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Viewing User Profile for: Bill Atkinson
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Joined: Aug 5, 2004 11:55 AM
Last Post: Jul 31, 2005 07:09 PM
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Bill Atkinson has contributed to 5 posts out of 21191 total posts (0.02%) in 7,212 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Unable to connect to IQfeed Jul 31, 2005 07:09 PM (Total replies: 4)

I am following the FOREX market and I have been trying to connect to DTN.IQ since 5:20 PM EDT.

I am using the IQConnection Manager for real time quotes.

I have sent an email to support@iqfeed.net with no responce as of 8:00 PM EDT.

This is no way to run a production service.

IQFeed Datafeed Wish List » Permanent Continuous Future Contract May 27, 2005 07:25 AM (Total replies: 41)

Jay,

Can you provide us with a realistic date when the continuous Futures data will be available.

Bill


It appears that the "o" code in field 18, Q record, is used to transmit additional volume information associated with group trades. "o" codes are definitely carrying volume info during and outside of trading hours. Therefore, it seems that we must process these codes to maintain relatively accurate total volume per symbol. Even at that, comparison of our accumulated volumes to volumes reported by other services show unaccounted for differences. There are "o" code records following most "t" code records. But after hours there are series of "o" code records not matched with "T" code records. Please tell us what the true meaning and content of "o" records are. Thanks

IQFeed Developer Support » IQFeed Quote data discrepancy Aug 9, 2004 11:15 AM (Total replies: 3)

According to the IQFeed documentation, this may not be relevant to the problem, but we were on occasion concurrently running the Quote History API on the same computer as the Real Time IQFeed API. We were running the History API to validate the numbers that we were accumulating every 15 minutes from the real time feed.

We are using DTN/IQFEED/com/IQ_32.class file as reference for IQFeed look up and DTNSymbolWAtch.dll for the history lookup.

IQFeed Developer Support » IQFeed Quote data discrepancy Aug 5, 2004 12:11 PM (Total replies: 3)

I believe that this is the same problem that ronsch99 Posted on Jul 22, 2004 11:23 PM with the title of "Help on real-time streaming data" and only symptoms were discussed.

I believe that there is a significant problem with the real time data getting out of sync and this has nothing to do with the way were are processing the data.
We are storing a copy of each transaction in the IQFeed before we process it and we are seeing the problem in the raw data.

I view this as a big problem.


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