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almis has contributed to 17 posts out of 21204 total posts
(0.08%) in 6,483 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
Bad Minute History Data for CIEN Nov 27, 2006 01:03 PM
(Total replies: 6)
Tim, thanks for continuing to investigate this issue. To clarify, when you wrote: "An occurrence like this is rare; we schedule stock and reverse stock splits days in advance and have procedures in place to ensure that all information is processed and disseminated accurately and timely", does that mean that one can generally expect the fundamentals data received from IQ Feed to include stock split information *before* the split occurs?
Data and Content Support »
Bad Minute History Data for CIEN Nov 27, 2006 01:07 AM
(Total replies: 6)
After researching this further it seems that CIEN had a 1:7 stock split on 09/25, but there are still problems/questions about the IQ Feed data as summarized below: 1. The historical minute data has a large gap in time between 09/22 and 10/23: 2006-10-23 09:31:00,24.9400,24.6800,24.7200,24.9100,3786,3786 2006-09-22 16:01:00,4.2900,4.2800,4.2800,4.2900,7877306,281244 2. As also asked in the previous post, why does the minute data go back until 2006-05-05 09:31:00 (this is much greater than the 120 day limit that applies to other symbols)? 3. I log the fundamental data received for all the stocks I watch every day. It sems that the stock split that occured on on 09/25 was not reflected in the fundamentals data received from IQ Feed until 11/06. How soon after a stock split can we expect that the fundamentals information received from IQ Feed is updated? Thanks!
Data and Content Support »
Bad Minute History Data for CIEN Nov 20, 2006 06:29 PM
(Total replies: 6)
Besides, why is it that the minute history data for CIEN goes all the way back to 2006-05-05 09:31:00 (much greater than the 120 day limit that applies to other symbols)? I.e., it is possible to issue command "HM,CIEN,999,1;" and receive the following result: . . . 2006-05-05 09:49:00,4.2000,4.1900,4.1900,4.2000,1303634,46554 2006-05-05 09:48:00,4.1900,4.1800,4.1800,4.1900,1257080,31861 2006-05-05 09:47:00,4.1900,4.1800,4.1800,4.1891,1225219,19844 2006-05-05 09:46:00,4.1900,4.1800,4.1900,4.1800,1205375,30532 2006-05-05 09:45:00,4.1900,4.1700,4.1700,4.1900,1174843,79660 2006-05-05 09:44:00,4.1900,4.1700,4.1900,4.1700,1095183,43210 2006-05-05 09:43:00,4.2300,4.1900,4.2300,4.1900,1051973,66113 2006-05-05 09:42:00,4.2400,4.2300,4.2300,4.2300,985860,19342 2006-05-05 09:41:00,4.2400,4.2300,4.2300,4.2300,966518,11245 2006-05-05 09:40:00,4.2400,4.2300,4.2400,4.2300,955173,38181 2006-05-05 09:39:00,4.2400,4.2200,4.2200,4.2400,916992,30800 2006-05-05 09:38:00,4.2500,4.2100,4.2500,4.2300,886192,86267 2006-05-05 09:37:00,4.2700,4.2500,4.2684,4.2582,799925,53532 2006-05-05 09:36:00,4.2700,4.2600,4.2700,4.2699,746393,20548 2006-05-05 09:35:00,4.2701,4.2400,4.2500,4.2700,725845,475087 2006-05-05 09:34:00,4.2500,4.2400,4.2400,4.2400,250758,15270 2006-05-05 09:33:00,4.2400,4.2400,4.2400,4.2400,235488,20163 2006-05-05 09:32:00,4.2600,4.2400,4.2600,4.2480,215325,29291 2006-05-05 09:31:00,4.2600,4.2400,4.2500,4.2600,186034,160809
Data and Content Support »
Bad Minute History Data for CIEN Nov 20, 2006 06:20 PM
(Total replies: 6)
Hello I just now issued command "HM,CIEN,80,1;" and received the following incorrect data (please note the huge jump from ~$25 to ~$4 around 09/22/06 at 16:01:00): . . . 2006-10-23 09:41:00,25.0000,24.9500,25.0000,24.9900,45469,18617 2006-10-23 09:40:00,25.0000,25.0000,25.0000,25.0000,26852,7293 2006-10-23 09:39:00,25.0001,25.0000,25.0001,25.0001,19559,8305 2006-10-23 09:38:00,25.0020,25.0000,25.0000,25.0020,11254,3226 2006-10-23 09:37:00,25.0000,25.0000,25.0000,25.0000,8028,100 2006-10-23 09:35:00,25.0000,25.0000,25.0000,25.0000,7928,700 2006-10-23 09:34:00,25.0200,25.0200,25.0200,25.0200,7228,2100 2006-10-23 09:33:00,25.0300,25.0200,25.0300,25.0200,5128,400 2006-10-23 09:32:00,25.0100,24.9900,24.9900,25.0100,4586,800 2006-10-23 09:31:00,24.9400,24.6800,24.7200,24.9100,3786,3786 2006-09-22 16:01:00,4.2900,4.2800,4.2800,4.2900,7877306,281244 2006-09-22 16:00:00,4.3100,4.1800,4.1900,4.2900,7596062,839320 2006-09-22 15:59:00,4.1900,4.1600,4.1600,4.1800,6756742,293082 2006-09-22 15:58:00,4.1700,4.1600,4.1700,4.1603,6463660,26426 2006-09-22 15:57:00,4.1700,4.1600,4.1601,4.1600,6437234,62420 2006-09-22 15:56:00,4.1700,4.1600,4.1650,4.1700,6374814,7400 2006-09-22 15:55:00,4.1700,4.1600,4.1600,4.1700,6367414,14950 2006-09-22 15:54:00,4.1700,4.1600,4.1700,4.1600,6352464,141639 2006-09-22 15:53:00,4.1700,4.1400,4.1400,4.1700,6210825,182524 2006-09-22 15:52:00,4.1500,4.1400,4.1500,4.1400,6028301,28203 2006-09-22 15:51:00,4.1500,4.1300,4.1399,4.1500,6000098,126099 2006-09-22 15:50:00,4.1400,4.1300,4.1400,4.1300,5873999,3800 2006-09-22 15:49:00,4.1400,4.1300,4.1350,4.1400,5870199,14605 2006-09-22 15:48:00,4.1400,4.1300,4.1400,4.1400,5855594,4300 2006-09-22 15:47:00,4.1400,4.1300,4.1300,4.1400,5851294,9246 2006-09-22 15:46:00,4.1400,4.1300,4.1400,4.1400,5842048,4212 2006-09-22 15:45:00,4.1400,4.1300,4.1400,4.1300,5837836,15255 2006-09-22 15:44:00,4.1400,4.1300,4.1300,4.1300,5822581,10600 2006-09-22 15:43:00,4.1400,4.1300,4.1300,4.1300,5811981,28154 2006-09-22 15:42:00,4.1400,4.1300,4.1350,4.1300,5783827,3700 2006-09-22 15:41:00,4.1400,4.1300,4.1312,4.1300,5780127,3800 2006-09-22 15:40:00,4.1500,4.1400,4.1400,4.1400,5776327,118735 2006-09-22 15:39:00,4.1400,4.1200,4.1300,4.1400,5657592,141393 2006-09-22 15:38:00,4.1400,4.1300,4.1400,4.1300,5516199,101970 2006-09-22 15:37:00,4.1400,4.1320,4.1400,4.1400,5414229,4300 2006-09-22 15:36:00,4.1400,4.1100,4.1200,4.1300,5409929,278707 2006-09-22 15:35:00,4.1200,4.1100,4.1200,4.1100,5131222,10166 2006-09-22 15:34:00,4.1200,4.1100,4.1150,4.1200,5121056,700 2006-09-22 15:33:00,4.1200,4.1100,4.1200,4.1200,5120356,9200 2006-09-22 15:32:00,4.1200,4.1100,4.1150,4.1100,5111156,1391 2006-09-22 15:31:00,4.1200,4.1100,4.1150,4.1125,5109765,11331 2006-09-22 15:30:00,4.1200,4.1100,4.1200,4.1100,5098434,2500 2006-09-22 15:29:00,4.1200,4.1100,4.1200,4.1200,5095934,12264 . . . Could someone please investigate the cause for this problem, and take whatever action necessary to prevent something like this from happening in the future (this could *really* throw off any mechanical system and cause serious problems). I would greatly appreciate any input on this. Thanks!!
IQFeed Developer Support »
When is "today's" history made available? Oct 31, 2006 02:02 AM
(Total replies: 2)
Correction: The stock symbol in the example of the previous post should be "AAME" (not "AACE"). The server response is the same: FROM CLIENT (LOOKUP)=2006-10-31 02:02:54: HM,AAME,2,1 TO CLIENT (LOOKUP)=2006-10-31 02:02:54: !ERROR! !NONE! !ENDMSG! In general, when will minute history data be available? Thanks!
IQFeed Developer Support »
When is "today's" history made available? Oct 31, 2006 01:08 AM
(Total replies: 2)
Hello When is the minute history data available for retrieval from the servers? When issuing command HM,AACE,2,1; at 2006-10-31 02:02:52, the server returned !ERROR! !NONE!. Note that I use symbol AACE only to illustrate. This problem does appear to occur for most symbols. Also, please refer to the IQConnectLog.txt log file message below: FROM CLIENT (LOOKUP)=2006-10-31 02:02:52: HM,AACE,2,1 TO CLIENT (LOOKUP)=2006-10-31 02:02:52: !ERROR! !NONE! !ENDMSG!
Data and Content Support »
PCBK Data Validity Oct 31, 2006 12:33 AM
(Total replies: 2)
Not sure if you made any changes were made but I checked again today and it looks alright...
Data and Content Support »
PCBK Data Validity Oct 29, 2006 12:51 PM
(Total replies: 2)
Hello The historical minute stock data for PACIFIC CONTINENTAL CORP (symbol PCBK) is drastically different from any other source (e.g. Yahoo, Ameritrade). The problem can be reproduced by telneting to localhost on port 9100 and issuing command HM,PCBK,120,1;
IQFeed Developer Support »
Funny Ticks Oct 25, 2006 07:17 PM
(Total replies: 6)
I experience the same problem. For some more information, please refer to: http://forums.iqfeed.net/index.cfm?page=topic&topicID=1261 P.S. I have not yet been able to exclude the possibility of this being caused by the Internet connection.
Data and Content Support »
Missing Historical Data Oct 6, 2006 12:59 PM
(Total replies: 4)
Thanks for following up on this. The reason I discovered the issue (this late) was a recently conducted study looking at the mean time between minute-data updates, as well as the standard deviation. The sample interval constituted by the 23 missed minute data points prior to 2006-06-05 13:03:00 EST fell outside of 50 standard deviations (!), and so alerted me to investigate the cause. Yes, all minute history requests were missing the 23 minutes prior to 2006-06-05 13:03:00 EST, and yes - there were data returned prior to this gap. The problem is unlikely caused by a software glitch as a telnet session consistently gave the same results, and as the issue occured every time a history request was issued. That said, I recognize your point that this issue has not been previously reported so perhaps it can be considered closed.
Data and Content Support »
Missing Historical Data Oct 5, 2006 03:48 PM
(Total replies: 4)
Yes, your understanding is correct: There were ~23 datapoints missing in the minute data for June 5th 2006. The following could be used to reproduce the problem: 1. telnet <host> 9100 2. HM,ADBE,120,1; You are correct that the oldest minute data currently available is June 8th 2006. As such, the problem does not show up if the HM command is issued today. Still, I am very interested in knowing what may have caused the problem to occur. The problem occurred consistently independently of for which NASDAQ symbols minute datapoints were retrieved, and independently of what time the HM command was issued (within the 120-day interval). It would be particularly interesting to know if this was a problem at the stock exchange, or in the IQFEED feed.
Data and Content Support »
Missing Historical Data Oct 5, 2006 12:22 PM
(Total replies: 4)
Hello, We follow approximately 500 NASDAQ symbols. When issuing the HM command to retrieve minute-history data, ALL stocks consistently have ~23 samples missing prior to 2006-06-05 13:03:00 EST. I would very much appreciate any input on what may have caused this problem. Thanks!
Data and Content Support »
Unexpected data in feed Sep 11, 2006 06:40 PM
(Total replies: 9)
Thanks for your feedback! I will continue to look for errors on my side.
Data and Content Support »
Unexpected data in feed Sep 11, 2006 05:24 PM
(Total replies: 9)
Steve, thanks again for following up on this! The www.2wire.com website reported an average speed of 35.60kb/s (kilobit!, assuming the website uses the correct notation for (b)it and not (B)yte). I find it very difficult to trust the accuracy of those measurements as I consistently obtain 100-400 kB/s (kilobyte) download speeds (using RoadRunner cable in San Diego). I have seen this problem several times over the last few weeks but do not have any additional logs to show at this time. I will however continue logging now for a few days. The problem is unlikely due to CPU load as the two CPUs in my system are hovering around 0-15% each with occasional peaks at 50%. I am looking for the SERVER DISCONNECTED message from port 5009 but have not seen it co-occur with the mentioned problem, so if IQFEED accurately reports server disconnections, the problem is unlikely caused by a lost connection. To be precise, my "telnet client" really is a simple Java application that I put together (to facilitate logging the data to a file). The symbols that I watched are (and I apologize for the size of this post): AAPL,AAUK,ABBI,ABFS,ABXA,ACAS,ACLS,ACXM,ADBE,ADBL,ADCT,ADPT,ADSK,ADTN,AEIS,AEOS,AFFX,AINV,AKAM,ALEX,ALKS,ALTR,ALXN,AMAT,AMCC,AMGN,AMKR,AMLN,AMMD,AMTD,AMZN,ANAD,ANDE,ANDW,ANSS,APCC,APOL,APPB,AQNT,ARBA,ARNA,ARRS,ARXX,ASBC,ASML,ASVI,ASYT,ATHR,ATMI,ATML,ATRS,ATVI,ATYT,AVCT,AVID,AVNX,AZPN,BBBY,BEAS,BEAV,BEBE,BECN,BIDU,BIIB,BKUNA,BLUD,BMET,BMHC,BMRN,BOBJ,BOOM,BPOP,BRCD,BRCM,BRKS,BUCY,BWNG,CAKE,CBRL,CBSS,CBST,CCMP,CCRT,CDNS,CDWC,CECO,CELG,CELL,CENX,CEPH,CERN,CHAP,CHIC,CHKP,CHRS,CHRW,CHTR,CIEN,CINF,CKFR,CMCSA,CMCSK,CMGI,CMLS,CMOS,CMVT,CNCT,CNET,CNXT,COCO,COGN,COGO,COGT,COMS,CONR,CORS,COST,CPST,CPWM,CPWR,CRDN,CREE,CRUS,CRZO,CSCO,CSGS,CTAS,CTRP,CTSH,CTXS,CVTX,CWTR,CYBX,CYMI,CYTC,DADE,DAKT,DBRN,DCEL,DELL,DIOD,DISCA,DISH,DLTR,DPTR,DRIV,DTAS,EAGL,EBAY,ECLP,EEFT,EFII,ELNK,EMKR,ENCY,ENDP,ENER,ENTG,ENZN,EQIX,ERIC,ERTS,ESLR,ESRX,EXBD,EXEL,EXPD,EXPE,EXTR,EZPW,FAST,FCEL,FDRY,FFIV,FILE,FINL,FISV,FITB,FLEX,FLIR,FLSH,FMCN,FMER,FNFG,FNSR,FORM,FOSL,FWLT,GENZ,GIGM,GILD,GKIS,GLBL,GMST,GNSS,GNTX,GOLD,GOOG,GPRO,GRMN,GTRC,GYMB,HANS,HAWK,HBAN,HCBK,HGSI,HLIT,HLTH,HOLX,HOTT,HSIC,HTCH,HTLD,HYSL,IACI,ICOS,IDCC,IDTI,IDWK,IFIN,IIIN,ILMN,IMCL,INFA,INFY,INSP,INTC,INTU,ISIL,ISIS,ISRG,ISSX,ITRI,IVAC,IVGN,JBHT,JBLU,JCOM,JDSU,JKHY,JNPR,JOSB,JOYG,JSDA,KLAC,KLIC,KOMG,KOSP,KYPH,LAMR,LAUR,LBTYA,LCAV,LEND,LIFC,LINTA,LLTC,LNCR,LPNT,LRCX,LSCC,LSTR,LTXX,LVLT,LWSN,MATK,MATR,MCDTA,MCHP,MCRL,MDCO,MDRX,MEDI,MEDX,MENT,MFLX,MGLN,MGPI,MICC,MKSI,MLHR,MLNM,MNST,MOGN,MOLX,MOVI,MRVL,MSCC,MSFT,MSPD,MSTR,MTLM,MTSN,MVSN,MXIM,MYOG,NABI,NBIX,NDAQ,NETL,NFLX,NIHD,NITE,NKTR,NOVL,NTAP,NTES,NTGR,NTLI,NTRI,NTRS,NUAN,NVAX,NVDA,NVLS,NVTL,NWRE,ODFL,ONNN,ONXX,OPSW,OPWV,ORCL,ORLY,OSIP,OSTK,OVTI,OXPS,PAAS,PALM,PARL,PAYX,PCAR,PCLN,PDCO,PDLI,PEIX,PENN,PETC,PETM,PETS,PFCB,PFGC,PKTR,PLAB,PLAY,PLCE,PLCM,PLLL,PLUG,PLXS,PMCS,PMTC,PMTI,PNRA,POOL,POZN,PPDI,PRGO,PSSI,PSUN,PSYS,PTEN,PWAV,PWEI,QCOM,QLGC,QLTI,QQQQ,QSFT,RACK,RAIL,RATE,RBAK,RCII,RFMD,RGLD,RHAT,RIMM,RMBS,RMIX,RNWK,ROIAK,ROST,RSAS,SAFC,SAFM,SANM,SAPE,SBAC,SBUX,SCHN,SCHW,SCMR,SCSS,SCUR,SEIC,SEPR,SFNT,SGMS,SGTL,SHFL,SHLD,SHOO,SIAL,SIMG,SINA,SIRF,SIRI,SKYW,SLAB,SLXP,SMDI,SMSI,SMTC,SNDK,SNPS,SNWL,SOHU,SONC,SONS,SPIL,SPLS,SPSN,SSCC,SSRI,STLD,SUNW,SWFT,SWIR,SWKS,SYMC,SYNA,TALX,TASR,TECD,TELK,TEVA,TFSM,THOR,THQI,TIBX,TIVO,TKLC,TLAB,TMTA,TQNT,TRAD,TRID,TRLG,TRMB,TROW,TSCO,TSRA,TTMI,TTWO,TUES,TUNE,TWTC,TXRH,TZIX,TZOO,UARM,UAUA,UCBH,UNTD,URBN,USPI,UTHR,UTIW,UTSI,VCLK,VECO,VPHM,VRSN,VRTX,VSEA,WBSN,WEBM,WEBX,WERN,WFMI,WIND,WIRE,WOOF,WPSC,WRNC,WYNN,XLNX,XMSR,XRAY,YHOO,YRCW,ZBRA,ZION,ZOLT,ZRAN,ZUMZ
Data and Content Support »
Unexpected data in feed Sep 11, 2006 03:38 PM
(Total replies: 9)
Thanks for the reply. The following is my experimental setup: - telnet to localhost 5009 - Watch 499 NASDAQ stocks (Level 1 only) using the "w" command - Log all data to a local file I am not requesting history data at the same time. The telnet session is running on a Windows XP Pro computer with a cable modem connection.
Data and Content Support »
Unexpected data in feed Sep 11, 2006 12:48 PM
(Total replies: 9)
Hello The data feed appears to occasionally include incorrectly formatted data. This has been observer a number of times for various symbols. Please see below for an example received for EBAY at approximately 2006/9/11 8:30:13 EST. Q,EBAY,F,0.U,F|,-0.6,-0.021045247,203366,200,28.1600,27.8900,27.9000,27.9100,400,100,,175,0.27,09:30b,,28.0700,28.5100,0.01,,,,p,N,,,FLIR,09/11/2006,,0.U,F|,,,,-0.6,0,39.6,-0.990148905,0.,-0.01,-0.16,,0.009673952,39503646.539999999,14,4,,20294370,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,298,,,28.0488,,N, As shown, the "Last" field (field number 4) contains the text "0.U". Also, the following field "Change" contains text "F|". Is this proper? What do these text values represent? Thanks!
Data and Content Support »
"Market Open" Flag not Reflecting Market Status Aug 31, 2006 08:31 PM
(Total replies: 2)
According to the specification, the "Market Open" flag is supposed to contain a value = 1 if the market is open, and a value = 0 if the market is closed. However, the flag does not appear to reflect the market status. For example, if I telnet to localhost on port 5009 and issue command wMSFT<ENTER>, I get a response: Q,MSFT,F,25.8400,0.,,17350770,118,26.7400,25.6400,25.8400,25.8500,38500,42000,,175,1.1,13:24b,,25.8500,25.8400,0.01,,,,t[26],N,,,,08/30/2006[31],,25.8400,,,,0.,0,21.5,-0.658926107[40],0.,0.,-0.01,,0.042569659,257624593.28,14,4,,42721167,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,27382,,,25.7724,,N, where the "Market Open" (field #44) is empty although the market is open. Am I missing something, or does the service not provide the information referenced in the spec? Thanks! |
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