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gelo2000 has contributed to 15 posts out of 21251 total posts (0.07%) in 5,711 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Accessing Reuters News Mar 25, 2010 12:10 PM (Total replies: 2)

Hello

I have the following problem:
* I am registered for a trial and subscribed to news sources: REUTERS_BASE, REUTERS_PREM
* However, when I run TCP/IP query:
SN:MSFT::1:20100101-20100324:1000000000;
I get a bunch of news, but none of them contains RB* or RP* as a source (ie Retuers)
* Otherwise IQFeed TCP/IP news api works fine
* Any ideas what causes this?

Thanks

IQFeed Developer Support » Summary messages on symbol registration Apr 8, 2009 10:00 AM (Total replies: 4)

> was this morning the first time you experienced a problem (has it worked for you previously)?
Yes, it's the first time.

> Maybe a temporary network problem between you and the server? Maybe a temporary lack of processing resources on your computer (something else going on at the same time on the PC)?

The problem is reproducible, so it is not a temporary network problem. I would also rule out insufficient CPU resources as IQFeed is using < 10% of cpu at the moment.

IQFeed Developer Support » Summary messages on symbol registration Apr 8, 2009 09:46 AM (Total replies: 4)

Apparently the same also happens during the main trading period.

IQFeed Developer Support » Summary messages on symbol registration Apr 8, 2009 08:47 AM (Total replies: 4)

Hello,

Today in the morning during extended trading period, when I registered with IQFeed 1799 symbols, not all of them got a summary message 'P' in response. Some of the symbols didn't recieve any:
BPOPN
CVGI
EXFO
FBCM
TAGS
TUES
TUNE
(Yes, I am quite sure that I have indeed sent registration messages 'wSYMBOL')
However, if I connected to IQFeed once more with another connection and sent eg 'wTUNE', the summary message arrived on both connections. Eventually the summary messages did arrive on their own, but it took up to 30 minutes.

IQFeed Developer Support » Historical data Mar 2, 2009 05:44 AM (Total replies: 2)

Hello,

> The datapoint returned above (labeled 20:02:00) represents the trades that occured between 20:01:00 and 20:01:59.

The request
HIT,MSFT,60,20090224 200100,20090224 200100
does not refer to the interval [20:01:00, 20:01:59], it actually refers to an empty interval [20:01:00, 20:01:00). Or at least that's how I understand the semantics.
Edited by gelo2000 on Mar 2, 2009 at 05:45 AM

IQFeed Developer Support » Historical data Feb 26, 2009 09:59 AM (Total replies: 2)

Hello

I would like to know the exact semantics of timestamp fields in the HIT request and its response.

Namely, this scenario looks strange to me:
------------------------------------------------
$ telnet localhost 9100
>HIT,MSFT,60,20090224 200100,20090224 200100
<2009-02-24 20:02:00,16.7000,16.7000,16.7000,16.7000,122673954,5600,
------------------------------------------------

Asking for data between 20:01:00 and 20:01:00 returns historical data for 20:02:00?

Thank You

IQFeed Developer Support » Timestamp messages Feb 26, 2009 09:49 AM (Total replies: 3)

Hello,

I am running IQFeed on a more powerful machine now and there is no problem any more.

Thank You!

IQFeed Developer Support » Timestamp messages Feb 20, 2009 01:30 PM (Total replies: 3)

Apparently it's happening when IQFeed get's overloaded:
* I am listening for 1800 symbols on a fairly new Mac (2.5 GHZ, 2 GB RAM), running IQFeed with wine
* At first it works well, but in a of couple minutes the messages start to lag
* Also only then cpu usage of IQFeed hits 100%
* It might be a feature of IQFeed 4.5 as I have made some (superficial) stress tests with IQFeed 4.4 earlier and there weren't such problems.

Strange.

IQFeed Developer Support » Timestamp messages Feb 20, 2009 12:19 PM (Total replies: 3)

Hello,

I have noticed that sometimes IQFeed misses minutely timestamp messages (see end of file). Is it a bug or am I missing something?

Thanks
-----------
S,KEY,130
S,SERVER CONNECTED
S,IP,66.112.156.181 60004,66.112.156.213 60002,66.112.156.210 60009,66.112.156.214 60001,66.112.156.213 60005,66.112.156.213 60012,66.112.156.200 60003,66.112.156.214 60015,66.112.156.210 60050,66.112.156.214 60014,66.112.156.212 60016,66.112.156.211 60018
S,CUST,real_time,66.112.156.114,60002,u7XqVVVv,4.5.0.3,0,INDEX DTNNEWS SCROLLNEWS RT_TRADER COMTEX PRIMEZONE INTERNET_WIRE NASDAQ,,1800,QT_API,,
S,KEYOK
T,20090220 13:05:00
T,20090220 13:06:00
T,20090220 13:07:00
T,20090220 13:08:00
T,20090220 13:09:00
#### Misssing timestamp here !!! #####
T,20090220 13:11:00
T,20090220 13:12:00
T,20090220 13:13:00

Data and Content Support » RT quotes Jan 30, 2009 10:12 AM (Total replies: 3)

> Hello, an o message will contain an update to any field not accounted for in other messages types.
What exactly a 'settlement' could affect? Last trade? Ask? Bid?

> Other than this, I would guess that time of message arrival would be the best estimation of a timestamp for bid/ask times.
Can I rely on the fact that all update messages that arrive between two timestamp messages happened during the minute implied by these two timestamp messages?

Thank You!

Data and Content Support » RT quotes Jan 30, 2009 07:49 AM (Total replies: 3)

Hello,

I would like to know what fields can become updated due to an 'o'-type message:
o - Some other type of update occurred
Likewise, a settlement (normally an 'o' message) might come through included in a trade, bid, or ask message. Most data related issues with the feed are a result of not interpreting this field correctly.

Another question: is it possible to know the time of ask/bid update more precisely than:
* The one-minute period defined by the timestamp messages
* The time of message arrival

Can I rely on the fact that all update messages that arrive between two timestamp messages happened during the minute implied by these two timestamp messages?

Thank You!

IQFeed Developer Support » Undefined values in summary message Jan 29, 2009 10:29 AM (Total replies: 1)

Hello,

I would like to ask how would a summary message for a stock look like in the beginning of the trading session, before any quotes/trades have happened. Would it be so that fields like last trade, last trade size, ask, ask size, bid, bid size be empty?

Thank You!
Oleg
Edited by oleg_myrk on Jan 30, 2009 at 07:39 AM

Data and Content Support » Historical tick data Jan 28, 2009 08:23 AM (Total replies: 2)

OK, thanks

Data and Content Support » Historical tick data Jan 28, 2009 08:13 AM (Total replies: 2)

Hello,

Do I understand correctly that '30 calendar days of historical tick data' provides only trading ticks and does not provide quote updates. Also I have noticed that ask/bid size are always zero.

Do I understand correctly that quote ticks are available only in real time?

Thank You!
Edited by oleg_myrk on Jan 30, 2009 at 07:38 AM


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