I am using IQConnect with custom code (in Java). I have a nightly process that backfills data that I missed during the day for whatever reasons. To do this I use the lookup calls to get tick data for symbols on a list I manage.

Occasionally one or more of these symbols would have a symbol change (example - the recent change of WFMI to WFM). At that point my calls start blowing up, returning an error message "Invalid symbol". This happens even if I ask for data in dates prior to the symbol change. Presumably I need to use the new symbol even for days when it did not really exist yet.

I know how to get splits (or at least some of them) via fundamentals messages. Is there any API that would allow me to get symbol change info?

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Arnon Moscona

Arnon, it sounds like you are correct as to the root of the problem you are experiencing. Unfortunately, we do not currently have symbol change messages available via the feed.

I'd like to hear how other people are solving this problem.

I automated a check of the symbol guide changes list (it's a long URI; see iqfeed.net/symbolguide under NOTIFIES), but that information is often out-of-date. If it fails to include what I need, I check websites manually. Marketocracy seems to do a good job of tracking changes; I use Google and Yahoo as fallbacks.

I hope someone out there has a better solution!

Allen

Thanks. That's helpful, at least for manual use. Automated parsing of it seems a bit of an overkill for me right now.

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Arnon Moscona