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Viewing User Profile for: andrewm
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Joined: Feb 23, 2015 12:49 PM
Last Post: Jan 20, 2018 08:43 PM
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andrewm has contributed to 9 posts out of 18386 total posts (0.05%) in 1,119 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » All ticks Historical data requests seldom work Jan 20, 2018 08:43 PM (Total replies: 9)

It would be great if users could pull down historical tick data in ZIP files instead so we have a CRC check to confirm we got everything. Transfer could be simpler and faster. I might groups ticks by first letter of the symbol, listing exchange and trade date. So if you want AAPL today you'd just request

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 29, 2017 10:00 PM (Total replies: 37)

Can IQ Feed even tell us the most recent date this retroactive adjustment process was employed? If we just knew that we would know that data going forward of this date can be trusted.

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 27, 2017 05:14 PM (Total replies: 37)

And I think the subject was brought up in a thread much earlier than this one. I'd hate to be the guy who thought it was a good idea to fix how some charts appeared after splits by overwriting values in the EOD historical data archive. Oops.

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 22, 2017 05:16 PM (Total replies: 37)

Ok but (correct me if I'm wrong) you don't tell people. Unless someone reads this forum thread, they'll think your data is right. But you know it's wrong. You have an obligation to disclose that, no? If you've applied some of the adjustments to some of the symbols, some of the time then you've invalidated the dataset for research purposes.
You might even open the firm up to liability for someone's losses if they allege you knowingly sold invalid data upon which they relied.

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 22, 2017 06:04 AM (Total replies: 37)

Are you able to post a list of equity symbols which have had dividends applied so at least users know which EOD prices to avoid?

Did IQ Feed not save the original unmodified prices or something?

If you change your OHLC bars to Open, High Low, Close, Adjusted Close that would be great.

I agree that it is dangerous and irresponsible to publish historical daily OHLC data without mentioning that some arbitrarily set of undisclosed symbols have been adjusted to reflect some, but not all, historical price adjustments.

DTNIQ Client Software Wish List » iqconnect.exe & iqconnect_console.exe Jun 13, 2017 04:50 PM (Total replies: 10)

If you don't want the GUI in a Linux version you could use some xserver that just discards the display updates. If the UI is text/console based or graphical should not concern the exchange.

DTNIQ Client Software Wish List » iqconnect.exe & iqconnect_console.exe Nov 10, 2016 03:50 PM (Total replies: 10)

Yes, this would be very helpful. Either a command line argument to disable the GUI or a non-GUI version of the exe. Is it coming?

I see that I can get time&sales using this command on the level1 port:

Begins a trades only watch on a symbol for Level 1 updates.
[SYMBOL] - The symbol that you wish to receive updates on

It does not look like there is a convenient way to back-fill that data. Even if I pull in historical tick data using the HTD command on the Lookup Socket (port 9100 by default) I would need to figure out the point at which the realtime data has caught up with the historical. Am I missing some easier way to accomplish this?


how are you running in on Linux? using Wine?

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