Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: nelsonandara
About Contact
Joined: Aug 21, 2006 12:10 AM
Last Post: Aug 22, 2006 04:29 PM
Last Visit: Aug 22, 2006 05:52 PM
Website:  
Location: ALbuquerque NM
Occupation: Developer
Interests:
Avatar:
Email: nelsonandara@comcast.net
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
nelsonandara has contributed to 3 posts out of 21199 total posts (0.01%) in 6,469 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Problems retrieving History in C# .NET via COM Aug 22, 2006 04:29 PM (Total replies: 5)

Hi Jean Francois,

I noticed that when receiving History messages, if you have anymore than one event registered at a time, you get an exception that apparently comes from COM, not the C# code. I would also like to have the abillity to register more than one event ( at least TickProgress and TickCompleted ) at the same time.

If anyone knows about a way to accomplish this in .NET, please share.
Nelson Andara
nelsonandara@comcast.net

IQFeed Developer Support » Problems retrieving History in C# .NET via COM Aug 21, 2006 10:59 AM (Total replies: 5)

Hi Steve, thanks for your quick response. I noticed that the application started receiving History data as soon as the market opened. Are there scheduled times when port 9100 is down?

I will move forward with my implementation in terms of better multithreading and front end.

I look forward to more information on the availability of port 9100 for historic data feeds.

Regards,

Nelson
Nelson Andara
nelsonandara@comcast.net

IQFeed Developer Support » Problems retrieving History in C# .NET via COM Aug 21, 2006 12:21 AM (Total replies: 5)

I created a program based on a posting from January 2005 from Dennis. THey program compiles and runs, everything works well when requesting real time Level 1 data. However, when I request Tick History using RequestTickHistory, the call does not cause a runtime error, but the event handlers associated with this call ( TickProgress or TickCompleted ) do not fire.

In this example I am using the IQFEED_DEMO application name. I have tried replacing with my own credentials and the symptoms are the same.

I have been able to see that the connection is registered by the IQConnect Manager. I am appending the frmMain.cs contents of my project. Any help on this issue will be greatly appreciated.

Regards,

Nelson Andara

// Sample application to request level1 and History via COM
using System;
using System.Drawing;
using System.Collections;
using System.ComponentModel;
using System.Windows.Forms;
using System.Data;
using DTNHISTORYLOOKUPLib;

namespace CSharpLevel1Com
{
/// <summary>
/// Summary description for Form1.
/// </summary>
public class frmMain : System.Windows.Forms.Form
{
string strSymbol = "";
private bool reporting_history = false;
private System.Windows.Forms.Label lblSymbol;
private System.Windows.Forms.TextBox txtSymbol;
private System.Windows.Forms.Button cmdGetData;
private System.Windows.Forms.ListBox lstData;
private AxIQFEEDYLib.AxIQFeedY axIQFeedY1;
private HistoryLookupClass m_HistoryLookupClass;
/// <summary>
/// Required designer variable.
/// </summary>
private System.ComponentModel.Container components = null;

public frmMain()
{
//
// Required for Windows Form Designer support
//
InitializeComponent();

//
// TODO: Add any constructor code after InitializeComponent call
//

this.m_HistoryLookupClass = new HistoryLookupClass();
this.m_HistoryLookupClass.MinuteCompleted += new _IHistoryLookupEvents_MinuteCompletedEventHandler(m_HistoryLookupClass_MinuteCompleted);
this.m_HistoryLookupClass.TickCompleted += new _IHistoryLookupEvents_TickCompletedEventHandler(m_HistoryLookupClass_TickCompleted);
this.m_HistoryLookupClass.TickProgress += new _IHistoryLookupEvents_TickProgressEventHandler(m_HistoryLookupClass_TickProgress);
}

/// <summary>
/// Clean up any resources being used.
/// </summary>
protected override void Dispose( bool disposing )
{
if( disposing )
{
if (components != null)
{
components.Dispose();
}

this.axIQFeedY1.RemoveClientApp();
}
base.Dispose( disposing );
}

#region Windows Form Designer generated code
/// <summary>
/// Required method for Designer support - do not modify
/// the contents of this method with the code editor.
/// </summary>
private void InitializeComponent()
{
System.Resources.ResourceManager resources = new System.Resources.ResourceManager(typeof(frmMain));
this.lblSymbol = new System.Windows.Forms.Label();
this.txtSymbol = new System.Windows.Forms.TextBox();
this.cmdGetData = new System.Windows.Forms.Button();
this.lstData = new System.Windows.Forms.ListBox();
this.axIQFeedY1 = new AxIQFEEDYLib.AxIQFeedY();
((System.ComponentModel.ISupportInitialize)(this.axIQFeedY1)).BeginInit();
this.SuspendLayout();
//
// lblSymbol
//
this.lblSymbol.Location = new System.Drawing.Point(8, 8);
this.lblSymbol.Name = "lblSymbol";
this.lblSymbol.Size = new System.Drawing.Size(48, 16);
this.lblSymbol.TabIndex = 0;
this.lblSymbol.Text = "Symbol: ";
//
// txtSymbol
//
this.txtSymbol.CharacterCasing = System.Windows.Forms.CharacterCasing.Upper;
this.txtSymbol.Location = new System.Drawing.Point(72, 8);
this.txtSymbol.Name = "txtSymbol";
this.txtSymbol.Size = new System.Drawing.Size(136, 20);
this.txtSymbol.TabIndex = 1;
this.txtSymbol.Text = "TXTSYMBOL";
//
// cmdGetData
//
this.cmdGetData.Location = new System.Drawing.Point(216, 8);
this.cmdGetData.Name = "cmdGetData";
this.cmdGetData.Size = new System.Drawing.Size(88, 24);
this.cmdGetData.TabIndex = 2;
this.cmdGetData.Text = "&Get Data";
this.cmdGetData.Click += new System.EventHandler(this.cmdGetData_Click);
//
// lstData
//
this.lstData.HorizontalScrollbar = true;
this.lstData.Location = new System.Drawing.Point(8, 40);
this.lstData.Name = "lstData";
this.lstData.Size = new System.Drawing.Size(656, 316);
this.lstData.TabIndex = 3;
//
// axIQFeedY1
//
this.axIQFeedY1.Enabled = true;
this.axIQFeedY1.Location = new System.Drawing.Point(408, 16);
this.axIQFeedY1.Name = "axIQFeedY1";
this.axIQFeedY1.OcxState = ((System.Windows.Forms.AxHost.State)(resources.GetObject("axIQFeedY1.OcxState")));
this.axIQFeedY1.Size = new System.Drawing.Size(100, 50);
this.axIQFeedY1.TabIndex = 4;
this.axIQFeedY1.Visible = false;
this.axIQFeedY1.SystemMessage += new AxIQFEEDYLib._DIQFeedYEvents_SystemMessageEventHandler(this.IQFeed_SystemMessage);
this.axIQFeedY1.SummaryMessage += new AxIQFEEDYLib._DIQFeedYEvents_SummaryMessageEventHandler(this.IQFeed_SummaryMessage);
this.axIQFeedY1.FundamentalMessage += new AxIQFEEDYLib._DIQFeedYEvents_FundamentalMessageEventHandler(this.IQFeed_FundamentalMessage);
this.axIQFeedY1.TimeStampMessage += new AxIQFEEDYLib._DIQFeedYEvents_TimeStampMessageEventHandler(this.IQFeed_TimeStampMessage);
this.axIQFeedY1.QuoteMessage += new AxIQFEEDYLib._DIQFeedYEvents_QuoteMessageEventHandler(this.IQFeed_QuoteMessage);

//
// frmMain
//
this.AutoScaleBaseSize = new System.Drawing.Size(5, 13);
this.ClientSize = new System.Drawing.Size(672, 364);
this.Controls.Add(this.axIQFeedY1);
this.Controls.Add(this.lstData);
this.Controls.Add(this.cmdGetData);
this.Controls.Add(this.txtSymbol);
this.Controls.Add(this.lblSymbol);
this.MaximizeBox = false;
this.Name = "frmMain";
this.StartPosition = System.Windows.Forms.FormStartPosition.CenterScreen;
this.Text = "frmMain";
this.Load += new System.EventHandler(this.frmMain_Load);
((System.ComponentModel.ISupportInitialize)(this.axIQFeedY1)).EndInit();
this.ResumeLayout(false);

}
#endregion

/// <summary>
/// The main entry point for the application.
/// </summary>
[STAThread]
static void Main()
{
Application.Run(new frmMain());
}

//Form load handler, register client app here
private void frmMain_Load(object sender, System.EventArgs e)
{
this.Text = "CSharp Level1 COM";
this.txtSymbol.Text = "";
this.txtSymbol.Enabled = false;

string strName = "IQFEED_DEMO";
string strVersion = "1.0";
string strKey = "1.0";

this.axIQFeedY1.RegisterClientApp( ref strName, ref strVersion, ref strKey );
}

//Watch symbol when the get data button is clicked
private void cmdGetData_Click(object sender, System.EventArgs e)
{
string strSymbol = txtSymbol.Text.Trim();
if( strSymbol != "" )
{
axIQFeedY1.WatchSymbol( ref strSymbol );
}
}

//Received fundamental message, add to list box
private void IQFeed_FundamentalMessage(object sender, AxIQFEEDYLib._DIQFeedYEvents_FundamentalMessageEvent e)
{
string strData = e.strFundamentalData;
lstData.Items.Insert(0,strData);
}

//Received summary message, add to list box
private void IQFeed_SummaryMessage(object sender, AxIQFEEDYLib._DIQFeedYEvents_SummaryMessageEvent e)
{
string strData = e.strSummaryData;
lstData.Items.Insert(0,strData);
}

//Received quote message, add to list box
private void IQFeed_QuoteMessage(object sender, AxIQFEEDYLib._DIQFeedYEvents_QuoteMessageEvent e)
{
string strData = e.strQuoteData;
lstData.Items.Insert(0,strData);
}

// First Time you receive the System message indicates you are connected.
private void IQFeed_SystemMessage(object sender,AxIQFEEDYLib._DIQFeedYEvents_SystemMessageEvent e)
{
string strData = e.strSystemData ;
txtSymbol.Enabled = true;
lstData.Items.Insert(0,strData);
}

//Received Time Stamp message, add to list box, request history
private void IQFeed_TimeStampMessage( object sender, AxIQFEEDYLib._DIQFeedYEvents_TimeStampMessageEvent e)
{
string strData = e.strTimeStampData;
lstData.Items.Add(strData);
strSymbol = txtSymbol.Text.Trim();
if ( strSymbol != "" )
{
this.m_HistoryLookupClass.RequestTickHistory(strSymbol,1);
}
Console.Write(" TImeStampMessage Received\n");
}
private void m_HistoryLookupClass_TickProgress( int iTicksReceived)
{
Console.Write( "{0} ticks received ",iTicksReceived);
}
private void m_HistoryLookupClass_TickCompleted( int iTicksReceived,
object Time,
object Ask,
object Bid,
object Volume,
object TradePrice,
object TradeSize)
{
if(!reporting_history)
{
reporting_history = true;
DateTime[] m_TimeArray = (DateTime[]) Time;
double[] m_AskArray = (double[]) Ask;
double[] m_BidArray = (double[]) Bid;
int[] m_VolumeArray = (int[]) Volume;
double[] m_TradePriceArray = (double[]) TradePrice;
int[] m_TradeSizeArray = (int[]) TradeSize;

for (long i = iTicksReceived; i>0; i--)
{
Console.Write("Time: {0}, ", m_TimeArray.GetValue(i));
Console.Write("Ask: {0,8:F}, ",m_AskArray.GetValue(i));
Console.Write("Bid: {0,8:F}, ",m_BidArray.GetValue(i));
Console.Write("Volume:{0,6}, ", m_VolumeArray.GetValue(i));
Console.Write("Trade Price: {0,8:F}, ",m_TradePriceArray.GetValue(i));
Console.Write("Trade Size: {0,6}, ",m_TradeSizeArray.GetValue(i));
}
}
Console.Write("TickCompleted executed\n");
}

private void m_HistoryLookupClass_MinuteCompleted( int lMinutesLoaded,
object Time,
object Open,
object Close,
object High,
object Low,
object Volume,
object IntVolume)
{
if (!reporting_history)
{
reporting_history = true;

DateTime[] m_TimeArray = (DateTime[]) Time;
double[] m_OpenArray = (double[]) Open;
double[] m_CloseArray = (double[]) Close;
double[] m_HighArray = (double[]) High;
double[] m_LowArray = (double[]) Low;
int[] m_VolumeArray = (int[]) Volume;
int[] m_IntVolumeArray = (int[]) IntVolume;

for(long i = lMinutesLoaded; i> 0; i--)
{
Console.Write("Time: {0}, ", m_TimeArray.GetValue(i));
Console.Write("Open: {0,8:F}, ",m_OpenArray.GetValue(i));
Console.Write("Close: {0,8:F}, ",m_CloseArray.GetValue(i));
Console.Write("High: {0,8:F}, ",m_HighArray.GetValue(i));
Console.Write("Low: {0,8:F}, ",m_LowArray.GetValue(i));
Console.Write("Volume:{0,6}, ", m_VolumeArray.GetValue(i));
Console.Write("IntVolume:{0,6}, ",m_IntVolumeArray.GetValue(i));
}
}
}
}
}
Nelson Andara
nelsonandara@comcast.net


Time: Mon May 6, 2024 12:06 AM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003