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"For anyone considering using DTN.IQ for a data feed, my experience with the quality of data and the tech support has been very positive." - Comment from Public Forum
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"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
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"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"Everything is working great with the API. I love it." - Comment from Calvin
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Viewing User Profile for: keydiver
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Joined: Mar 30, 2006 09:54 AM
Last Post: Jul 11, 2010 03:48 PM
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keydiver has contributed to 5 posts out of 21191 total posts (0.02%) in 6,615 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Market Open flag seems stuck? Jul 11, 2010 03:48 PM (Total replies: 1)

I am looking at using the Market Open flag, item 44 in the summary and quote messages for the continuous contracts such as @AD#. My understanding is that Market Open would be set to "1" whenever that contract is trading. I'm polling a small portfolio and almost all the continuous contracts are returning "open" status on Sunday afternoon at 1645 EDT. All these markets are closed and won't start opening for another hour. Here's a snap of the logged data-

164500: SY:: 0, @BO#, Market:1, Open:0, Last:37.38, TickTime: 14:07:59
164501: SY:: 1, @C#, Market:1, Open:0, Last:376, TickTime: 14:14:58
164501: SY:: 2, +CL#, Market:1, Open:0, Last:76.45, TickTime: 17:14:56
164501: SY:: 3, @ED#, Market:1, Open:0, Last:99.46, TickTime: 16:59:56
164501: SY:: 4, @GF#, Market:1, Open:0, Last:113.35, TickTime: 14:54:52
164501: SY:: 5, +HG#, Market:1, Open:0, Last:306.9, TickTime: 17:14:42
164501: SY:: 6, +HO#, Market:1, Open:0, Last:2.0362, TickTime: 17:14:28
164501: SY:: 7, @KW#, Market:1, Open:0, Last:548, TickTime: 14:14:37
164501: SY:: 8, @LB#, Market:1, Open:0, Last:197.1, TickTime: 14:04:04
164501: SY:: 9, @LE#, Market:1, Open:0, Last:90.25, TickTime: 14:54:59
164501: SY:: 10, @MD#, Market:0, Open:0, Last:0, TickTime:
164501: SY:: 11, +NG#, Market:1, Open:0, Last:4.427, TickTime: 17:14:50
164501: SY:: 12, @O#, Market:1, Open:0, Last:259, TickTime: 13:23:56
164501: SY:: 13, +PL#, Market:1, Open:0, Last:1524.2, TickTime: 09:13:40
164501: SY:: 14, +RB#, Market:1, Open:0, Last:2.0763, TickTime: 17:14:28
164501: SY:: 15, @US#, Market:1, Open:0, Last:126.25, TickTime: 16:59:59

You can see from the last tick time that these are the last trades from Friday, July 9. Can you clarify how Market Open is managed?

Thanks.

IQFeed Developer Support » Developer Feed Access Apr 19, 2006 01:40 PM (Total replies: 1)

Do you have the ability to permit a developer to login for test/debug work while the regular customer id is logged in? IB will set up a "paper trade" account for this purpose, do you have anything similar?

IQFeed Developer Support » Regular Trading Hours Mar 30, 2006 03:12 PM (Total replies: 4)

Thanks again. The test app seemed to work correctly, but we eren't monitoring the Hi/Low data specifically. I'll specifically look at that tomorrow. FYI, if you don't select "RTH", the IB feed gives you the high and low for the calendar day. We were getting caught by premarket data that gave a much wider range.

IQFeed Developer Support » Regular Trading Hours Mar 30, 2006 10:41 AM (Total replies: 4)

Thanks for your reply. I am trading equities and have to know the regular session high and low. Just to confirm, the update message's High and Low fields show the high/low price starting at 0000 Eastern time? Therefore, I have to maintain my own high and low using update message data from 0930 to 1600 Eastern time. Is this correct ? Thanks.

IQFeed Developer Support » Regular Trading Hours Mar 30, 2006 10:02 AM (Total replies: 4)

I am adding IQFeed to get around IB's 100-symbol limit. Their interface has a boolean called "RTH" that will limit daily high, low and volume information to the exchange's regular trading hours. I have looked at the documentation, but can't find any similar option in the IQFeed. Can you fill me in on how this is handled here, by flag or by programming code?

Thanks.


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