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Viewing User Profile for: DTN_Tim Walter
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Joined: Apr 25, 2006 12:17 PM
Last Post: May 22, 2017 08:02 AM
Last Visit: May 22, 2017 08:02 AM
Website: http://www.dtniq.com
Location: Omaha, NE
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DTN_Tim Walter has contributed to 1005 posts out of 17909 total posts (5.61%) in 4,051 days (0.25 posts per day).

20 Most recent posts:
IQFeed Developer Support » EOD Historical Dividend Adjustments May 22, 2017 08:02 AM (Total replies: 26)

Hello,

It is a project we continue to work on and have completed several pieces of, but there are challenges, as you know, to unraveling our data to an un-adjusted state and I don't have an ETA on when those steps will be completed.

Tim

Data and Content Support » minute bars from tick data May 18, 2017 08:11 AM (Total replies: 9)

Nope, but you can edit it. :)

Data and Content Support » minute bars from tick data May 17, 2017 10:51 AM (Total replies: 9)

I found this link which look like it matches what you want.

https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf

I do not have a full listing of these.

We would use the consolidated.

Tim

Data and Content Support » Delisted Stocks May 17, 2017 08:09 AM (Total replies: 7)

Just to elaborate further on our process in regards to the history of deleted symbols.

We generally do not delete any history unless a symbol is re-used or moved to a new symbol. Once it has, the old data is no longer available from our system.

So, if you know the symbol to look for it should be there if it has not been re-used, but as Mark mentioned, we do not have a lookup for these expired symbols, so you would need to know the symbol to have a chance of finding the data.

Tim

Data and Content Support » minute bars from tick data May 17, 2017 07:53 AM (Total replies: 9)

Good morning,

You are correct in regards to minute bars.

Last qualified flags are determined by using the exchange specifications. Each exchange is different, so you would need to look at feed specifications for each one to know them all, but here is the Nasdaq one for you to peruse.

http://www.utpplan.com/DOC/utdfspecification.pdf

Just search the document for Trade Condition or section 7.5.1.1 and you should be able to find within that matrix.

Tim


Hello,

A, is likely due to not setting your protocol. Make sure that for each socket that you create you are setting your protocol to 5.2. and then the documentation will match and make more sense.

B, this is a guess, but IQFeed will close after 5 seconds if no client is connected, so you will need to restart the app when this event occurs.

Tim

Data and Content Support » Can't Connect via iqconnect.exe May 4, 2017 08:39 AM (Total replies: 9)

Can you email me the command line you are sending with all of the parameters used and I will be happy to try and replicate the issue?

Tim

Data and Content Support » Can't Connect via iqconnect.exe May 3, 2017 07:21 AM (Total replies: 9)

Good morning,

In order to use the API you would need to have a valid product code. Assuming you have one, the information you need can be accessed at http://www.iqfeed.net/dev/api/docs/InitializingTheFeed.cfm

If not, our sales team can help get you setup today so that you have access to all of documentation and I can further support you via chat and email as well.

Tim

IQFeed Developer Support » Historical OHLC bars for quotes (bid/ask)? May 1, 2017 10:10 AM (Total replies: 5)

NxCore is a streaming service that would have this. But, I believe sales can provide data on a one time basis aside from that. If you contact sales and ask for Jerry, I am sure he can explain the options better than I.

Tim

IQFeed Developer Support » IQConnect disconnect behavior May 1, 2017 08:29 AM (Total replies: 5)

I actually don't recall the last full outage we had, I started 11 years ago, so I asked if anyone remembered one and someone said it was 16 yrs ago that we had our last outage where we we had 0 data in, 0 data out. But, that was before we had our own ticker plant, so it doesn't have any relevance to today.

We have always said we maintain a 99.9% up time, but I am sure we exceed that, even at an individual exchange or server level. Of course, there could be street maintenance somewhere that cuts a fiber line, but that would impact only that given exchange and only affect one server center as major exchanges have multiple feed inputs and we would just redirect users to good servers during such an event.

We have times where we roll out updates over the weekend which could result in us having to rollback. That might happen a couple times a year. but we stagger our releases, so all systems are not affected by any one update. We also have engineered many of our systems so that they can be updated without ever bringing anything down or losing data, so an event like this may be invisible to you.

So yes, things happen, but I would say this is one area we really excel at and will continue to focus on as the product evolves. Sorry for the late reply, but hopefully this helps answer the questions.

Tim

IQFeed Developer Support » Odd Updates On SCOR Apr 25, 2017 02:03 PM (Total replies: 3)

Hi Craig,

Sorry for the delay. Yes, consecutive delimiters are a normal part of the feed, also having no bid or ask available at any given time is also a valid condition.

Tim


Good morning,

There was a bug that allowed users to inadvertently receive data without having the associated subscriptions on their account. This only affected historical data. The fix was released to 148 on Sunday and will be rolled out next week for 156. If you want to provide us the symbols that are failing, we can let you know which subscriptions you will want to add so that we can get you back on track.

Tim

IQFeed Developer Support » forex: last always == bid? Apr 17, 2017 12:50 PM (Total replies: 5)

I do not believe so, but if you find something different than that, let me know, and I can escalate the request to add it in the future.

Tim

IQFeed Developer Support » forex: last always == bid? Apr 17, 2017 12:17 AM (Total replies: 5)

My understanding of this has always been that nothing of that nature is disseminated. The banks report their exchange rates and that sets the bid and ask values, but there is no single place that processes or publishes the individual transactions.

Tim


Hello,

Yes, all of our intraday interval bars are timestamped with the time of the bar's completion, not the start time.

Tim

IQFeed Developer Support » IQConnect disconnect behavior Apr 14, 2017 08:36 AM (Total replies: 5)

1. How does IQConnect decide when a connection to DTN servers has failed? It there a timeout on “heartbeats”? (say my internet connection is down)

You are correct. It tests for 5s gap in data.

2. When a connection is thought to have failed, will IQConnect try indefinitely to reconnect?

Yes, it will try indefinitely.

3. If the feed reconnects, will current watches be maintained? Will I start seeing Level1 data arrive without resubscribing?

Yes,

4. On a derivative feed, will missing interval bars be replayed? ( I think not because I believe IQConnect computes these locally from tick data, but I could be wrong)

No. The system, after retrieving the history, switches over to streaming data and builds it as you mentioned. But, that would add a lot of value to the product I think. I'll write it up for a future enhancement request.

5. Is there anyway to get IQConnectLog to append instead of overwrite? Not currently. We are looking at options to improve our logging currently. Hopefully, we can make this configurable in future versions.

6. Is there a recommended maximum duration I can run IQConnect without a restart? Is 24/5 ok? or should I restart daily?

Some people leave IQFeed up for weeks at a time, but the other day I saw a 17GB log file, so I would say you might want to at least have a script that either copies the log into another file or deletes it every once in awhile so the log will remain useful.


Good morning,

It's a good idea, I'll let people know so we can consider adding this in the future, but, for now, I don't have something better than what you have already discussed, at least not without impacting your symbol counts. We do have some updates coming in the foreseeable future though that may help solve your issue in a s;ightly different way, so I will get those details out to you as we get closer to a beta release.

Tim

IQFeed Developer Support » Streaming interval bars delays Apr 3, 2017 07:43 AM (Total replies: 2)

Hi, my apologies for the delayed reply.

Our goal with streaming bars was to make it so that you would always receive bars that would match our history if the two were later compared. The issue then became, how do you know when a bar has completed so that you can know to write it. The answer, due to the impossibility of syncing all clocks involved and the random latencies between connections, was to say that a bar complete message is only sent when a new message, with a time that is outside of the current bar, is received. So that is why BC messages are not timely.

We do have the update interval, that is discussed in our documentation, that attempts to help solve this. If you set your update interval to 60, you will always get a bar no later than 60 seconds after the last trade. For example, if you were requesting 1 minute bars and set your update interval to 15, a sample minute might go like this;

Note: Assuming this is the open and previous trades have not occurred for simplicity.

9:30:03 - A trade arrives - No message sent
9:30:06 - A trade arrives - No message sent
No trades arrive for 15 seconds after this, so we fire an update (BU) message at 9:30:21
9:30:46 - No trades since the last message, so do nothing
9:30:57 - A trade arrives - No message sent
9:31:12 - No trade for 15 seconds - another update (BU) message sent
9:31:15 - A trade arrives - This is the first trade outside of the 9:30 minute, so a bar complete (BC) message is sent for the 9:30 - 9:31 bar
9:31:29 - A trade arrives - no message
9:31:40 - A trade arrives - no message
9:31:53 - A trade arrives - no message
9:32:03 - A trade arrives - A bar complete message is sent here, since we never went 15 seconds without a message, no BU message was sent.

If the 15 second gap is too large for your app, just lower the update interval to whatever tolerance works for your need, but hopefully this will help illustrate the difficulties you are seeing and how you can help to resolve them.

Tim

IQFeed Developer Support » Historical OHLC bars for quotes (bid/ask)? Mar 15, 2017 08:35 AM (Total replies: 5)

Good morning,

Unfortunately, IQFeed does not store any historical bid or ask data within it's systems, but we do have other products with this type of data available for a one time purchase to supplement your usage, if you would like to talk about purchasing this kind of data just let me know and I can have someone is sales reach out to you.

Tim


Good morning.

The next time this occurs, before restarting, can you please check in your Docs\DTN\IQFeed\ directory and send me the IQConnectLog.txt file and any .dmp files that are located there to the developer email address?

Tim


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