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zyzhu2000 has contributed to 23 posts out of 21191 total posts
(0.11%) in 6,980 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Most reliable way to check corrupted records Apr 12, 2005 12:05 PM
(Total replies: 1)
Hi, Can anyone recommend a 'most reliable way' to check for corrupted records? Also, a suggestion: Is it possible to put a checksum in the record in the new version? G
IQFeed Developer Support »
Filtering Apr 8, 2005 02:12 AM
(Total replies: 4)
It only makes sense to look for "bad tick opportunity" on tiny target markets like I am trying to do. On a bigger market if you are different from everyone else due to "bad tick opportunity," chances are you are wrong. I am testing my own adaptive filters. That is another very important reason IQ feed should not try to filter out bad ticks for me.
IQFeed Developer Support »
Filtering Apr 7, 2005 09:18 AM
(Total replies: 4)
Sometimes you want to know why a derivative market price respond oddly and some of these can be explained by bad ticks. So you want to filter them out but also want to know when there is a bad tick. Maybe it represents some trading opportunity. I am playing with a tiny local derivative market so bad ticks actually gives trading tips.
IQFeed Developer Support »
Filtering Apr 6, 2005 03:59 PM
(Total replies: 4)
Does IQfeed try to filter ticks for us? If so, do I have a way to turn it off? Bad ticks from exchanges are important and valuable information.
IQFeed Developer Support »
Can I run IQConnect.exe on two machines? Apr 5, 2005 11:54 AM
(Total replies: 1)
I am wondering if I can run IQConnect on two machines with one account. One for development and debugging and one for production. Thanks.
IQFeed Developer Support »
DJM5 no bid and ask update Apr 4, 2005 10:16 PM
(Total replies: 3)
Sorry I wasn't clear. I logged all the DJM5 updates between 8:30 and 3:00 today but all of them are updates due to trade and none of them are updates due to bid/ask change. I am looking at field 18 of the Q message. Do you know why?
IQFeed Developer Support »
DJM5 no bid and ask update Apr 4, 2005 08:29 PM
(Total replies: 3)
Hi, I have DJM5 on the watch list, but all updates I receive are trades. I never receives a single one of bid and ask update. What is going on? Thanks, Geoffrey
IQFeed Developer Support »
Unaksed for P message Apr 4, 2005 02:56 PM
(Total replies: 1)
After making the connections and subscribing for the watch list for about 5 hours, I received the following message. It is an unasked for P message. It is not a big deal but I am wondering why I would receive a P message if this is not a new subscription and I haven't asked for it by using fSym. P,@ESM5,10,1181.50,3.75,0.003184037,760392,1,1182.00,1170.75,1181.25,1181.50,1 75,663,183,,11.25,15:46t,894913,1177.25,1177.75,0.25,,1177.75,,0,,,,,04/04/2005, ,1181.50,06/17/2005,,,3.75,0,,,0.,0.,4.25,1,0.009521794,,12,2,73,,,1177.25,0.00, 0.00,0.00,51534,,,,
IQFeed Developer Support »
Corrupted message? New Message Type? Apr 4, 2005 01:56 PM
(Total replies: 3)
Yet another one: 0.00,0.00,0.00,45196,,,,
IQFeed Developer Support »
Corrupted message? New Message Type? Apr 4, 2005 01:16 PM
(Total replies: 3)
Here is another one I received: 10431.270,26.97,0.002592197,192200865,,10431.420,10356.710,,,0,0,175,,74.71,14 :02t,,10401.710,10404.300,,,,,0,,,,,04/04/2005,,10431.270,,,,26.97,0,,,,,29.56,1 ,0.007162119,,13,3,,,,,,,,7099,,,,
IQFeed Developer Support »
Corrupted message? New Message Type? Apr 4, 2005 01:00 PM
(Total replies: 3)
I reveived the following from the feed. I don't know what type of message this is. Could you give me some pointer? 88,,,7.5,13:39a,894913,1177.25,1177.75,0.25,,1177.75,,0,,,,,04/04/2005,,1173.7 5,06/17/2005,,,-4.,0,,,0.,0.,-3.5,1,0.006389776,,12,2,73,,,1177.25,0.00,0.00,0.0 0,34673,,,,
IQFeed Developer Support »
Lots of ways to say DJM5. What are the differences? Apr 3, 2005 09:26 PM
(Total replies: 1)
If you look at DJM5 in the symbol look up page, it returns 20+ variations. The following are a few. Can you let me know if they represent the same thing and what are the differences? @DJM5 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT @DJM5-@DJU5 DOW JONES INDUSTRIAL AVG JUN 05/SEP 05 CBOT @DJM5C10000 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT +DJM5 DOW JONES COMPOSITE JUN 2005 CBOT DJM5 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT DJM5C10000 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT Thanks so much!
IQFeed Developer Support »
How to use the TCP interface to force a price? Apr 3, 2005 09:24 PM
(Total replies: 3)
Thanks. That answers my question. What if I don't want to get updates but just want to get a snapshot?
IQFeed Developer Support »
TCP/IP Message Type Spec Apr 3, 2005 08:16 PM
(Total replies: 3)
I can find F, Q, and T in the docoumentation but I cannot find P. Can you give me some help?
IQFeed Developer Support »
How to use the TCP interface to force a price? Apr 1, 2005 11:00 PM
(Total replies: 3)
I try to send to IQConnect fIBM or fDJM5. It works fine during the day, but it does not work after the close. IQExlporer does not work either, but IQWatchQuote works. \ Can you let me know why?
IQFeed Developer Support »
TCP/IP Message Type Spec Apr 1, 2005 10:09 PM
(Total replies: 3)
Hi, I just developed a simple client. I find I am receiving a few message types that I cannot find documention. When I send f@ESM5 to the server, I receive the following: 1. P,@ESM5,10,1177.50,-6.50,-0.00548986,1094072,10,1193.50,1172.50,0.00,0.00,0,0,183,,21.,16:14t,850492,1183.75,1184.00,0.,,1177.75,,0,,,,,04/01/2005,,1177.50,06/17/2005,,,-6.50,0,,,,,-6.25,1,0.017834395,,12,2,76,,,1183.75,0.00,0.00,0.00,273453,,,, 2. F,@ESM5,10,,,1234.25,1164.50,,,,,,,,,,,,,,,,,,E-MINI S&P 500 JUN 2005,,,,,,,,,,,,,,0,12,2,,,8,43,03/07/2005,01/24/2005,,, 3. P,@ESM5,10,1177.50,-6.50,-0.00548986,1094072,10,1193.50,1172.50,0.00,0.00,0,0,183,,21.,16:14t,850492,1183.75,1184.00,0.,,1177.75,,0,,,,,04/01/2005,,1177.50,06/17/2005,,,-6.50,0,,,,,-6.25,1,0.017834395,,12,2,76,,,1183.75,0.00,0.00,0.00,273453,,,, Now the questions are: 1. What is F message? Where can I find documentation? 2. What is P message? Where can I find documentation 3. Why I am receiving two P messages? Thanks, g
IQFeed Developer Support »
Connect to IQConnect.exe remotely Apr 1, 2005 06:05 PM
(Total replies: 2)
That's an interesting definition, but okay.
IQFeed Developer Support »
Automatically Reconnect Apr 1, 2005 06:04 PM
(Total replies: 2)
Hi, This is an important issue. Every time the network connection breaks, IQConnect.exe dies and there is no way to recover automatically. Any hint what to do? G
IQFeed Developer Support »
Symbol List Apr 1, 2005 06:03 PM
(Total replies: 1)
Hi, Do you have a complete list of symbols somewhere? It could be a file on your web site. It could also be something that can be accessed by the API. I am having some symbol mapping issues and would like to build a translation database. g
IQFeed Developer Support »
Connect to IQConnect.exe remotely Mar 31, 2005 05:03 PM
(Total replies: 2)
Can I connect to IQConnect.exe running on another machine? |
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