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)




"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"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
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: andrejk
About Contact
Joined: May 7, 2007 12:40 PM
Last Post: Jul 11, 2007 11:49 PM
Last Visit: Aug 21, 2007 05:03 PM
Website:  
Location:
Occupation:
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
andrejk has contributed to 8 posts out of 18717 total posts (0.04%) in 4,160 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Option download: latest EOD not available Jul 11, 2007 11:49 PM (Total replies: 0)

Tonight latest end-of-day data for options started with '2007-07-06' instead of '2007-07-11', e.g.

Symbol: AA HH
Days: 3
2007-07-06 00:36:35,3.7,3.2,3.7,3.4,33,0
2007-07-02 00:36:35,3.40,2.55,2.80,3.20,153,0
2007-06-29 00:36:35,2.70,2.15,2.15,2.70,80,0

whereas EOD for stocks are correct:

Symbol: AA
Days: 3
2007-07-11 00:44:20,42.49,41.79,41.79,42.43,11751400,0
2007-07-10 00:44:20,42.70,41.56,42.58,41.66,16271477,0
2007-07-09 00:44:20,42.54,41.51,41.53,42.36,17419220,0


Hi,

there seems to be a problem with historical end-of-day data for options as well.

Using the LookupClient and issuing

Symbol: GM GU
Days: 3

yields to:

2007-07-06 15:32:07,0.75,0.45,0.55,0.55,166,0
2007-07-02 15:32:07,1.55,1.15,1.45,1.45,20,0
2007-06-29 15:32:07,1.80,1.20,1.55,1.35,394,0

The result set seems to be shifted one day backwards - whereas a lookup of the underlying stock provides the correct data set:

Symbol: GM
Days: 3

yields

2007-07-09 15:30:14,37.56,36.60,36.60,36.77,15267818,0
2007-07-06 15:30:14,36.89,36.30,36.64,36.49,9091800,0
2007-07-05 15:30:14,36.81,35.98,36.12,36.76,17818338,0


As downloading historical data is pretty slow - at least here in Europe -
it would be great to provide end-of-day data of the latest trading day before
00:00am EST, say 6:00pm EST or so.

This would leave more time for analysis and preparation before the next trading day starts.


thanks for checking this, Steve!

>I am showing that quite of few of these simply didnt trade immediately at open.

I know. this is normal behaviour of options. but it is unlikely that none of these are being traded
after more than 60 minutes. moreover, should there not be a summary message at least ?

unfortunately all this is not reproducible at every time. sometimes it happens, sometimes not.

any advice how to tackle with this ?

I will check the timestamps in a next run (I do not record realtime data - only realtime analysis)

regards,

Andrej


calls:

"EK FE", "BBY FJ", "RQO FV", "NSI FN", "NSI FM",
"MHS FP", "FRO FI", "TQA FD", "OAQ FJ", "CUY FG",
"SUN FQ", "BUD FK", "UPY FW", "BOW FE", "KBH FI",
"KBH FJ", "AV FC", "EDS FF", "MAR FJ", "FRO FH",
"AEM FH", "BP FN", "CQJ FP", "CQJ FQ", "GES FW"

puts:

"CRQ RU", "MRK RX", "BHQ RH", "VZ RH", "KSS RN",
"BNI RR", "ABC RJ", "CAL RG", "UPA RJ", "CCJ RJ"
"SWQ RV", "OIQ RF", "QDX RD", "CRQ RH", "URQ RE", "LQH RL"

stocks: any stock of S&P500, NASDAQ100 or DJI


I mean the delivering (the beginning of the streaming) of option data is delayed - yesterday around 60 minutes.

today I needed a second request of symbols. now they are being delivered correctly. once they stream everything is fine.

I never had this delay with stock-symbols.

when I request symbols for streaming, I devide my set of symbols in parts of 50 and let some seconds lapse between these parts. option-symbols and stock-symbols are mixed in each part.

so far I never had problems with this. but meanwhile I have observed on several occasions that the streaming of option-data starts delayed (or not at all) while the streaming of stock-data is always correct.

do you see any problems with my procedure ?
thanks.


yesterday streaming of realtime option data started delayed,
today there are no option data at all - while stocks seem to be ok.
I run DTN.IQ 2.4.8.8. Any advice ? Thanks.


I upgraded to DTN.IQ 2.4.8.8

In the fundamental message I miss the Strike Price in field 54 (Expiration Date seems to be there).
Here is what I get for the Options

GE ES, GE EH, GE QF, GE QZ, GE QG:

F,GE EH,C,,,.05,.01,,,,,,,,,,,,,,,,,,GE MAY 2007 C 40.0,,,,,,,,,,,,,,c,12,2,,,2,14,04/27/2007,04/03/2007,,,,,,05/19/2007,,
F,GE ES,C,,,.51,.01,,,,,,,,,,,,,,,,,,GE MAY 2007 C 37.5,,,,,,,,,,,,,,c,12,2,,,2,14,05/02/2007,04/24/2007,,,,,,05/19/2007,,
F,GE QF,C,,,.06,.01,,,,,,,,,,,,,,,,,,GE MAY 2007 P 30.0,,,,,,,,,,,,,,c,12,2,,,2,14,03/19/2007,04/12/2007,,,,,,05/19/2007,,
F,GE QZ,C,,,.22,.01,,,,,,,,,,,,,,,,,,GE MAY 2007 P 32.5,,,,,,,,,,,,,,c,12,2,,,2,14,03/19/2007,04/26/2007,,,,,,05/19/2007,,


Thanks.


Time: Tue September 25, 2018 6:32 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003