ppsupport
-Interested User-
Posts: 15
Joined: Jun 28, 2013
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Posted: Jun 28, 2013 06:00 PM
Msg. 1 of 10
I'm suddenly unable to receive history data via the socket interface.
I can still receive level1 data w/no issue.
This code has been used for 3+ years to receive both l1 and history data, so I'm a bit perplexed.
I can request history data with no issues, I just never receive a response. In the past with bad history requests I would receive an E,'error' message... in this case that does not happen.
I've tried reverting the code and still no luck... I get level1 but no history.
Any suggestions for common culprit, other things to look at?
This seems like I'm missing something pretty simple.
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ppsupport
-Interested User-
Posts: 15
Joined: Jun 28, 2013
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Posted: Jun 28, 2013 06:03 PM
Msg. 2 of 10
Here is a sample request log for my problem above.... no matter how long I wait I never receive a response.
It doesn't matter how much data/symbols or intervals I request either.
connecting to admin at: 127.0.0.1:9300 admin connected. admin registering. admin recv: S,REGISTER CLIENT APP COMPLETED, admin received: S,CURRENT PROTOCOL,5.0, connecting to l1 at: 127.0.0.1:5009 l1 connected. Attempting to connect to historical feed. historical connected. l1 system: S,CUST,real_time,66.112.156.220,60002,XXXXXXXX,5.0.0.13,0, ,,500,QT_API,, l1 system: S,IP,66.112.156.180 60004,66.112.156.217 60002,66.112.156.210 60009,66.112.156.210 60001,66.112.156.213 60005,66.112.156.210 60012,66.112.156.200 60003,66.112.156.209 60015,66.112.156.216 60050,66.112.156.210 60014,66.112.156.211 60016,66.112.156.208 60018 l1 system: S,SERVER DISCONNECTED l1 system: S,KEY,XXXXX server ok server ok no client client ok iqfeed started. ***** IQFeedBroker.TestIQFeed.HistoricalBarRequest server ok client ok connection ok hist requested: IBM watch: HDX,IBM,100,1,635080407739440095,2500 hist requested: IBM watch: HIT,IBM,300,20130628 100617,20130628 182617,,,,1,635080407739440096,2500,s hist requested: IBM watch: HIT,IBM,3600,20130627 222618,20130628 182618,,,,1,635080407739440097,2500,s hist requested: GOOG watch: HDX,GOOG,100,1,635080407739440098,2500 hist requested: GOOG watch: HIT,GOOG,300,20130628 100618,20130628 182618,,,,1,635080407739440099,2500,s hist requested: GOOG watch: HIT,GOOG,3600,20130627 222618,20130628 182618,,,,1,635080407739440100,2500,s hist requested: QQQ watch: HDX,QQQ,100,1,635080407739440101,2500 hist requested: QQQ watch: HIT,QQQ,300,20130628 100618,20130628 182618,,,,1,635080407739440102,2500,s hist requested: QQQ watch: HIT,QQQ,3600,20130627 222618,20130628 182618,,,,1,635080407739440103,2500,s
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Jun 28, 2013 06:12 PM
Msg. 3 of 10
The first step I would take in troubleshooting is to run the IQFeed Diagnostics app and see if it is getting history data when running the diag. If so, we know we need to dig into your code to see what is happening.
You mention that this code has been running for 3 years, but then stated you reverted the code. Did your code change (maybe you are working to update to IQFeed v 5 protocol)?
From your log it is tough to determine what may be going on, but we will do our best to help you get to the bottom of it.
Jay Froscheiser Vice President, Active Trader Products
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ppsupport
-Interested User-
Posts: 15
Joined: Jun 28, 2013
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Posted: Jun 28, 2013 06:21 PM
Msg. 4 of 10
I get history data in the history tab of the iqdiagnostics app, but iqdiagnostics history appears to be tick history, not the interval intraday/daily data I'm having issues with.
Here is what happens when I turn on iqconnect logging (the 10057 errors also show up in the iqdiagnostics test).
STATUS Information 0 2013-06-28 19:19:30 Login Success. STATUS Information 0 2013-06-28 19:19:30 Connecting to Level 2 server STATUS Information 0 2013-06-28 19:19:30 Login Initiated without IQ32.dll STATUS Information 0 2013-06-28 19:19:30 Cleaning up Login Socket STATUS L1Error 0 2013-06-28 19:19:30 Unable to receive from server. Error:10057 - 65535 - 0 STATUS L1Error 0 2013-06-28 19:19:30 Unable to receive from server. Error:10057 - 65535 - 0 STATUS L1Error 0 2013-06-28 19:19:30 Unable to receive from server. Error:10057 - 65535 - 0 STATUS L1Error 0 2013-06-28 19:19:30 Unable to receive from server. Error:10057 - 65535 - 0 STATUS L1Error 0 2013-06-28 19:19:30 Unable to receive from server. Error:10057 - 65535 - 0 STATUS L1Error 0 2013-06-28 19:19:30 Unable to receive from server. Error:10057 - 65535 - 0 STATUS L1Error 0 2013-06-28 19:19:30 Unable to receive from server. Error:10057 - 65535 - 0 STATUS L1Error 0 2013-06-28 19:19:30 Unable to receive from server. Error:10057 - 65535 - 0 STATUS Information 0 2013-06-28 19:19:31 LEVEL1 SOCKET ACCEPTED STATUS Information 4104 2013-06-28 19:19:31 LOOKUP SOCKET ACCEPTED TO CLIENT L1Data 0 2013-06-28 19:19:31 S,KEY,5328 S,SERVER CONNECTED S,IP,66.112.156.181 60004,66.112.156.216 60002,66.112.156.213 60009,66.112.156.210 60001,66.112.156.210 60005,66.112.156.212 60012,66.112.156.200 60003,66.112.156.209 60015,66.112.156.215 60050,66.112.156.210 60014,66.112.156.213 60016,66.112.156.209 60018 S,CUST,real_time,66.112.156.229,60002,KM6uOEHkgvdZAs,5.0.0.13,0, ,,500,QT_API,,
TO CLIENT Admin 5868 2013-06-28 19:19:31 S,STATS,66.112.156.229,60002,500,0,3,1,0,0,Jun 28 7:19PM,Jun 28 7:19PM,Connected,5.0.0.14,XXXXX,0.06,0.06,0.06,0.57,0.10,0.57,
TO CLIENT L1Data 0 2013-06-28 19:19:31 T,20130628 19:19:11
TO CLIENT Admin 5868 2013-06-28 19:19:32 S,STATS,66.112.156.229,60002,500,0,3,1,0,0,Jun 28 7:19PM,Jun 28 7:19PM,Connected,5.0.0.14,XXXXX,0.08,0.02,0.04,0.71,0.49,0.36,
TO CLIENT L1Data 0 2013-06-28 19:19:32 T,20130628 19:19:12
TO CLIENT Admin 5868 2013-06-28 19:19:33 S,STATS,66.112.156.229,60002,500,0,3,1,0,0,Jun 28 7:19PM,Jun 28 7:19PM,Connected,5.0.0.14,XXXXX,0.10,0.02,0.03,0.86,0.31,0.29,
TO CLIENT L1Data 0 2013-06-28 19:19:33 T,20130628 19:19:13
TO CLIENT Admin 5868 2013-06-28 19:19:34 S,STATS,66.112.156.229,60002,500,0,3,1,0,0,Jun 28 7:19PM,Jun 28 7:19PM,Connected,5.0.0.14,XXXXX,0.12,0.02,0.03,1.00,0.26,0.25,
TO CLIENT L1Data 0 2013-06-28 19:19:34 T,20130628 19:19:14
TO CLIENT Admin 5868 2013-06-28 19:19:35 S,STATS,66.112.156.229,60002,500,0,3,1,0,0,Jun 28 7:19PM,Jun 28 7:19PM,Connected,5.0.0.14,XXXXX,0.15,0.02,0.03,1.15,0.23,0.23,
TO CLIENT L1Data 0 2013-06-28 19:19:35 T,20130628 19:19:15
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ppsupport
-Interested User-
Posts: 15
Joined: Jun 28, 2013
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Posted: Jun 28, 2013 06:26 PM
Msg. 5 of 10
regarding changes.... I was actually just updating the product code, and adding more debugging and cleaning up some errors.
However like I said even when I reverted these changes back to the many year old code that was working up until ~2pm yesterday... still don't get interval history.
Another idea I tried was your 4.x->5.x idea, so I tried forcing the protocol to 4.9 and it had no effect.
it's super odd because aside from some errors it was working fine yesterday.
I've poured over the documentation and examples (your c# examples have errors in them btw), as far as I can tell I'm doing everything right.
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ppsupport
-Interested User-
Posts: 15
Joined: Jun 28, 2013
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Posted: Jun 28, 2013 06:30 PM
Msg. 6 of 10
for whatever it's worth... here is an example what I was getting yesterday (iow what the old code log output produced yesterday, but not today :( )
historical connected. Requested historical bars for: IBM Requested historical bars for: IBM Requested historical bars for: IBM Requested historical bars for: GOOG Requested historical bars for: GOOG Requested historical bars for: GOOG Requested historical bars for: YUM Requested historical bars for: YUM Requested historical bars for: YUM hist non-bar length: 3 data: E,Invalid number of parameters., hist non-bar length: 2 data: !ENDMSG!, hist sent 300 bar: OHLC (20130627/91500) 195.96,196.00,195.96,196.00 from data: 635079508933368640,2013-06-27 09:15:00,196.0000,195.9600,195.9600,196.0000,1430,700, hist sent 300 bar: OHLC (20130627/93000) 196.49,196.50,196.49,196.50 from data: 635079508933368640,2013-06-27 09:30:00,196.5000,196.4900,196.4900,196.5000,1730,300, hist sent 300 bar: OHLC (20130627/93500) 196.05,196.30,195.37,195.72 from data: 635079508933368640,2013-06-27 09:35:00,196.3000,195.3700,196.0500,195.7200,102932,98076, hist sent 300 bar: OHLC (20130627/94000) 195.62,195.93,195.53,195.85 from data: 635079508933368640,2013-06-27 09:40:00,195.9300,195.5300,195.6200,195.8450,166643,63711, hist sent 300 bar: OHLC (20130627/94500) 195.90,196.00,195.52,195.52 from data: 635079508933368640,2013-06-27 09:45:00,196.0000,195.5200,195.9000,195.5200,207647,41004, hist sent 300 bar: OHLC (20130627/95000) 195.57,195.98,195.57,195.74 from data: 635079508933368640,2013-06-27 09:50:00,195.9800,195.5700,195.5700,195.7400,240018,32371, hist sent 300 bar: OHLC (20130627/95500) 195.74,195.97,195.71,195.95 from data: 635079508933368640,2013-06-27 09:55:00,195.9700,195.7100,195.7399,195.9500,289494,49276, hist sent 300 bar: OHLC (20130627/100000) 195.97,196.57,195.94,196.25 from data: 635079508933368640,2013-06-27 10:00:00,196.5700,195.9400,195.9696,196.2500,344286,54792, hist sent 300 bar: OHLC (20130627/100500) 196.27,196.45,196.00,196.00 from data: 635079508933368640,2013-06-27 10:05:00,196.4500,196.0000,196.2700,196.0000,387759,43473, hist sent 300 bar: OHLC (20130627/101000) 196.05,196.39,195.95,196.29 from data: 635079508933368640,2013-06-27 10:10:00,196.3900,195.9500,196.0459,196.2900,414545,26786, hist sent 300 bar: OHLC (20130627/101500) 196.29,196.32,196.10,196.13 from data: 635079508933368640,2013-06-27 10:15:00,196.3200,196.1000,196.2899,196.1250,453563,39018, hist sent 300 bar: OHLC (20130627/102000) 196.15,196.28,195.95,196.16 from data: 635079508933368640,2013-06-27 10:20:00,196.2800,195.9500,196.1500,196.1625,512848,59285, hist sent 300 bar: OHLC (20130627/102500) 196.20,196.28,196.10,196.20 from data: 635079508933368640,2013-06-27 10:25:00,196.2800,196.1000,196.2000,196.2000,581898,69050, hist sent 300 bar: OHLC (20130627/103000) 196.22,196.26,196.08,196.10 from data: 635079508933368640,2013-06-27 10:30:00,196.2599,196.0800,196.2200,196.1000,613360,31462, hist sent 300 bar: OHLC (20130627/103500) 196.13,196.30,196.13,196.27 from data: 635079508933368640,2013-06-27 10:35:00,196.3000,196.1300,196.1300,196.2700,665159,51699, hist sent 300 bar: OHLC (20130627/104000) 196.30,196.35,196.09,196.11 from data: 635079508933368640,2013-06-27 10:40:00,196.3500,196.0900,196.3000,196.1100,710357,44898, hist sent 300 bar: OHLC (20130627/104500) 196.14,196.25,196.07,196.15 from data: 635079508933368640,2013-06-27 10:45:00,196.2528,196.0700,196.1400,196.1499,737090,26733, hist sent 300 bar: OHLC (20130627/105000) 196.14,196.20,195.96,196.12 from data: 635079508933368640,2013-06-27 10:50:00,196.2000,195.9600,196.1400,196.1200,781635,44545, hist sent 300 bar: OHLC (20130627/105500) 196.12,196.34,196.12,196.22 from data: 635079508933368640,2013-06-27 10:55:00,196.3400,196.1200,196.1200,196.2200,807526,25891, hist sent 300 bar: OHLC (20130627/110000) 196.22,196.46,196.20,196.20 from data: 635079508933368640,2013-06-27 11:00:00,196.4570,196.2000,196.2200,196.2000,883935,76409, hist sent 300 bar: OHLC (20130627/110500) 196.20,196.27,196.19,196.25 from data: 635079508933368640,2013-06-27 11:05:00,196.2700,196.1900,196.2000,196.2500,914814,30879, hist sent 300 bar: OHLC (20130627/111000) 196.21,196.25,195.95,195.96 from data: 635079508933368640,2013-06-27 11:10:00,196.2500,195.9500,196.2100,195.9600,962791,47977, hist sent 300 bar: OHLC (20130627/111500) 195.96,196.05,195.85,195.95 from data: 635079508933368640,2013-06-27 11:15:00,196.0500,195.8500,195.9600,195.9479,998860,36069, hist sent 300 bar: OHLC (20130627/112000) 195.94,196.02,195.88,195.94 from data: 635079508933368640,2013-06-27 11:20:00,196.0200,195.8800,195.9400,195.9400,1015638,16578, hist sent 300 bar: OHLC (20130627/112500) 195.89,196.01,195.64,195.74 from data: 635079508933368640,2013-06-27 11:25:00,196.0050,195.6420,195.8900,195.7400,1054016,38378, hist sent 300 bar: OHLC (20130627/113000) 195.76,195.81,195.72,195.73 from data: 635079508933368640,2013-06-27 11:30:00,195.8100,195.7200,195.7600,195.7300,1084794,30778, hist sent 300 bar: OHLC (20130627/113500) 195.70,195.70,195.41,195.48 from data: 635079508933368640,2013-06-27 11:35:00,195.7000,195.4100,195.7000,195.4750,1118681,33887, hist sent 300 bar: OHLC (20130627/114000) 195.41,195.45,195.29,195.43 from data: 635079508933368640,2013-06-27 11:40:00,195.4500,195.2900,195.4100,195.4300,1140589,21908, hist sent 300 bar: OHLC (20130627/114500) 195.42,195.46,195.33,195.38 from data: 635079508933368640,2013-06-27 11:45:00,195.4600,195.3300,195.4200,195.3800,1171058,30469, hist sent 300 bar: OHLC (20130627/115000) 195.39,195.50,195.37,195.46 from data: 635079508933368640,2013-06-27 11:50:00,195.4990,195.3700,195.3900,195.4560,1184730,13672,
[clipped]
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Jun 28, 2013 10:26 PM
Msg. 7 of 10
The IQFeed log you posted shows when your app is getting connected to the lookup port of IQConnect but it never shows a request being received from your app. My guess would be that your app is not sending the proper request terminating character(s). The IQFeed logfile should show a request being made if the terminating characters are being received.
You mentioned that the Diags app only does tick requests (which is correct). You can use the HistoryViewer Dev tool to make any request the feed supports (so you can test the exact request your app is attempting). You can also use the History Example apps although you mentioned the C# examples have problems.
Please email dev support with the problems you've found with the example apps and we will look into them for the next version of IQFeed.
Hopefully this helps you get it figured out.
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ppsupport
-Interested User-
Posts: 15
Joined: Jun 28, 2013
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Posted: Jul 1, 2013 02:31 PM
Msg. 8 of 10
Steve thanks the delimiter issue was it, i knew it had to be something stupid. However perhaps I found a bug, cause immediately after fixing this I got the following error setting the protocol on the history port : hist recv: 32 bytes E,4.9 is not a valid protocol i got this in response to the following after connect : S,SET PROTOCOL,4.9\r\n which is correct according to S,SET PROTOCOL,[VERSION]<CR><LF> ( http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm ) If I remove the set protocol command (or change it to 5.0) I start getting history bars again. Here is my iqconnect info : Found : IQConnect.exe Version: 5.0.0.14 Release: 5.0.0.14 Found : IQFeedY.ocx Version: 5.0.0.14 Release: 5.0.0.14 Found : DTNOptionChainLookup.dll Version: 5.0.0.14 Release: 5.0.0.14 Found : DTNSymbolLookup.dll Version: 5.0.0.14 Release: 5.0.0.14 Found : DTNNewsLookup.dll Version: 5.0.0.14 Release: 5.0.0.14 Found : DTNLevel2Lookup.dll Version: 5.0.0.14 Release: 5.0.0.14 Found : DTNIQFeedCOM.dll Version: 5.0.0.14 Release: 5.0.0.14
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DTN_Nathan_Bartsch
-IQ Developer-
Posts: 33
Joined: May 3, 2004
Telvent DTN
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Posted: Jul 1, 2013 02:49 PM
Msg. 9 of 10
Currently, protocol 4.9 is what the port defaults to; you should only set the protocol if you need something different.
We'll look into updating the documentation to make this more clear for future releases.
Nathan W. Bartsch - Senior Software Engineer - Telvent DTN
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ppsupport
-Interested User-
Posts: 15
Joined: Jun 28, 2013
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Posted: Jul 1, 2013 02:52 PM
Msg. 10 of 10
ok but I understand the intention of the protocol is to allow backwards compatibility.... backwards compatbility for 4.9 won't work if you can't say your app is designed for 4.9.
unless backwards compat only works for 5 and beyond, if that's true please lmk.
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