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DTN_Gary_Stephen has contributed to 333 posts out of 20979 total posts
(1.59%) in 1,432 days (0.23 posts per day).
20 Most recent posts:
IQFeed API Questions »
16 second delay in receiving response to single bat HIT request May 19, 2023 10:23 AM
(Total replies: 4)
I have received it and will be in touch, thank you. If anyone else is having this issue, let me know or email support also. I would like it clarify this behavior is happening within IQFeed itself, and is not explicitly related to your use of Wine/Mac/AWS. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
16 second delay in receiving response to single bat HIT request May 18, 2023 01:54 PM
(Total replies: 4)
We are actually investigating this issue now. Would you be willing to reach out to API Support, and work with us on gathering some information so we can fix it? Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
5MS for CBOT_GBX? May 18, 2023 10:32 AM
(Total replies: 2)
Yes, you should use the SLM command (send to port 9100) to know the exchange group number for the exchange you are interested in. Then use that number (not the exchange number at the beginning of the line) with the EDS/FDS/5MS commands. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
New IQFeed Forum »
Unaligned Bars from BW Command May 18, 2023 08:56 AM
(Total replies: 9)
This issue will be resolved as part of a larger update later on. in the meantime, use the workaround I listed above: if you use a start time, make sure the remainder of the hour is evenly divisible by the bar length you specified. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Resources »
About This Forum May 9, 2023 04:10 PM
(Total replies: 0)
This new "Resources" forum is a read-only forum intended to contain small, useful pieces of information for easy reference and sharing. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Resources »
Whitelisting instructions May 9, 2023 04:03 PM
(Total replies: 0)
To allow all traffic to and from IQFeed, you are advised to whitelist the following IP addresses and ports: 12.36.218.128 - 12.36.218.254 (CIDR: 12.36.218.128/25), ports: 60000-60060. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Resources »
Lists of past option, equity symbols May 9, 2023 03:54 PM
(Total replies: 0)
Lists of past option and equity symbols can be downloaded from: www.iqfeed.net/downloads/beta/IEOPTION.zip www.iqfeed.net/downloads/beta/EQUITY.zip Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
Only send updates for dynamic fields subscribed May 8, 2023 04:37 PM
(Total replies: 1)
For equities, the quote is updated every time an update happens, not just when values change. There is currently no way to filter out non-price change updates via API commands. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
6.2 Install: Am I Missing Something. May 8, 2023 02:36 PM
(Total replies: 6)
Any of the IQFeed client apps: Time & Sales, Snap Quote, Option Chains, etc. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
6.2 Install: Am I Missing Something. May 8, 2023 01:53 PM
(Total replies: 6)
What are you trying to do exactly? Typically, if you launch the iqfeed app first, the iqconnect manager will open for you to login as needed. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
Internal socket _IQIF_SBL1 hangs under wine May 8, 2023 01:33 PM
(Total replies: 3)
Quote: If I can create a docker file that reproduces this issue, could IQ support run this and see if it is reproducible on your end? I only see a problem under heavy market volume, so you might need to run for a few days before the internal port hangs. Yes, please do, and send it to me at the main IQFeed support email address. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
IQFeed Exiting After Reconnect. May 1, 2023 02:19 PM
(Total replies: 10)
Oh, I see what you mean. It looks the sample results weren't updated for protocol 6.2. We are correcting this now. To your original question, the response should look like this. The LH appears after the RequestID, if you use a RequestID (and this example does): HTX,@ES#,10,1,TESTREQUEST TESTREQUEST,LH,2023-05-01 15:21:07.369346,4189.25,1,966275,4189.00,4189.25,27261 705,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.369346,4189.25,1,966276,4189.00,4189.25,27261 705,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.369346,4189.25,4,966280,4189.00,4189.25,27261 705,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.643658,4189.50,1,966281,4189.25,4189.50,27261 706,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743142,4189.50,1,966282,4189.25,4189.50,27261 707,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743142,4189.50,2,966284,4189.25,4189.50,27261 707,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743142,4189.50,1,966285,4189.25,4189.50,27261 707,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743142,4189.50,1,966286,4189.25,4189.50,27261 707,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743451,4189.50,1,966287,4189.25,4189.50,27261 708,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743451,4189.50,4,966291,4189.25,4189.50,27261 708,C,43,01,1,1, TESTREQUEST,!ENDMSG!, Without the RequestID, you'd get: HTX,@ES#,10,1 LH,2023-05-01 15:22:08.630492,4189.25,1,968320,4189.00,4189.25,27262315,C,43,01,1,1, LH,2023-05-01 15:22:08.640212,4189.25,1,968321,4189.00,4189.25,27262316,C,43,01,1,1, LH,2023-05-01 15:22:09.023869,4189.25,1,968322,4189.00,4189.25,27262317,C,43,01,1,1, LH,2023-05-01 15:22:09.032103,4189.25,1,968323,4189.00,4189.25,27262318,C,43,01,1,1, LH,2023-05-01 15:22:09.032332,4189.25,1,968324,4189.00,4189.25,27262319,C,43,01,1,1, LH,2023-05-01 15:22:09.037984,4189.25,1,968325,4189.00,4189.25,27262320,C,43,01,1,1, LH,2023-05-01 15:22:09.365253,4189.25,1,968326,4189.00,4189.25,27262321,C,43,01,1,1, LH,2023-05-01 15:22:09.446788,4189.25,1,968327,4189.00,4189.25,27262322,C,43,01,1,1, LH,2023-05-01 15:22:09.519289,4189.25,1,968328,4189.00,4189.25,27262323,C,43,01,1,1, LH,2023-05-01 15:22:09.604320,4189.25,1,968329,4189.00,4189.25,27262324,C,43,01,1,1, !ENDMSG!, Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on May 1, 2023 at 02:22 PM
IQFeed API Questions »
IQFeed Exiting After Reconnect. May 1, 2023 01:51 PM
(Total replies: 10)
Where are you finding that? Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
IQFeed Exiting After Reconnect. May 1, 2023 09:32 AM
(Total replies: 10)
LH will only appear if you are sending S,SET PROTOCOL 6.2 after you connect to the socket. You couldn't do this before, because you were on version 6.1 of the client software, and you can't request a later protocol than the client software. You must be sending some protocol command, though, because that response doesn't look the default 4.9, or even 6.1. Just change it to 6.2 and the response will match the documentation you found. "LH" is a Lookup Data Message Identifier as described at https://www.iqfeed.net/dev/upgrade.cfm?protocol=2 and is a new feature in Protocol 6.2. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
IQFeed Exiting After Reconnect. Apr 25, 2023 01:35 PM
(Total replies: 10)
It looks like you're using version 6.1 of the IQFeed client software. This may be a bug that was fixed in 6.2: "Fixed bug causing IQFeed to occasionally try to authenticate an invalid product ID, resulting in customers getting an error stating their product or service is invalid." Is there a reason you're using the older version, or can you update the client software to 6.2 via http://www.iqfeed.net/index.cfm?displayaction=support§ion=download ? Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
IQFeed Exiting After Reconnect. Apr 25, 2023 11:15 AM
(Total replies: 10)
It looks like your credentials are being rejected by the serer. Have any of them changed recently? These values are stored in the registry inside Computer\HKEY_CURRENT_USER\Software\DTN\IQFeed\Startup. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
New IQFeed Forum »
Unaligned Bars from BW Command Apr 24, 2023 11:23 AM
(Total replies: 9)
I can provide a workaround: if you're using a Start Date/Start Time, make sure it's evenly divisible by the bar length you specified. You didn't give the command for your initial post, but your follow-up was: BW,@ES#,180,20230404 093900,,,,,B-@ES#-00180-s,s,'',30 This works, because if you start at :39 after the hour, the remainder (21) divides evenly into 3-minute bars. I suspect your command from the OP started at something like 094000, where it doesn't. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
Connecting to API using TCP/IP via Excel VBA Apr 21, 2023 08:57 AM
(Total replies: 9)
It seems you found the QMatix tool at http://QMATIX.com and it had the functionality you needed for this project. I'll mention it here in case it is helpful to anyone else trying to do something similar. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
New IQFeed Forum »
(futures and equity) option chains using Python Apr 19, 2023 08:13 AM
(Total replies: 11)
All data points are updated continuously. Since you're requesting daily data. The numbers you get will reflect conditions at the end of the trading day. It is normal for a contract to show an open interest of zero when that contract expires, and when it first begins and hasn't been traded yet. ADDED: I should clarify this to add that Open Interest is always a day behind. Fore example, open interest for today’s datapoint on all contracts will be zero until tomorrow morning/next trading day's opening. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Apr 20, 2023 at 10:10 AM
IQFeed API Questions »
Connecting to API using TCP/IP via Excel VBA Apr 18, 2023 04:44 PM
(Total replies: 9)
Based on what I read from the modbustools online help https://www.modbustools.com/mbaxp_quickstart.html, I think you just need to know how to send an IQFeed API command and read and read the response. It looks like you're connecting OK. There's probably some kind of command to send ASCII messages like Mbaxp1.SendMessage("HTX,AAPL,5") This is similar to how other programming languages like Python interface with the IQ feed API. Then of course you need a way to interpret the response: Step 11 in that page looks like a step in that direction, Honestly, you'd probably get the best help from modbustools support, since they can provide you with a list of commands and a knowledge of what settings need to be in place for this kind of connection. I've personally never made IQ feed work directly with VBA before. But it should be possible if VBA has the ability, and the modbustools plugin appears to give it that. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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