My application watches 1300 nyse stocks when it starts. If I watch the IQfeed status screen I can see the number of symbols being watched climb to 1300. However, on occasion (twice in the last week) the number in the status screen then goes down. This usual happens just after the initial watch process and then it stabilises (typically at around 1000 shares). I'm not sure whether it's watching the 1300 I requested and received confirmation for, or the ~1000 indicated because I always restart when it happens.

Another computer with the same application has been used with IQFeed client v3.0.0.1 for the past year with nasdaq stocks and I have never seen this before.

Anyone else experience this or know what it could be?

I've just enabled IQFeed logging so I'm waiting for the next occurrence to gather more data.

cheers,
Dennis

Dennis,

I've been using 4.0 for a little over a month now, and have not experienced this. I have since moved to the latest release which is 4.0.0.2 and have not experienced it in this either.

Anil

Hi Dennis,

Are you still seeing this? have you tried v4.0.0.2? Thanks!

Natalie

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Natalie Hannan DTN Market Access, LLC.

Hi Natalie,

We are using 4.0.0.2, and have not seen this problem for around a week now.

However, to add a little information, we have only seen this for NYSE symbols, and then only when we start watching a long time before market open. Being located in another country, we find it convenient to start our systems at around 6:30 New York time. We have also found that sometimes, perfectly valid symbols cannot be subscribed to until closer to the market open.

Is there an earliest time before which we should not attempt to subscribe to NYSE symbols?

Regards,

Dennis

Dennis,

There shouldn't be a problem watching symbols at anytime with relation to the market hours. The only issues may be on weekend while we perform various maintenence tasks. The fact that it only happens on NYSE symbols may just be dumb luck since our system really doesn't differentiate between exchanges when it comes to watching, unwatching, etc. Everything is stored as a symbol in our system so the client and server really doesn't know what you are requesting. Are you authrized for real time data on all equity exchanges (NYSE, Nasdaq, AMEX)?

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Jay Froscheiser
DTN - Trading Markets

Jay,

I often see that symbols come back as invalid during the hours of 12 AM EST till around 6 AM EST. Should I post a specific example of invalid symbol data?

Thanks

Anil

Jay,

We have two separate logins: one dedicated to Nasdaq and one for NYSE.

Regards,

Dennis

There shoudn't be any reason you can't watch symbols early am, but it does sound like something is going on. We will have to run some tests to see if we can replicate what may be happening.

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Jay Froscheiser
DTN - Trading Markets