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scooke has contributed to 30 posts out of 21191 total posts
(0.14%) in 4,135 days (0.01 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Telnet Troubleshooting Mar 27, 2014 07:59 AM
(Total replies: 4)
Hi Tim, Thanks for the response. Here is what I am doing. I open a putty session and issue a command of localhost 5009. I see time stamps in the console with no data. Now I want to issue a second command to watch a symbol so I start typing w@YM# and hit enter. At this point, nothing happens except that the text I have typed just get's inter-mingled with the timestamps that are being output to the console. How can I send new commands to port 5009? scooke
IQFeed Developer Support »
Telnet Troubleshooting Mar 26, 2014 09:36 PM
(Total replies: 4)
Any response to this? scooke
IQFeed Developer Support »
Telnet Troubleshooting Mar 25, 2014 03:43 PM
(Total replies: 4)
Hi Steve, Just a quick question. I am not having success sending a telnet request of: w@YM#; Should this work? I can send other requests such as a historical data request like: HM,@YM#,2,5; Attached is a screenshot of what I get back. You can see the response for the Historical data request and also the error when I try to subscribe to basic Level 1 Messages. Thanks, Shawn scooke
IQFeed Developer Support »
Python Sep 13, 2013 02:11 PM
(Total replies: 1)
Hi Steve, I seem to recall a user that posted some code in to the public forum that was written in Python yet I can't seem to find it. I noticed you can only search back 90 days so I guess it's possible that it was prior to 90 days ago. Would you have access to these older posts or would you have any resources showing users connecting with Python? Thanks, scooke
IQFeed Developer Support »
Source Code Aug 28, 2013 07:25 AM
(Total replies: 5)
Here is the Conversion report (see image attached). scooke
IQFeed Developer Support »
Source Code Aug 27, 2013 04:45 PM
(Total replies: 5)
Thanks for the reply. If I am reading this correctly, I need to add this text to the ConsoleCommands.txt file: S,SET PROTOCOL,5.1 w@ES# With this in the file, shouldn't I see quote activity in Console window? Also, is there any chance that anyone has converted this to VS2010? I tried converting but it's throwing all sorts of errors. Thanks Steve. scooke
IQFeed Developer Support »
Source Code Aug 14, 2013 02:38 PM
(Total replies: 5)
Can you tell me what the simplest way is to request and receive data in the console with a single CPP file? I wasn't sure if you had a sample app like this. I am trying to avoid socket programming if possible. I am new to C++ and I just want to practice subscribing, receiving and parsing the data out to a text file. I have a programmer doing it for me now but I would like to start learning. Thanks Guys. scooke
IQFeed Developer Support »
Historical Volatility Jul 17, 2013 02:22 PM
(Total replies: 1)
I am trying to subscribe to Historical Volatility for the ES but I am not getting anything back. Here are the command strings I'm sending to subscribe: S,SET PROTOCOL,5.0 S,SELECT UPDATE FIELDS,Symbol,Last,Total Volume,Bid,Ask,Last Trade Date,Last Size,Extended Trade TimeMS,Message Contents,Ask TimeMS,Bid TimeMS,Historical Volatility,Expiration Date And here are the server's responses: S,CUST,real_time,66.112.156.225,60003,VpxAPxhm5WlJsApU,5.0.0.13,0, OPRA NYSE NASDAQ-L2 NASDAQ L2_SERV SYMTIER1 CME-LTD CBOT-LTD AMEX L2 ,,1000,QT_API,, S,CURRENT PROTOCOL,5.0, S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade TimeMS,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions E,Historical Volatility is not a valid fieldset field., I do wonder if the protocol needs to be something different, but it looks like the latest version is 5.0.0.14, and before when I tried to use anything beyond the major revision (i.e., 5.0.0.14 rather than just 5.0) it gave an error. scooke
IQFeed Developer Support »
Call or Put Field? Jul 10, 2013 08:26 AM
(Total replies: 1)
Is there a field that can be subscribed to that returns a piece of data indicating whether a symbol is a call or a put? scooke
IQFeed Developer Support »
ReqChainFutureOption Jun 4, 2013 05:55 AM
(Total replies: 1)
When using this Method, where can I find a list of Future Options symbols. For instance, I know what the symbology is for the ES options symbols however, using the sample application, I am getting nothing returned. I have tried E, ES, @ES, @ES#, @ESM13, @E, @EW, etc. The same question applies to looking up SPX Index Option Chains. Thanks scooke
IQFeed Developer Support »
Bid Ask Historical Data Mar 22, 2013 02:06 PM
(Total replies: 1)
When a download is done for tick data (ie 1 day of ticks), are the Bid and the Ask, the values that "rested" prior to the trade going off? scooke
IQFeed Developer Support »
5.0 Troubleshooting Mar 11, 2013 03:43 PM
(Total replies: 4)
One more issue. Looks like I am not getting anything in return for LastTimeMS. Okay, if I request just the Last Time MS, so I'm sending this command: S,SELECT UPDATE FIELDS,Last TimeMS I get this when I check the field names: S,CURRENT UPDATE FIELDNAMES,Symbol,Last TimeMS And I don't appear to be getting any Q results back at all. Normally, I'm trying to make this request: S,SELECT UPDATE FIELDS,Symbol,Last,Total Volume,Bid,Ask,Last Trade Date,Last Size,Last TimeMS,Message Contents,Ask TimeMS,Bid TimeMS I get back this list: S,CURRENT UPDATE FIELDNAMES,Symbol,Last,Total Volume,Bid,Ask,Last Trade Date,Last Size,Last TimeMS,Message Contents,Ask TimeMS,Bid TimeMS And I get data that looks like this: Q,AAPL,437.8700,16488327,437.3000,437.3200,03/11/2013,2500,,ba,16:21:22.517,16:21:22.517, Notice that the LastTimeMS is confirming that it is set with you guys but I am not getting the data. scooke
IQFeed Developer Support »
5.0 Troubleshooting Mar 8, 2013 02:17 PM
(Total replies: 4)
Steve, Is there any way to shoot me a reply prior to Close of business. I am going to be working on this over the weekend and I just want to get some direction. Thanks. I really appreciate it. scooke
IQFeed Developer Support »
5.0 Troubleshooting Mar 8, 2013 10:38 AM
(Total replies: 4)
I am looking at the logs from the IQFeed connection, it appears that even though I UN-installed the old version 4.9.0.3, and installed 5.0.0.9 and I am explicitly passing it 5.0.0.9 as the version number when I connect, when I subscribe to the feed, it's still telling me that it's using version 4.9.0.3, and then it's rejecting the new fields that are available only in 5.0, and defaulting to the old 4.9 field list. It's also giving outputting me the full list of fields when I am only requesting certain fields. Even if I make the connection manually with 5.0.0.9 (outside my program), and then try to use that existing connection, it still rejects the extra fields. Any one else having these types of issues? Is my product ID or login ID with you linked to a specific version? Any ideas? scooke
IQFeed Developer Support »
5.0 Questions Mar 4, 2013 01:08 PM
(Total replies: 6)
Thank you for that detailed explanation. That helped a lot. One last question though: If I do receive a message from 5.0 that shows both a Trade and Bid update in the same message, while I am subscribed to LastTimeMS and BidTimeMS, is it safe to say both time fields will be updated to show which came in first the Trade or the Bid update? scooke
IQFeed Developer Support »
5.0 Questions Mar 4, 2013 12:33 PM
(Total replies: 6)
Steve are you still there? Just trying to get this clarified. Thanks, scooke
IQFeed Developer Support »
5.0 Questions Mar 4, 2013 09:57 AM
(Total replies: 6)
Steve, Still not 100 % clear. In 4.9.0.3, the documentation had the following notes: t - A trade update occurred b - A bid update occurred (an ask update may also have occurred) a - A ask update occurred NOTE: These are listed in "priority" order. This means that an updated bid may come included in a trade message. Likewise, a settlement (normally an 'o' message) might come through included in a trade, bid, or ask message. Most data related issues with the feed are a result of not interpreting this field correctly. Your response says "we don't bundle messages" yet the 5.0.0.9 documentation does not specifically point out that the text I posted above has changed. This text says a Trade Message can include a bid message and a bid message can include and ask message. If I am tracking the Message Contents field which has the following possible codes CEObaohlcs but I am ignoring these: EOohlcs and only really tracking Cba, are you saying that in 5.0.0.9, I will never see any of the codes Cb or a bundled together, ever? scooke
IQFeed Developer Support »
5.0 Questions Mar 2, 2013 10:43 PM
(Total replies: 6)
I wondered if you could explain a few things. I am subscribing to the following message fields: Last, Bid, Ask,LastSize, LastTimeMS,MessageContents,AskTimeMS,BidTimeMS I am a little confused about the language in your documentation that says "NOTE: you can get multiple codes in a single message but you will only get one trade identifier per message." I understand that "C", "E", or "O" will never appear in the same message. But can you explain how many different combinations of the other Message Contents can occur and if they can occur out of order. Are all of these possible: Cab bCa Eb aOb And if so, what is the significance of the order? Does bCa mean that a bid message came in, then a Trade Message, then an ask message (in that order)? And with that in mind, will the time stamps in that message all reflect the difference in time? So would that mean that I should assume the BidTimeMS timestampt to be the earliest, followed by the LastTimeMS timestamp and then the AskTimeMS? Are all of these combinations listed above possible? Thanks for your help and sorry if these are rookie questions. scooke
IQFeed Developer Support »
Bid/Tick Question Feb 14, 2013 04:12 PM
(Total replies: 3)
Regarding your statement: "There was a significant number of times that the trades we received from the exchange were well outside the best bid or ask" I guess I am just confused as to how this can be. How can someone trade a one lot at 450.00 when the bid is 450.50 and the ask is 450.75? Unless this trade pushed the bid from 450.50 to 450.00 (highly doubtful). scooke
IQFeed Developer Support »
Bid/Tick Question Feb 12, 2013 03:11 PM
(Total replies: 3)
As a simple test, I am collecting each Bid and Ask Message for Apple along with each tick. It's not a very high CPU usage operation with C++ so I don't think I am having any latency issues. However, there are times (like at the open yesterday) when actual trades are occurring well below the Bid that IQFeed is messaging out. Normally I would attribute this to heavy selling but while there is decent volume at this time, most of the trades are one lots. So if the Best Published Bid is there and there must be atleast 100 shares there, how can these trades ignore the Best Bid and trade way lower without first filling the trades at the best bid? I am just concerned that my data is not right. I have attached a chart screenshot showing the period between 9:30 and 9:31. The red line is the Bid and you can see that it persists as I am getting constant messages reminding me of it's value. The green line is trading well under it. This is a single tick chart and it may be tough to see but there are dots on the line for each data point collected. Thanks... scooke |
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