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bards has contributed to 32 posts out of 21251 total posts
(0.15%) in 4,939 days (0.01 posts per day).
20 Most recent posts:
Thanks Gary for inspecting the log file, and determining the cause of the error. I will have to rewrite the program to prevent that.
Thanks again for your response. bards
Hi,
I have a program that runs daily, and gathers Level1 Data. What is happening is that the program encounters errors and then shuts down prematurely.
(I turned on Logging to see what is going on). This is the last bit of the file:
TO CLIENT L1Error 768 1 2019-10-03 19:00:00 Encountered WSAEWOULDBLOCK while sending to client java.exe. Queuing 44646737 bytes. First 6 4 bytes of data Q,MSFT1918V137,3.10,264,2.98,19,18,15:59:07.464559,2.94,12,88,15 STATUS Information 768 1 2019-10-03 19:00:00 LEVEL1 SOCKET CLOSED - java.exe STATUS Information 768 0 2019-10-03 19:00:00 LAST CLIENT DISCONNECTED. SHUTTING DOWN IN 5 SEC. ... STATUS Information 768 0 2019-10-03 19:00:05 Ping Results: Round Trip Time: 22ms STATUS Connectivity 2288 0 2019-10-03 19:00:05 Authorizations Thread shutting down (156384765) - Context was terminated STATUS Information 768 0 2019-10-03 19:00:05 IQConnect Exit
What is going on? And how can I avoid this error?
Thanks for any help.
I second this request, ie, a native Linux IQ Feed build.
Thanks Stephen.
I posted this on Data & Content Support, and I meant to post it here instead.
Can I get the close prices of the following indices on a weekly basis using iqfeed?
1) S&P 500 2) Russell 3000 3) Russell 2000 4) Lipper multi-cap core
Also, what is the ticker for each one?
I care primarily for Lipper, as I can potentially get the others somewhere else.
Many thanks.
Hello,
Can I get the prices of the following indices on a weekly basis using iqfeed?
1) S&P 500 2) Russell 3000 3) Russell 2000 4) Lipper multi-cap core
Also, what is the ticker for each one?
Many thanks.
Thanks Tim.
So, just to double-check, it is fine to use Ask Time in my example.
This is a followup on Craig's comment about using time as follows
* If the "Message Contents" contains "C" use the last trade time. * else if the "Message Contents" contains "b" use the bid time. * else if the "Message Contents" contains "a" use the ask time.
For some options that are not highly traded, ask time has a value, but bid time has 99:99:99
I have included a snippet below of an option. This was traded 10/5/2017.
Symbol,Last,Total Volume,Ask,Ask Size,Ask Market Center,Ask Time,Bid,Bid Size,Bid Market Center,Bid Time,Message Contents,Most Recent Trade Size,Most Recent Trade Market Center,Last Time
XRX1720J35 0.11 0 0.07 58 108 10:01:01.990488 99:99:99.990488 ba 2.0 13.0 10:15:24.512977 XRX1720J35 0.11 0 0.07 70 108 10:01:01.991206 99:99:99.991206 ba 2.0 13.0 10:15:24.512977 XRX1720J35 0.11 0 0.07 83 12 10:01:10.236872 99:99:99.236872 ba 2.0 13.0 10:15:24.512977 XRX1720J35 0.11 0 0.07 96 9 10:01:11.115193 99:99:99.115193 ba 2.0 13.0 10:15:24.512977 XRX1720J35 0.11 0 0.07 96 9 10:01:39.732290 0.01 15 18 10:01:39.732290 ba 2.0 13.0 10:15:24.512977
In this scenario, should the time not be that of Ask Time?
Hello,
I have 2 questions: 1) What is the difference between "watch" (w) and "trades" t commands? Does watch "w" include all "trades" data "t"? In other words, watch "w" gives bid+ask+trades data whereas "t"gives only trades data?
2) We are tracking the exact time when trades happen. Would that be: "Most recent trade time"?
Similarly, for bid and ask changes. Would those be Bid Time and Ask Time respectively?
Thanks for any help, Diane
Hello.
Can I use iqfeed to get closing prices of the following: S&P 500 Russell 3000 Lipper Multi cap core
Thanks.
Thanks Tim for your followup.
Thanks Tim.
Are there any limitations on historic headlines? What extra benefits do we get if we purchase the premium news? Is there detailed documentation for both regular iqfeed News, and the Premium one?
We are interested in using these 2 commands: NHL (News headline) and NSY (News Story). Is the result from issuing these 2 commands a feed? If so, how dynamic is it?
I have tried using both of these commands with the sample programs that come with iqfeed (C++ News Socket Text). I noticed that after issuing NHL, the results are there for a few minutes, before they go away. I did not look at the source code, and it could be that the program keeps the headline for a while.
I also noticed that NHL command can take a date. Does that mean that we can get historical headline news? If so, how far back does it go?
Thanks for all you help.
Thanks Tim for the explanation. As a follow-up, I checked with both yahoo and google today. And google is indeed reporting on the Apple options that they did not show 2 days ago, but that iqfeed reported on (ie, Strike prices of 116, 117, 118, etc..)
Again, thanks for making it clear.
I am using CEO to get equity options for different stocks. I want all options (not mini or jumbo) expiring December 20th.
The command I send to iqfeed is this: CEO,AAPL,pc,LX,,,,,
Using the above command, I get all the options for AAPL, including mini and Jumbo. Then, I remove those that have "7" before, or "J". Finally, I only keep those that have 1420L or 1420X. I end up with many more options than google or yahoo has. Below is portion of the output after doing the above:
AAPL1420L100 AAPL1420L101 AAPL1420L102 AAPL1420L103 AAPL1420L104 AAPL1420L105 AAPL1420L106 AAPL1420L107 AAPL1420L108 AAPL1420L109 AAPL1420L110 AAPL1420L111 AAPL1420L112 AAPL1420L113 AAPL1420L114 AAPL1420L115 AAPL1420L116 AAPL1420L117 AAPL1420L118 AAPL1420L119 AAPL1420L120 AAPL1420L121 AAPL1420L122 AAPL1420L123 AAPL1420L124 AAPL1420L125 AAPL1420L126 AAPL1420L127 AAPL1420L128 AAPL1420L129 AAPL1420L130 AAPL1420L131 AAPL1420L132 AAPL1420L133 AAPL1420L134 AAPL1420L135 AAPL1420L140 AAPL1420L145 AAPL1420L150
etc,,,
Checking with google: There are no options (for Apple) expiring Dec. 20th, 2014 with strike prices of 116, 117, 118, etc.. Yahoo is also similar to google. Note that there are options on google for Apple, expiring Dec 5th, 2014, with the strike prices of 116, 117, 118, etc..
Why is there a discrepancy? Am I sending the wrong command to iqfeed?
Thanks for any input/comment.
Thanks Steve for your response.
Every third Friday of the month, I retrieve option chains for some stocks that expire the month after. For example, on Friday Sep 6th, 2014,I retrieve the option for the stock BAC that expire October 18th, and I only want 2 in the money, and 2 out the money.
I use this command:
CEO,BAC,pc,JV,,2,2,2\n
For stock BAC, I get many options, a lot of them that expire October 3rd, October 10th, October 18th, and October 24th. But I only want those that expire the third week of October, ie, October 18th. Is there a way to do that? Am I calling it wrong?
For other stocks, such ADSK, (which only has options that expire third week of the month), the above call works.
I would appreciate any help/input.
Thanks.
Thanks Tim.
I will check it out.
Thanks Tim for your response.
I get the list of market codes using this link: http://www.iqfeed.net/dev/api/docs/ListedMarkets.cfm
From what you wrote, I gather I have to query iqfeed every time to get the market. Do you have an example or link that you can point me to?
Thanks,
We are tracking various stocks and options dynamically throughout the day (Using Update messages, Q). We also track the Trade Market Center (and ask and bid). There are some such as those listed below that are not documented. Any idea what are the markets?
These are the missing market codes: 23 88 108 121
Thanks for any help.
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