER DTNNEWS COMTEX PRIMEZONE INTERNET_WIRE AMEX NASDAQ NYSE CUSTSCANS,,500,FREE_NOBILL,,
CHINA=0000000=HD,CHINA,1;
CHINA=0000001=!ERROR! !NONE!
CHRT =0000000=HD,CHRT,1;
CHRT =0000003=!ERROR! !NONE!
CHUX =0000000=HD,CHUX,1;
CHUX =0000005=!ERROR! !NONE!
PHRM =0000000=HD,PHRM,1;
PHRM =0000007=!ERROR! !NONE!
PLLL =0000000=HD,PLLL,1;
PLLL =0000009=!ERROR! !NONE!

jkd

Data and Content Support » History problems 05/09/2007 May 9, 2007 10:15 PM (Total replies: 4)

6 naz symbols are giving both my daily EOD processor and your demo socket history application fits.

CGNX CHIC IDEV IDTI PGNX PLAB

I've been connecting to the 156.xxx farm. Retrieving daily info for one day. IQConnect version 4.2.1.4.

Sometimes my app just hangs, and sometimes (most of the time now), a runtime library popup from IQConnect.exe says:

"This application has requested the Runtime to terminate it in an unusual way. Please contact the application's support team for more information."

Then, after dismissing that message, an exception is thrown: 0x40000015 @ 0x78134664.

Your demo app always gets the popup error message.

Sometimes after stopping (or sometimes killing) my app, IQConnect won't respond to user input and has to be process killed.

A run to retrieve 1 minutebar data for all naz symbols appears to have run without problem (I haven't crunched the data yet).

jkd


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