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)

"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
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
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Missing level-2 data (sometimes)
Author Topic: Missing level-2 data (sometimes) (3 messages, Page 1 of 1)

-Interested User-
Posts: 19
Joined: May 31, 2011

Posted: May 31, 2011 04:37 AM          Msg. 1 of 3
Hello all,

I'm working with IQFeed's API and everything works great. However, there seems to be some special occurrences where L2 data is just not available. I mean, everything goes ok, the API gets connected, and then I receive the normal startup messages:

[DTN] IQConnectStatus [0,0]

[DTN L1] S,KEY,9796
[DTN L1] S,IP, 60004, 60002, 60009, 60001, 60005, 60012, 60003, 60015, 60050, 60014, 60016, 60018
[DTN L1] S,CUST,real_time,,60003,xxxxxxxxxxxxx,,0, L2_SERV EUREX L2 ,,500,QT_API,,


Now I send "wXGM11\r\n" to port 5200, and the contract's L1 data starts flowing. No problem here.
But then, when I send "wXGM11\r\n" to 9200 (L2 port), "usually" it will work ok. I say "usually" because at least twice (being today the second one, by the way) IQFeed server will refuse to send the L2 data.

No matter if I disconnect/recconect IQLink, or whether I try restarting a number of times my software's connection. L2 data just won't arrive.

Admittedly, this has only happned twice... but it is nonetheless a worrying situation, because you can have a whole day without L2 data before IQ servers "decide" to send you the L2 data again (last time, I had no L2 data until the following day. Today , I do not know how much it will last)

has someone experienced this problem?

thanks for your time,

-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005

Posted: May 31, 2011 04:57 PM          Msg. 2 of 3
Do you get any traffic at all on port 9200 when it isn't working? Does it ever just stop working on an existing connection or is it always after a reconnection that you stop getting data?

Lastly, the next time it doesn't work, can you run a netstat (there is a netstat tab in the diagnostics app to do this for you) and post or email a screenshot?

-Interested User-
Posts: 19
Joined: May 31, 2011

Posted: Jun 1, 2011 01:08 AM          Msg. 3 of 3
After several attempts, I finally got a "cannot connect" java IO exception regarding the L2 port (9200). Which led me to think that perhaps I was not closing the client sockets in a clean way and, somehow, after a few reconnections port 9200 got "stucked" (i.e., permanently bound to an old process, thus unable to get bound by new software instances).

I found a couple of cases where the port closure wasn't clean: I've fixed it, thus let's see whether it will work. For now, today I've got my L2 data back.



Time: Wed April 17, 2024 10:38 AM CFBB v1.2.0 10 ms.
© AderSoftware 2002-2003