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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »6.2 Fundamental Fieldnames
Author Topic: 6.2 Fundamental Fieldnames (3 messages, Page 1 of 1)

rinofarina
-Interested User-
Posts: 3
Joined: Apr 2, 2024


Posted: Apr 2, 2024 05:03 PM          Msg. 1 of 3
Hi,

In response from IQClient(6.2.0.25), I am getting incorrect Fundamental Message fields for SPY. Any ideas or suggestions? I have set the protocol to 6.2, so I am confused. Thank you in advance.

Given my requests:

S,SET PROTOCOL,6.2
S,SET CLIENT NAME,Casper
S,KEY,99999
S,SELECT UPDATE FIELDS,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Date,Most Recent Trade Time,Most Recent Trade Market Center,Bid,Bid Size,Bid Time,Ask,Ask Size,Ask Time,Message Contents,Most Recent Trade Conditions,Total Volume,Open,High,Low,Close
S,REQUEST FUNDAMENTAL FIELDNAMES
tSPY

I receive the following responses. Please observe the 'F' fundamental message. I am expecting 57 fields, but only getting 27/28.

S,KEY,99999
S,SERVER CONNECTED
S,IP,0.0.0.0 4000,0.0.0.0 4000,12.36.218.150 60009,0.0.0.0 4000,12.36.218.150 60005,12.36.218.150 60012,12.36.218.150 60003,0.0.0.0 4000,12.36.218.149 60050,12.36.218.149 60014,12.36.218.150 60013,12.36.218.149 60018
S,CUST,real_time,12.36.218.143,60007,GIo87sxnzF,6.1.0.20,0, NYSE NASDAQNDX NASDAQ L2_SERV CME-LTD CBOENDX BLOOMBERG RT_TRADER COMTEX PRIMEZONE DTNNEWS SCROLLNEWS EXFUND BENZINGA INDEX L2 ,Z122Ab1X2Ag1D2DE2EF1a,500,QT_API,,
S,CURRENT PROTOCOL,6.2,
S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Time,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions
S,KEYOK
S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Date,Most Recent Trade Time,Most Recent Trade Market Center,Bid,Bid Size,Bid Time,Ask,Ask Size,Ask Time,Message Contents,Most Recent Trade Conditions,Total Volume,Open,High,Low,Close
S,FUNDAMENTAL FIELDNAMES,Symbol,Exchange ID,PE,Average Volume,52 Week High,52 Week Low,Calendar Year High,Calendar Year Low,Dividend Yield,Dividend Amount,Dividend Rate,Pay Date,Ex-dividend Date,Current Year EPS,Next Year EPS,Five-year Growth Percentage,Fiscal Year End,Company Name,Root Option Symbol,Percent Held By Institutions,Beta,Leaps,Current Assets,Current Liabilities,Balance Sheet Date,Long-term Debt,Common Shares Outstanding,Split Factor 1,Split Factor 2,Format Code,Precision,SIC,Historical Volatility,Security Type,Listed Market,52 Week High Date,52 Week Low Date,Calendar Year High Date,Calendar Year Low Date,Year End Close,Maturity Date,Coupon Rate,Expiration Date,Strike Price,NAICS,Exchange Root,Option Premium Multiplier,Option Multiple Deliverable,Session Open Time,Session Close Time,Base Currency,Contract Size,Contract Months,Minimum Tick Size,First Delivery Date,FIGI,Security SubType
F,SPY,7,74175000,524.6100,403.7400,524.6100,466.4300,SPDR S&P 500,SPY,1.00,5033220.0,989232,14,4,10.53,1,11,03/28/2024,05/04/2023,03/28/2024,01/05/2024,475.3100,0,USD,BBG000BDTBL9,3,
P,SPY,519.0200,1,04/02/2024,17:38:07.136074,19,519.0000,2100,17:36:49.113359,519.0400,100,17:36:49.113359,O,8717,74088261,518.2400,518.9800,516.4800,522.1600,
T,20240402 17:38:08
T,20240402 17:38:09
T,20240402 17:38:10
T,20240402 17:38:11
Q,SPY,519.0200,1,04/02/2024,17:38:11.974208,19,519.0000,2100,17:36:49.113359,519.0400,100,17:36:49.113359,O,8717,74088262,518.2400,518.9800,516.4800,522.1600,
T,20240402 17:38:12
T,20240402 17:38:13
T,20240402 17:38:14
Q,SPY,519.0200,1,04/02/2024,17:38:13.905100,19,519.0000,2100,17:36:49.113359,519.0400,100,17:36:49.113359,O,8717,74088263,518.2400,518.9800,516.4800,522.1600,
T,20240402 17:38:15
Q,SPY,519.0200,1,04/02/2024,17:38:15.673268,19,519.0000,2100,17:36:49.113359,519.0400,100,17:36:49.113359,O,8717,74088264,518.2400,518.9800,516.4800,522.1600,
T,20240402 17:38:16
Q,SPY,519.0200,1,04/02/2024,17:38:15.897882,19,519.0000,2100,17:36:49.113359,519.0400,100,17:36:49.113359,O,8717,74088265,518.2400,518.9800,516.4800,522.1600,
T,20240402 17:38:17
Q,SPY,519.0200,1,04/02/2024,17:38:17.794786,19,519.0000,2100,17:36:49.113359,519.0400,100,17:36:49.113359,O,8717,74088266,518.2400,518.9800,516.4800,522.1600,
T,20240402 17:38:18
T,20240402 17:38:19
T,20240402 17:38:20
T,20240402 17:38:21
Q,SPY,519.0200,1,04/02/2024,17:38:21.606108,19,519.0000,2100,17:36:49.113359,519.0400,100,17:36:49.113359,O,8717,74088267,518.2400,518.9800,516.4800,522.1600,
T,20240402 17:38:22
T,20240402 17:38:23

rinofarina
-Interested User-
Posts: 3
Joined: Apr 2, 2024


Posted: Apr 3, 2024 05:14 AM          Msg. 2 of 3
I turned on logging this morning and found the following. IQConnect immediately closes the socket after getting the set protocol message from my client:

PS C:\Users\rinof\Documents\DTN\IQFeed> Get-Content .\IQConnectLog.txt | Select-String -Pattern "11008\t72"

STATUS Information 11008 72 2024-04-03 04:48:44 LEVEL1 SOCKET ACCEPTED - svchost.exe
TO CLIENT L1Data 11008 72 2024-04-03 04:48:44 S,KEY,99999
TO CLIENT L1Data 11008 72 2024-04-03 04:48:44 T,20240403 05:48:45
TO CLIENT L1Data 11008 72 2024-04-03 04:48:45 T,20240403 05:48:46
FROM CLIENT L1Request 11008 72 2024-04-03 04:48:45 S,SET PROTOCOL,6.2
STATUS Information 11008 72 2024-04-03 04:48:45 LEVEL1 SOCKET CLOSED - svchost.exe
TO CLIENT L1Data 11008 72 2024-04-03 04:48:45 S,CURRENT PROTOCOL,6.2,
FROM CLIENT L1Request 11008 72 2024-04-03 04:48:45 S,SET CLIENT NAME,Casper
FROM CLIENT L1Request 11008 72 2024-04-03 04:48:45 S,KEY,99999
FROM CLIENT L1Request 11008 72 2024-04-03 04:48:45 S,TIMESTAMPSOFF
TO CLIENT L1Data 11008 72 2024-04-03 04:48:45 S,KEYOK
FROM CLIENT L1Request 11008 72 2024-04-03 04:48:45 S,SELECT UPDATE FIELDS,Symbol,Most Recent Trade,Most Recent Trade
Size,Most Recent Trade Date,Most Recent Trade Time,Most Recent Trade Market Center,Bid,Bid Size,Bid Time,Ask,Ask
Size,Ask Time,Message Contents,Most Recent Trade Conditions,Total Volume,Open,High,Low,Close
FROM CLIENT L1Request 11008 72 2024-04-03 04:48:45 S,REQUEST FUNDAMENTAL FIELDNAMES
FROM CLIENT L1Request 11008 72 2024-04-03 04:48:45 S,NEWSON
FROM CLIENT L1Request 11008 72 2024-04-03 04:48:45 tSPY
TO CLIENT L1Data 11008 72 2024-04-03 04:48:45 S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade
Size,Most Recent Trade Date,Most Recent Trade Time,Most Recent Trade Market Center,Bid,Bid Size,Bid Time,Ask,Ask
Size,Ask Time,Message Contents,Most Recent Trade Conditions,Total Volume,Open,High,Low,Close
STATUS Information 11008 72 2024-04-03 04:48:50 LEVEL1 SOCKET CLOSED - Casper

rinofarina
-Interested User-
Posts: 3
Joined: Apr 2, 2024


Posted: Apr 3, 2024 06:09 AM          Msg. 3 of 3
I run iqconnect.exe continuously for days and weeks. After a restart of iqconnect.exe, I now get the expected Fields. This probably should have been the first thing to try.

Very strange, but all good now.
 

 

Time: Fri April 19, 2024 4:42 AM CFBB v1.2.0 10 ms.
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