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Viewing User Profile for: Lewcifer
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Joined: Jul 8, 2006 11:36 AM
Last Post: Sep 25, 2015 05:00 PM
Last Visit: Nov 24, 2015 10:04 AM
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Interests: Trading - index, oil, metals and currency futures.
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Lew Payne
Email: lew.payne@gmail.com
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Lewcifer has contributed to 29 posts out of 18764 total posts (0.15%) in 4,483 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » CME protocol Sep 25, 2015 05:00 PM (Total replies: 28)

Tim - I just received the following email from Telvent...

--- begin:

Effective Sunday, September 27, 2015 our ticker plant will complete its transition to the new MDP 3.0 protocol from the CME Group. The CME released this protocol in late 2014 and is requiring all data vendors to migrate to it by October 2015.

With the large number of professional traders who rely on IQFeed to power their trading and analytics, we have been focused on ensuring this change will have minimal impact on you. While the MDP 3.0 protocol is designed to “bundle” trades that were previously reported individually, our Ticker Engineers have been able to successfully “un-bundle” these trades so IQFeed can continue providing the highest level of visibility and accuracy with regards to trade flow.

We have spent countless hours coding, testing, and validating our systems to ensure our customers continue receiving the best data feed on the market. Because of this effort, our customers will notice little or no change within your charts when we switch to MDP 3.0. You may notice fewer trades being reported because the CME Group will no longer report Spread Leg trades the same as before. Thus, these will be represented as volume only updates without a corresponding trade. In addition, you may notice multiple sequential trades that will be sent with the same TickID. This will allow our customers and 3rd party software providers to “re-bundle” the trades if desired while providing “un-bundled” trades to the majority of our users who need it.

We pride ourselves on providing professional services to successful traders and strive to communicate with you anytime there is a change or issue that could affect your trading. Be sure to follow us on Twitter (@DTN_IQFeed) to receive a full year of free real-time quotes.

--- end

Well done, guys... this was not an easy feat; a solution was not evident at first, and it required thinking and interfacing with the CME guys to fully understand your options and engineer a multi-faceted solution.

Regards,
Lew Payne

Lew Payne, Founder
Boise Stock Exchange


IQFeed Developer Support » Config Option - IQfeed Logfile Location Sep 1, 2015 11:31 AM (Total replies: 1)

Is there a way to specify the (i.e., change the default) iqfeed logfile (iqconnect.log) location?

Currently, on a Windows box, it is located in the "...Documents/DTN/IQfeed/" directory.

A basic google search for "iqfeed logfile location" yielded no relevant answers.

Thank you in advance!

Lew Payne, Founder
Boise Stock Exchange


IQFeed Developer Support » CME protocol Aug 26, 2015 11:36 AM (Total replies: 28)

What happens to spread leg trades? Specifically...

  • How do I identify spread-induced volume now that it will no longer be included in the transactional feed under MDP 3.0?

  • Where else do I go to find spread leg trade volume, so that I can consolidate it back into tick volume?

  • How can I ascertain IQfeed-specific operational issues caused by this change, so that I can adjust my systems accordingly prior to cutover?

  • How will historical data be fitted so that volumetric issues are minimized, when overlapping between pre-cutoff and post-cutoff data?


    Regards,
    Lew Payne


    Lew Payne, Founder
    Boise Stock Exchange

    Edited by Lewcifer on Aug 26, 2015 at 11:38 AM

    IQFeed Developer Support » CME protocol Jul 18, 2015 10:27 AM (Total replies: 28)

    Using the data stream provided by IQfeed, is there a way for me to be able to identify these "unbundled" trades so that I may consolidate/bundle them myself? Specifically, is there a field that tags each unbundled trade with an identifier that is common to that bundle? Such that, if I were to add up all the trades with that common identifier, I would end up with the aggregate trade that was placed (in reality) by one entity/trader but purposely split into smaller batches of successive trades?


    Lew Payne, Founder
    Boise Stock Exchange

    Edited by Lewcifer on Jul 19, 2015 at 09:31 PM

    IQFeed Developer Support » FSI Codes Dec 21, 2013 03:13 PM (Total replies: 3)

    Yes, it does. You'll find this field in the documentation as "Financial Status Indicator." It denotes if an issuer has failed to submit its regulatory filings on a timely basis, has failed to meet the exchange's continuing listing standards, and/or has filed for bankruptcy. The data is provided to DTN by the exchange or 3rd party data provider.

    Unfortunately, I don't know if it takes on the standard values shown on the above hyperlink.

    It would be good to know if those are the possible values it takes on, or if the data is somehow massaged and output differently from DTN or the 3rd party data provider.

    Lew Payne, Founder
    Boise Stock Exchange


    IQFeed Developer Support » FSI Codes Dec 19, 2013 12:36 PM (Total replies: 3)

    Does the IQconnect client (well, the data stream actually) support FSI codes, such as these...

    http://www.schwab.com/public/schwab/nn/qq/financial_status_indicator.html

    If so, are they delivered via the summary record, the streaming feed, or ?

    Thank you.



    Lew Payne, Founder
    Boise Stock Exchange

    Edited by Lewcifer on Dec 19, 2013 at 12:53 PM
    Edited by Lewcifer on Dec 19, 2013 at 06:39 PM

    Data and Content Support » ePork Bellies Gone? May 21, 2008 12:48 PM (Total replies: 3)

    Thanks, Loren.

    If they're going to change the symbol for an issue, should it not be announced on here?

    Also, someone needs to roll out the change to your online symbol search tool.

    In other words, a process control methodology is needed!!

    Lew Payne, Founder
    Boise Stock Exchange


    Data and Content Support » ePork Bellies Gone? May 20, 2008 03:57 PM (Total replies: 3)

    The following symbol, which is still listed in the online symbol guide, returns an "invalid symbol" error through IQFEED...

    @GPB# PORK BELLIES MAY 2008 CME

    Can you please let me know what's going on? It worked as of several days ago.

    Lew Payne, Founder
    Boise Stock Exchange


    Data and Content Support » Futures Symbol/Root Changes Apr 9, 2008 02:47 PM (Total replies: 4)

    Sarah - Thank you for researching this issue. I'd like to make a suggestion, to avoid future problems like this one...

    When making Futures Symbol/Root Changes announcements in the locked and pinned forum thread by the same name, please cite the applicable platform as well. This will eliminate one source of customer confusion and wasted/duplicated research time.

    Thank you again for your answer.

    Regards,
    Lew Payne

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » Futures Symbol/Root Changes Apr 8, 2008 10:20 PM (Total replies: 4)

    From this list of new future symbols/root changes that DTN announced...

    QRC
    QVA
    QWW
    QYP
    QVQ
    QYR

    QYI
    QYJ
    QYN
    QYM

    QAS

    QRS
    QRN

    QBZ

    ... only these two are working (valid) for me:

    QVQ#
    QBZ#

    Can you please tell me if you have continuous contracts on the rest, and if not... what I need to enter to get some of these contracts. Thank you in advance.

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » Dollar Weighted Indices Jan 3, 2008 11:54 AM (Total replies: 3)

    Thanks, Stan. Your "symbol search" feature is very picky about punctuation, it seems... depending on how you search ("U.S." vs "US" vs "U S") - you may or may not find the symbol based on a description/name search.

    Thanks again...

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » Dollar Weighted Indices Jan 2, 2008 01:25 PM (Total replies: 3)

    After perusing the online "indices" symbol guide, I am unable to locate the following...

    USDX - U.S. Dollar Index (at ICE)

    TWI - U.S. Dollar Trade Weighted Index

    Are these available on iqfeed?

    Thank you in advance!

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » Invalid Symbol - @RS1# Jan 1, 2008 01:58 PM (Total replies: 3)

    Ken - Thank you for the quick (and researched) reply. Just as an aside, you may want to figure out a procedure for keeping the online symbol search and guides up-to-date when something like this happens... before posting on here, I run a search to see if DTN is still carrying the symbol. If it is, then I assume a feed server problem may be the cause (and post here as a result).

    Thanks again... happy new year!

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » Invalid Symbol - @RS1# Dec 30, 2007 12:53 PM (Total replies: 3)

    To Whom It May Concern:

    I'm an IQFEED customer. For the past several months, the symbol "@RS1#" (Russell 1000 continuous futures contract) has been coming up as invalid. Prior to that, it was accepted by the system. Can someone please look into this? Thank you in advance.

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » Invalid Symbols - Used To Be Valid Oct 4, 2007 01:45 PM (Total replies: 2)

    That was indeed the case... and delayed quotes for these markets have now been added.

    Thank you for providing such excellent customer service, Sarah!

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » Invalid Symbols - Used To Be Valid Oct 4, 2007 01:15 PM (Total replies: 2)

    The following symbols keep coming up as invalid, yet they used to be valid as of several months ago. In addition, they are still listed in your online "symbol search" facility:

    CL#
    HO#
    NG#
    PN#
    QRB#
    @QO#
    @QI#
    @QC#
    QHG#
    HG#
    PL#
    PA#
    GC#
    SI#
    CFN7

    Con someone please tell me what's going on, and why I'm no longer able to track them. It used to be that I could track them, depending on which server I was connected to. I didn't think much of it at the time, attributing it to ticker farm upgrades you were doing.

    Thanks in advance...

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    IQFeed Datafeed Wish List » IQFeed 4.2.x.x May 17, 2007 04:47 PM (Total replies: 16)

    The domain iqfeed.com doesn't belong to DTN... how do you plan on posting announcements there?

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    IQFeed Datafeed Wish List » New exchanges May 4, 2007 12:44 PM (Total replies: 10)

    Requesting: S&P/MIB *futures*, traded via Bolsa Italia.

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » S&P MIB Symbol? Apr 19, 2007 12:50 PM (Total replies: 3)

    Thanks for the quick and courteous answer. It appears you don't support a real-time feed from that exchange, for the purpose of trading S&P/MIB futures. Please consider adding this to your "wish list" of covered exchanges.

    Direct contact: pkventures at gmail dot com
    Don't be shy... I enjoy sharing/learning from and with other traders.


    Data and Content Support » S&P MIB Symbol? Apr 19, 2007 11:56 AM (Total replies: 3)

    I can't seem to find the Italian S&P/MIB futures in the symbols guide... is it not supported? The typical base symbol for this is something like:

    S&P/MIB
    ^SPMIB

    Thanks!

    ---
    Direct contact: pkventures@gmail.com
    Don't be shy... I enjoy sharing/learning from and with traders.



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