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IQFeed Developer Support » 4/12/21 Data Outage Status Updates May 12, 2021 05:25 PM (Total replies: 31)

I should also note that I'm on version 5.0 of the API. I know that's an old version.

No need to dig into this if no one else is seeing any issues. It may be an issue on my end anyway, and I've found a workaround that patches together data collected before and after April 12, instead of collecting the last couple months all at once.

IQFeed Developer Support » 4/12/21 Data Outage Status Updates May 12, 2021 04:28 PM (Total replies: 31)

It's been a while since I've worked on this software, but I believe that it is sending the following request.

HTD,CNGT,50,,,,1,321687954

For this request, I'm not seeing any ticks after April 12. However, if I change the third column from 50 to 20, so that April 12 is not covered, then I see ticks after that date.

It's very possible that there's something else in my software that's getting tripped up by the error lines that I'm trying to ignore.

IQFeed Developer Support » 4/12/21 Data Outage Status Updates May 12, 2021 09:15 AM (Total replies: 31)

I ran my software again, this time requesting data starting from a date after April 12. This resulted in many more ticks being returned. It's still aggregate data, but the results look to be in line with what I was seeing before the backfill.

In summary, I seem to be retrieving fewer ticks for days after April 12, but only if I ask for data starting from before April 12.

So, I'm wondering if whatever is causing those "Connection Timeout Error" lines to appear in the results is also affecting the data that is returned for a stock after that point.

IQFeed Developer Support » 4/12/21 Data Outage Status Updates May 12, 2021 06:34 AM (Total replies: 31)

Since the backfill was completed, historical data requests done via the API receive lines like with:

"E,Connection Timeout Error."

Since these occur after receiving data around the time of the outage, I assume I should just ignore them.

More importantly, I'm also seeing far fewer ticks on the trading days starting after April 12. I only have aggregate data right now, but I'm seeing about 1/30 as many ticks on each day.

These are all OTCBB stocks.


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