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JoshSN has contributed to 29 posts out of 21199 total posts
(0.14%) in 5,142 days (0.01 posts per day).
20 Most recent posts:
The ca_ticks file has T, and Q,CA messages from the live feed for the symbol CA between 10:00 and about 10:10.
My example is for the symbol CA, from [10:00:00 to 10:01:00) this morning.
When running live, I found 1142 Q,CA messages. When using the historical data, HTT, I found only 272.
Over a longer time period, the 10 minutes from [10:00:00 to 10:10:00), I see 611 ticks from HTT and about 1093 Q,CA messages.
I have two files containing the data from each, if you would like me to attach them.
Why would this be happening?
Per [1]
There are at most 2 expiration year digits and at most 2 expiration date digits.
When I submit the following request to the feed:
CEO,LVLT,pc,,4,,0,,,_LVLT
I get a valid result which includes the following option symbols, which don't meet the above standard. What am I supposed to do with these?
LVLT21217O1 LVLT21217O1.5 LVLT21217O2 LVLT21217O2.5 LVLT21217O3 LVLT21217O3.5 LVLT21217O4 LVLT21217O4.5 LVLT21217O5 LVLT21217O6 LVLT11217O20 LVLT11217O22.5 LVLT11217O25 LVLT11217O30 LVLT11217O35 LVLT11217O40 LVLT11217O45 LVLT11217O50 LVLT11217O55 LVLT21217C1 LVLT21217C1.5 LVLT21217C2 LVLT21217C2.5 LVLT21217C3 LVLT21217C3.5 LVLT21217C4 LVLT21217C4.5 LVLT21217C5 LVLT21217C6 LVLT11217C20 LVLT11217C22.5 LVLT11217C25 LVLT11217C30 LVLT11217C35 LVLT11217C40 LVLT11217C45 LVLT11217C50 LVLT11217C55
Did I ask this question about a year ago, and forget the answer? If so, I apologize. Of the 100-200 symbols I subscribe to, this only seems to be happening with LVLT.
[1] - http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock
Will the NOTIFIES section of this page[1] keep me up to date with all symbol changes (I'm primarily interested in NYSE and NASDAQ equities and options on them) in time to change my code, or is there somewhere else I need to check.
[1] - http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed
Thank you for your reply.
Using RequestIDs and a hash of filehandles seems to work.
Also, strangely, it seems to fail the most with the symbol TSM.
I've spent all weekend trying to figure this out.
Attached is my code and the symbols I am looping over.
The symbols are not looped over in any particular order.
That if fails on the 39th or 40th try seems pretty consistent.
Each time the roughly 39th request returns no data, not even !E,NO_DATA
Sadly, my code can't seem to handle the return of absolutely nothing very well.
I tried using the symbol lookup for DJ and ZD, and I searched through all five pages of the recent Index symbols update, but I can't find any it.
Thanks in advance, Josh
Thank you for the quick fix.
With the sizes, I saw "C-" before the valid value, not just "C".
I won't be able to upgrade until the weekend, it can wait until after I do that.
My code has been pretty stable, though.
I didn't see it today.
I meant to include examples so that you could see that the C. and C- appear on either the bid or ask.
Q,T1122M29,1.07,C.94,0.98,C-2400,12,23,11, Q,T1122M29,1.07,0.97,C.99,46,C-1200,11,23,
I am currently only seeing this behavior only for options on T and XRX. I subscribe to options on about 50 symbols.
It began November 2nd and has continued since.
These are my selected update fields:
Last,Bid,Ask,Bid Size,Ask Size,Bid Market Center,Ask Market Center
And here are a couple examples of the unusual ticks, out of 52 total unusual ticks, from the last few days:
Q,T1122A30,0.37,C.38,0.40,C-3600,9,23,5, Q,XRX1122A12.5,0.39,0.38,C.41,394,C-1000,9,23,
In the same time frame I have received no F messages, and 1 P message, with the bad data:
P,T1122M27,C,0.42,-0.06,-0.125,50,50,0.42,0.42,C.40,0.41,C-5300,475,,,0.,09:55:43t,11684,0.42,0.48,0.41,27.000,,,n,,,,,11/02/2010,,0.42,01/22/2011,,,-0.06,0.,,,,,0.,0,,,12,2,81,116,NYSEALT-BSE-CBOE-ISE-PSE-NMS-PHLX,,,,,1,,,,14099631,,,16,23,16,09:55:43,5-6-9-11-13-16-17-23,
Please advise.
I run IQFeed under WINE on a headless server. One extra step I had to do was install Xvfb, the X virtual frame buffer. I also kick off the script with a DISPLAY=:1 (based on how I configured Xvfb).
I'm successfully getting historical tick data for many symbols, but not VVUS.
This is the command I'm sending...
HTT,S,20100715 093000,20100715 160000
and this is all I'm getting.
E,!NO_DATA!,
We are getting pretty near the last day that this historical tick data will be available.
Today I received this tick:
Q,PAYX,26.4100,26.4000,26.4300,100,300,25,10,
after subscribing to PAYX and sending:
S,SELECT UPDATE FIELDS,Last,Bid,Ask,Bid Size,Ask Size,Bid Market Center,Ask Market Center
and
wPAYX
But the output of SLM from this morning doesn't include a market 25.
18,BATS,Better Alternative Trading System, 20,PBOT,Philadelphia Board Of Trade, 27,DTN,DTN, 30,CBOT,Chicago Board Of Trade, 31,DJ,Dow Jones (CBOT),
What do you think happened?
Today I made a number of requests like HTD,S,2\r\n and I got the results back quickly and in good order but it appears that, for both C and E trade types, the bid and ask sizes are always 0.
Is this to be expected for HTD?
It is true for the roughly 75 symbols I tried.
Here's how it can be done in Perl.
#!/usr/bin/perl
use POE qw(Component::Client::TCPMulti);
system("/path/to/IQFeed/iqconnect.exe -product DEMO -version 1.1 &"); sleep 15;
my ($level1,$feed);
POE::Component::Client::TCPMulti->new( InputEvent => sub { print "From server: $_[ARG0]\n"; }, SuccessEvent => sub { if ($_[ARG2] == 5009) { $level1 = $_[ARG4]; $_[KERNEL]->yield(send => $level1, "wGOOG\r\n"); } elsif ($_[ARG2] == 9100) { $feed = $_[ARG4]; $_[KERNEL]->yield(send => $feed, "HTD,MO1018U19,3\r\n"); } }, inline_states => { _start => sub { $_[KERNEL]->yield(connect => '127.0.0.1', $_) for (5009, 9100); }, } );
I have a new, confusing CEO response, also for C. They look like July 2010 puts.
C1002S1,C1002S2,C1002S3,C1002S4,C1002S5,C1002S6,C1002S7,C1002S8
I'm also getting back the expected July 2010 puts.
C1017S1,C1017S2,C1017S3,C1017S4,C1017S5,C1017S6,C1017S7,C1017S8
I checked CBOE[1] and I don't see these options.
[1] - http://delayedquotes.cboe.com/options/options_chain.html?ASSET_CLASS=STO&ID_OSI=87196&ID_NOTATION=258242
I send
CEO,S,pc,,4,,0,,,_S\r\n
and I get back
_S,S1017G1,S1017G2,S1017G3,S1017G4,S1017G5,S1017G6,S1017G7,S1017G8,S1017G9, S1019F1,S1019F2,S1019F3,S1019F3.5,S1019F4,S1019F5,S1019F6,S1019F7,S1019F8, S1019F9,S1020K1,S1020K1.5,S1020K2,S1020K2.5,S1020K3,S1020K3.5,S1020K4,S1020K5, S1020K6,S1020K7,S1020K8,S1020K9,S1021H1,S1021H1.5,S1021H2,S1021H2.5,S1021H3, S1021H3.5,S1021H4,S1021H5,S1021H6,S1021H7,S1021H8,S1021H9,S11019F2.5,S11019F5, S11019F7.5,:,S1017S1,S1017S2,S1017S3,S1017S4,S1017S5,S1017S6,S1017S7,S1017S8, S1017S9,S1019R1,S1019R2,S1019R3,S1019R3.5,S1019R4,S1019R5,S1019R6,S1019R7, S1019R8,S1019R9,S1020W1,S1020W1.5,S1020W2,S1020W2.5,S1020W3,S1020W3.5, S1020W4,S1020W5,S1020W6,S1020W7,S1020W8,S1020W9,S1021T1,S1021T1.5,S1021T2, S1021T2.5,S1021T3,S1021T3.5,S1021T4,S1021T5,S1021T6,S1021T7,S1021T8,S1021T9, S11019R2.5,S11019R5,S11019R7.5,
A few of these options have an unexpected name, all contain one more digit than I know what to make of:
S11019F2.5 S11019F5 S11019F7.5 S11019R2.5 S11019R5 S11019R7.5
These are all June 2011 series options, but they are supposed to expire on the 18th, not the 19th, and what is that 0 doing there?
I'm also seeing this "extra digit" in option chains on PBCT, WFC, XRX, and MRK.
-edit to remove extremely long line- Edited by DTN_Steve_S on Apr 5, 2013 at 12:44 PM
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