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'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"Excellent datafeed !!!" - Comment from Arely
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"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
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
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
Viewing User Profile for: MV_opt
About Contact
Joined: Jun 3, 2020 07:54 PM
Last Post: Feb 20, 2022 07:15 PM
Last Visit: Feb 20, 2022 07:15 PM
Website: www.optuma.com
Location: Brisbane/Australia
Occupation: Programmer
Interests:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
MV_opt has contributed to 19 posts out of 21185 total posts (0.09%) in 1,417 days (0.01 posts per day).

20 Most recent posts:
IQFeed API Questions » Qn on Day Code on the Quote Stream Feb 20, 2022 07:15 PM (Total replies: 1)

Right now it is Sunday Evening EST on the 20th Feb.

This is the quote we are getting.
'Q,@ES#,C,4323.00,1,18:56:17.236037,02/20/2022,4323.00,16,18:56:17.100855,4322.50,6,18:56:17.088954,-20.50,4324.25,4333.75,4315.25,4343.50,20583,2259730,173,10,4323.00,1,18:56:17.236037,02/20/2022,,,,1,22,

Note that the date is now (02/20/2022) but the Day Code at the end of the message is 22.
Is that right?

I understand that the 21st is a public holiday and so most markets will not have a bar for the 21st but if the market is trading at this time surely it should have a day value of 21?

Thanks for your help.

IQFeed API Questions » Is there a way to limit SBF lookup responses? Sep 8, 2020 07:50 PM (Total replies: 2)

Thanks Gary,

we do use those but we have a form which allows clients to search and they have control over those options. But we all know that clients can do some strange things.

It would be very helpful if there was a max number which we could add into the call.

IQFeed API Questions » Is there a way to limit SBF lookup responses? Sep 7, 2020 06:04 PM (Total replies: 2)

When using the SBF command on the Lookup port (see http://www.iqfeed.net/dev/api/docs/SymbolLookupviaTCPIP.cfm), I can see no way to limit the number of responses.

It's easy enough for us to drop all responses after the first x responses have been received, but that leaves the port still tied up sending data which we will throw away.

Is there a better way to limit the number of responses? Adding a maximum number of responses to the SBF call would be a good way.

An example of this is if you search the description for "mini" I stopped the process at 11,000 results!

IQFeed Developer Support » KB Queued in Admin Status Message Aug 23, 2020 10:14 PM (Total replies: 6)

Gary, just a small error in the Docs on this one - see image

IQFeed Developer Support » KB Queued in Admin Status Message Aug 23, 2020 10:04 PM (Total replies: 6)

Thanks Quick_Tick - I did not look beyond the Stats message - this is exactly what we need.

IQFeed Developer Wish List » Add Basis of Trade to Historical Interval Calls Aug 23, 2020 09:59 PM (Total replies: 4)

Just looking at Derivative bars as an option to reduce the amount of data we need to process. Unfortunately I can not use these without knowing if they are in market or extended trades. Can you please add Derivative Bars to that request.

IQFeed Developer Support » KB Queued in Admin Status Message Aug 16, 2020 07:22 PM (Total replies: 6)

Is it possible to add the KB Queued into an Admin Port "S" message?

This would only make sense is the S message is not stuck in the same queue. But if it isn't, it would be really handy to know in our application that data is getting queued up. That way we can give higher priority to the reading thread and/or warn the user to shut down some streams.

IQFeed Developer Support » Log File Issues and One Drive Aug 16, 2020 07:17 PM (Total replies: 1)

Not sure if you are seeing this elsewhere but our clients are typically opening hundreds of streams and a couple were having terrible performance during the New York open and close.

One of the items we discovered when working with these clients was that their Documents folder was being synched to One Drive. The issue is that the IQConnect log file (which can be over 7 GB for a whole day session) is in {Documents}\DTN\IQFeed

Once we changed the registry setting for the users, there was a marked improvement in performance.

I would suggest that you find a better place for this file given that all new installs of Windows make it so that you have to Opt-out of documents being backed up to One Drive. AppData or ProgramData would be a better place.

IQFeed Developer Support » Level 2 returning "U" messages. Jul 8, 2020 05:36 PM (Total replies: 3)

Doh - thanks for that.

IQFeed Developer Support » Level 2 returning "U" messages. Jul 6, 2020 03:08 AM (Total replies: 3)

Specification Pages I'm looking at are
http://www.iqfeed.net/dev/api/docs/Level2viaTCPIP.cfm
and
http://www.iqfeed.net/dev/api/docs/Level2UpdateSummaryMessage.cfm

IQFeed Developer Support » Level 2 returning "U" messages. Jul 6, 2020 03:07 AM (Total replies: 3)

Hi,

Just starting to look at Level 2 again and am getting "U" messages being sent through. These are not in the spec so I'm wondering if I am doing something wrong.

If I connect to MSFT this is what I get back (note that I am doing this at 4am NYC time).

I appreciate any help

MV.

U,MSFT,STXG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,WABR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,IEXX,0.,0.,0,0,99:99:99,2020-07-02,20,52,153,99:99:99,F,F,
U,MSFT,BOSX,0.,0.,0,0,99:99:99,2020-07-02,20,52,12,99:99:99,F,F,
U,MSFT,NEED,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,SSUS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,KING,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,INTL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,RAJA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,PUMA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,LEHM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,BMOC,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,BATS,200.,209.75,300,100,18:00:18,2020-07-02,20,52,18,18:00:18,T,T,
U,MSFT,WEDB,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,NSDQ,209.22,209.68,47,48,04:02:22,2020-07-06,20,52,5,04:02:16,T,T,
U,MSFT,MZHO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,BARD,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,VIRT,0.,0.,0,0,99:99:99,2020-07-06,20,52,5,99:99:99,F,F,
U,MSFT,KEYB,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,DADA,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,ADAM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,SGAS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,PIPR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,JEFF,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,GTSM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,CINN,0.,0.,0,0,99:99:99,2020-07-02,20,52,10,99:99:99,F,F,
U,MSFT,WSEA,0.,0.,0,0,99:99:99,2020-07-06,20,52,5,99:99:99,F,F,
U,MSFT,CHXE,0.,0.,0,0,99:99:99,2020-07-02,20,52,8,99:99:99,F,F,
U,MSFT,LEER,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,CSTI,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,MAXM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,STFL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,NATL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,NITE,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,CTDL,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,XGWD,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,RBCM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,AMEX,0.,0.,0,0,99:99:99,2020-07-02,20,52,6,99:99:99,F,F,
U,MSFT,EDGA,0.,0.,0,0,99:99:99,2020-07-02,20,52,25,99:99:99,F,F,
U,MSFT,EDGX,206.5,206.74,500,100,19:59:40,2020-07-02,20,52,26,19:59:40,T,T,
U,MSFT,CANT,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,ETMM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,BATY,0.,0.,0,0,99:99:99,2020-07-02,20,52,28,99:99:99,F,F,
U,MSFT,MSCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,GSCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,WCHV,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,WBLR,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,VERT,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,RHCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,SPHN,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,ARCX,208.33,209.5,300,200,04:02:16,2020-07-06,20,52,11,04:02:16,T,T,
U,MSFT,SOHO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,SUFI,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,IMCC,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,JPMS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,AEXG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,FLTG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,PHLX,0.,0.,0,0,99:99:99,2020-07-02,20,52,80,99:99:99,F,F,
U,MSFT,JSSF,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,UBSS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,COWN,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,MLCO,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,CDRG,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,TSSM,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,OHOS,0.,0.,0,0,99:99:99,2020-07-02,20,52,5,99:99:99,F,F,
U,MSFT,ARCX,208.33,209.5,200,200,04:02:24,2020-07-06,20,52,11,04:02:24,T,T,
U,MSFT,ARCX,209.,209.5,100,200,04:02:24,2020-07-06,20,52,11,04:02:24,T,T,
U,MSFT,NSDQ,208.6,209.68,40,48,04:02:24,2020-07-06,20,52,5,04:02:16,T,T,
U,MSFT,NSDQ,209.23,209.68,47,48,04:02:24,2020-07-06,20,52,5,04:02:16,T,T,

IQFeed Developer Wish List » Open Streams by FIGI Code Jun 24, 2020 09:04 AM (Total replies: 5)

lol - no worries.

One of the things we have battled with for many years is a unified symbol database which works across all our data connections. The issue is that the symbol required in IQ can be different than other possible sources (including our own end of day services). Equities are usually fine, it is commodities and indices which are usually the trouble. Figi has the chance to finally do what cusip and isin tried to do (but their cost of entry was too great for full adoption).

My goal is a single symbol database which has figi as the key since that is becoming a unique code to reference the security by. Then no matter what service the client uses, we can open th esecurity by figi.

Definately not a quick and easy change, but now that you have figi in your database, I would hope that one day you would alow opening streams etc by Figi.

All the best

MV

IQFeed Developer Wish List » Open Streams by FIGI Code Jun 24, 2020 07:14 AM (Total replies: 5)

Hi Gary,

Thanks for the reply but if you re-read my question you will see that I already refernce the Fundamental Message. My question is about using FIGI in place of symbol.

All the best

Mathew

IQFeed Developer Wish List » Open Streams by FIGI Code Jun 23, 2020 12:11 AM (Total replies: 5)

I noticed that IQ includes the FIGI codes in the Fundamental messages. This is awesome.

Are there any plans for us to be able to open all streams by FIGI inplace of the symbol?

eg for MSFT send the following to the Level1 port
"w,BBG000BPH459" instead of "w,MSFT"

Obviously you would need to support both to be backwards compatible.

The reason for this request is that Bloomberg have done a great job with figi and it allows clients to move more easily from Bloomberg to IQ etc when their work will just open after they change.

IQFeed Developer Support » Time Zones included in Listed Markets(SLM) call Jun 10, 2020 02:32 AM (Total replies: 5)

Gary I have just spotted this page. http://pxweb.dtn.com/PXWebDoc/pages/Markets.aspx

If you could return the Time Zone from here in the SLM call, that would be awesome!

IQFeed Developer Wish List » Add Basis of Trade to Historical Interval Calls Jun 4, 2020 11:16 PM (Total replies: 4)

Actually I just noticed that the session times are not set in the Fundamental "F" response, so I can not use that to filter in/out of market minute bars.

It would be really helpful if those values were set for all securities.

Thanks

MV

IQFeed Developer Wish List » Add Basis of Trade to Historical Interval Calls Jun 4, 2020 10:59 PM (Total replies: 4)

Refering to this page http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

When we do a Tick request (HTX, HTD, and HTT) we have "Basis For Last" returned with a value of C,E,O,S

This is great as we can ignore out or market trades if we choose to.

The issue is when we do interval requests (HIX, HID, and HIT) we don't have that same value.

Can you please add "Basis For Last" to these calls.

There may be confusion about what to do when there are C's and E's in the one interval. Perhaps a better alternative is to allow us to include a string of "Basis" which we require in the call.

eg HTD,[Symbol],[MaxDays],[MaxDatapoints],[BeginFilterTime],[EndFilterTime],[DataDirection],[RequestID],[DatapointsPerSend][BasisToInclude]<CR><LF>

BasisToInclude would be optional but I could enter 'CS' if I wanted to only include Qualified Trades and Settles.

HTX example
Request: HTT,GOOGL,20190409 000000,20190409 235959,10,155959,160004,1,TESTREQUEST,C<CR><LF>

Note the ",C" on the end.

I know that this could also be filtered with start and end times, but then we fall into issues with time zones for non-EST markets.

Thanks for considering

IQFeed Developer Support » Time Zones included in Listed Markets(SLM) call Jun 4, 2020 08:35 AM (Total replies: 5)

Hi Gary,

Yes, I think this would be helpful.

Another column for each entry returned in the SLM (Listed Markets) call in the Lookup Port.

This is 4 lines I pulled from the call. I manually added the TZ name at the end of the rows as an example of what it could look like

79, NYDME, NYMEX-DME (InterCommodity Spreads), 79, NYDME, America/New_York
80, PSX, Philadelphia Stock Exchange, 80, PSX, America/New_York
81, TGE, Tokyo Grain Exchange, 81, TGE, Asia/Tokyo
82, TOCOM, Tokyo Commodities Exchange, 82, TOCOM, Asia/Tokyo
Edited by MV_opt on Jun 4, 2020 at 08:36 AM
Edited by MV_opt on Jun 4, 2020 at 08:36 AM

IQFeed Developer Support » Time Zones included in Listed Markets(SLM) call Jun 3, 2020 08:14 PM (Total replies: 5)

Are Market time zones listed anywhere?

If not, it would be really helpful if you were able to store the Time Zone location for each of the markets that come back in the SLM call.

So for each listed market you also return the time zone location using the standard names as defined by https://en.wikipedia.org/wiki/Tz_database

NOTE: I would not bother with Daylight or standard time, just the location. That way it only needs to be set by you once when making a change/addition to the markets list.

There are plenty of libraries which can do all the time calculations we need (including daylight savings) but they are all predicated on knowing the actual timezone of the exchange. See http://web.cs.ucla.edu/~eggert/tz/tz-link.htm

We can write a table with maps from Market ID to time zone but as soon as you make a change to the IDs, we have lost the mapping.

Of course the ultimate would be that in stream and lookup calls we were ablet to specify that we want the results in local market time rather than EST.

MV


Time: Fri April 19, 2024 9:56 AM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003