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Viewing User Profile for: adrian
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adrian has contributed to 28 posts out of 21159 total posts (0.13%) in 5,602 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Pauses & slow data off the open? Apr 24, 2010 01:25 PM (Total replies: 3)

I'm subscribed to 200-300 symbols and they all stop at the same time, several times each morning, for 3-15 seconds at a time. Nerve wracking for scalpers like me.

Data and Content Support » Pauses & slow data off the open? Apr 23, 2010 09:00 AM (Total replies: 3)

I'm using QuoteTracker and several times each morning my IQFeed feed will stop getting data or will lag badly behind InteractiveBroker's data. I think it's IQFeed and not IB's problem because none of my charts update and I'm able to execute trades at the displayed NBBO on IB which may be 0.10 or 0.20 away from what IQFeed is showing (on a $25 stock like LVS).

I experience the same thing when using custom applications so I don't think this is a QuoteTracker bug. My system stats show 60% Memory usage and none of my 4 cores show more than 70% usage so it's probably not a hardware issue (and, as I've said, IB is still updating).

Is there a way of fixing or tracking down this problem?

Data and Content Support » HIT timing off Jan 18, 2010 10:12 AM (Total replies: 2)

I think I got diverted into the wrong forums, not sure how that happened. Sorry about that.

And when I ran the program this morning it worked as expected. I don't know if there was some glitch over the weekend or what happened but everything's good now.

Off Topic » IQFeed Javascript killing CPU Jan 17, 2010 04:06 PM (Total replies: 2)

I have a problem when browsing the IQFeed forms and site with JavaScript enabled on Firefox. The scrolling testimonials drive my CPU up to 100% and make everything run slow. I installed NoScript to block this and things run better but features like 'preview' and the rich editor require JS to be enabled.

Has anyone found a work-around? If anyone from IQFeed is listening, could you find a less debilitating way to promote your products?

Data and Content Support » HIT timing off Jan 17, 2010 04:03 PM (Total replies: 2)

I'm trying to get a set of 1min bars back starting at 9:30 EST and going for the next 20 minutes. I connect from Java using the TCP/IP and send:

HIT,SKF,60,20100115 093000,20100115 095000,21,093000,160000,1,HIT_1,5

As I understand it, this should give data for 'SKF' in 1min (60 sec) bars, for Friday Jan 15th 2010 from 9:30am-9:50am. It will give a max of 21 bars and filters out after hours data.

What I get is:

HIT_1,2010-01-15 17:03:00,22.7000,22.7000,22.7000,22.7000,11787379,150,
HIT_1,2010-01-15 17:05:00,22.6900,22.6900,22.6900,22.6900,11791379,4000,
HIT_1,2010-01-15 17:28:00,22.7000,22.7000,22.7000,22.7000,11791879,500,
HIT_1,2010-01-15 17:30:00,22.7200,22.7200,22.7200,22.7200,11791979,100,

So it's not starting when I requested and it's giving after hours data which I said should be filtered. I tried this with similar dates on a number of other stocks and they all behaved similarly.

Ideas for what I can do to fix this?

IQFeed Developer Support » Summary performance Dec 11, 2009 10:43 AM (Total replies: 3)

Tests with a new app and even with the problem app during the afternoon shows that I'm getting the summary message in <1sec (100-300ms). I'll try running some tests on Monday at the open to see if that changes anything.

IQFeed Developer Support » Summary performance Dec 11, 2009 09:24 AM (Total replies: 3)

You're right, it's probably my app, no question. IQFeed has been great which is why this surpriseh me so much. I asked expecting this answer but figuring it was the easiest thing to rule out. I'll run some more tests and let you know if I need more help. Thanks Steve!

IQFeed Developer Support » Summary performance Dec 11, 2009 09:05 AM (Total replies: 3)

In the morning, I submit about a dozen subscribe requests. (I'm really only interested in getting the Summary message, if that matters.) According to my logs, it is taking 25 seconds from when I submit the request to when I get the first summary message!

Is this expected behaviour? What can I do to speed this up? I could accept a 0.5-1 second delay but 25 seconds is far too long.

I would absolutely love (and pay a lot of money for) NYSE Imbalance data. The data is published from the NYSE on a per-stock basis every 15 seconds from 3:40-3:50 and every 5 seconds from 3:50-4:00 and is difficult to find elsewhere. Big competitive advantage not to mention a valuable feature for us to have access to this!

IQFeed Developer Support » UnsatisfiedLinkError May 8, 2009 09:46 PM (Total replies: 1)

I've got an app working pretty well stand-alone but when I go to deploy it to my server, I get errors whenever I try to initialize the IQFeed DLL:

Caused by: java.lang.UnsatisfiedLinkError: C:\Program Files\DTN\IQFeed\iq_jni.dll: Can't find dependent libraries
at java.lang.ClassLoader$NativeLibrary.load(Native Method)
at java.lang.ClassLoader.loadLibrary0(Unknown Source)
at java.lang.ClassLoader.loadLibrary(Unknown Source)
at java.lang.Runtime.loadLibrary0(Unknown Source)
at java.lang.System.loadLibrary(Unknown Source)
at com.iqfeed.IQ_32.<clinit>(
... 21 more

I added the c:\Program Files\DTN\IQFeed to the java.library.path (and c:\Windows and C:\Windows\System32 for good measure) but it looks like the iq_jni.dll is trying to access some DLL which it can't find.

Can anyone tell me which other DLLs it's trying to load and where I might find them?


IQFeed Developer Support » SYMBOL LIMIT REACHED? Mar 4, 2009 03:16 PM (Total replies: 18)

As an update: after changes to make this problem clearer, it has ironically gone away. I've kept backups of my test suite so when I get a chance I'll go back to earlier versions to try to see if it's still present or if I've accidentally fixed the problem. Since it's working, tracking the bug is low priority but when I get some new info, I'll post it here.

Thanks Steve for helping me through some debugging techniques.

IQFeed Developer Support » SYMBOL LIMIT REACHED? Mar 2, 2009 03:23 PM (Total replies: 18)

Steve - I found the System Messages page, thanks. I'm getting the WATCHES messages now and they look good.

I can't say whether the bug is present or not. It seems to be highly dependent on quote volume or time of day. I haven't been able to replicate it since 11 EST today which is frustrating. Hard to work on it when it can't be replicated.

I was getting the problem using sockets when I was sending orders to IB this morning and I didn't check to see if the problem went away when I turned IB orders off. Something to check tomorrow morning. Will let you know when I figure something out...

IQFeed Developer Support » SYMBOL LIMIT REACHED? Mar 2, 2009 09:26 AM (Total replies: 18)

Steve - I haven't found an easy way to strip out the InteractiveBrokers code so I did the next best thing and rewrote the IQFeed code to use a socket directly. I got it working and the same problem is happening. I even added code to call RemoveSymbol() from the QuoteMessage event but this doesn't seem to have any effect.

To debug, I call "S,REQUEST WATCHES" but I don't see anything returning. Perhaps I'm missing it. Is there any documentation to describe the return values?

Also I am pushing remove watch messages (r[symbol]<CR><LF>) whenever I get a Quote message and nothing seems to happen. I continue to get quotes. I have streams of lines in my log file where I request to remove QQQQ, get a quote for QQQQ anyway, request remove, get a quote, request remove, get a quote, request remove, and on and on.

I've put in the work to get a socket-based client so that I can have more control over the feed. Can you help me figure out what more I can do to debug this problem?

IQFeed Developer Support » SYMBOL LIMIT REACHED? Feb 25, 2009 12:18 PM (Total replies: 18)

Steve - Thanks for the offer. I know how time consuming it can be to debug a strange new application so let me help out by removing the external dependencies, generating some fake signals and getting an app which can replicate this problem quickly & easily. Hopefully that'll make it easier for everyone. I'll e-mail it when I get something ready.

IQFeed Developer Support » SYMBOL LIMIT REACHED? Feb 25, 2009 11:02 AM (Total replies: 18)


I don't see a way to send raw commands like this via the C# OCX so I modified a Java app. Will the REQUEST WATCHES let me know all of the symbols all clients are watching or only those that the current socket client is watching?

When I send a command "S,REQUEST WATCHES\r\n" on the socket the only response I get is "E,!SYNTAX_ERROR!,". I can use the same structure to request historical data (HTT, HDX, HIT, etc) with no problems so I'm not sure what's going on. Are there any docs on the REQUEST WATCHES command?

IQFeed Developer Support » SYMBOL LIMIT REACHED? Feb 25, 2009 09:22 AM (Total replies: 18)

I tried changing the registry but for some reason it is stuck in the QuoteTracker folder. The log file is being generated so that's good enough. I made the mistake of letting it run for a full day before checking the log and now it's over 3Gb! I also didn't delete it yesterday and so the log file contains a mix of extraneous data. I'll clean it up after trading today and try to save a copy after 10 or 15 minutes of trading to keep the size to a minimum.

In the meantime, I ran HJSplit to chop it into 5Mb chunks and have been going through them to try to see if there's anything I can glean. My goal is to figure out why I remove some symbols and they are still in my "watch" list. I'm just guessing, but I think this is what the good path looks like:

(Edit: I'm adding line breaks in the log files to make them easier to read)

FROM CLIENT (LEVEL1)=2009-02-24 06:46:44: wDECK
TO CLIENT (LEVEL1)=2009-02-24 06:46:44: F,DECK,F,10.6,521000,146.6000,46.2700,85.9000,50.6900,,,,,,,,,,,5.23,7.16,42.69,12,,
DECKERS OUTDOOR CORP,GVK QUK,,2.20,,301.6,71.4,09/01/2008,,13069,,,,,p,14,4,3021,76.43,1,1,04/28/2008,11/20/2008,01/06/2009,02/02/2009,79.87,,,,,

FROM CLIENT (LEVEL1)=2009-02-24 06:46:44: rDECK

Again, just guessing, I think this is a request to watch DECK ("wDECK"), then a line for the fundamental data ("F" type), then a summary ("P" type) and immediately after the summary, the client removes DECK ("rDECK").

Sometimes I get a string of quotes ("Q") lines in between and sometimes I can see that I'm getting quotes after the remove request:

FROM CLIENT (LEVEL1)=2009-02-24 06:46:56: rFDX
TO CLIENT (LEVEL1)=2009-02-24 06:46:56: Q,FDX,D,44.2900,-0.26,-0.005836139,305974,400,44.8900,44.2400,44.2800,44.3200,

Though in this case, the FDX quotes stopped quickly, within a second.

What I don't see are any responses from the remove request to indicate which symbols are being watched and which aren't. I'm already logging any quote and summary messages when they come and after a remove request, they stop coming. What more should I be looking at?
Edited by adrian on Feb 25, 2009 at 09:24 AM

IQFeed Developer Support » SYMBOL LIMIT REACHED? Feb 20, 2009 08:24 AM (Total replies: 18)

I've enabled logging for "All data flow". When I try to view the log it says "The log file c:\Program Files\QuoteTracker\\IQConnectLog.txt could not be found!" I'm not sure why it is looking in the QuoteTracker directory or why there are two "\\" before the file name. Where should I look to find the log and verify everything is working?

I think I may have one app connected to IQFeed already but my bot just connected. Do I need to have a clean restart? It's showing a 500 symbol limit so it's not running in demo mode any more.

IQFeed Developer Support » SYMBOL LIMIT REACHED? Feb 14, 2009 09:39 AM (Total replies: 18)

Steve - I'll do the logging thing on Tuesday and if I can't sort it out, I'll try to package some sort of app to replicate it. It's not going to be easy since it appears to take about 50 signals to generate one glitched symbol. Situations like that are always a huge pain.

On the plus side, I shut down all apps using IQFeed and then started my app before QuoteTracker and now the Connection Manager is showing 500 max symbols! That means that at the rate I was going I should be able to accumulate dead or glitched symbols without maxing out. Not ideal but a good start. Thanks for your help, will let you know what I find with full logging.

IQFeed Developer Support » SYMBOL LIMIT REACHED? Feb 13, 2009 02:31 PM (Total replies: 18)

Looks like I didn't have to wait. I've been running my app for an hour and the Connection Manager is showing me at 5 symbols (out of 10!). In the app, I added code to print out an error message any time that RemoveSymbol() returns false and so far none of them have done so:

bool res = iqFeed.RemoveSymbol(ref symbol);
if (!res) {
log.Error("Call to RemoveSymbol for " + symbol + " was unsuccessful.");

IQFeed Developer Support » SYMBOL LIMIT REACHED? Feb 13, 2009 01:06 PM (Total replies: 18)


Thanks for the debugging tips. I'll go ahead and do them on Tuesday to see what's happening.

Re the registered productID, I double-checked and I'm using the only product ID that I've been given. I'm also connecting to IQFeed via QuoteTracker - could that be affecting things?

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