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jcrivello has contributed to 12 posts out of 21191 total posts
(0.06%) in 4,623 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Expired Equity/Index Options Sep 27, 2011 02:11 PM
(Total replies: 8)
Any thoughts on this? I'd love to be able to access this data. -Joe
IQFeed Developer Support »
Multiple sockets and history data look ups.. Sep 27, 2011 02:10 PM
(Total replies: 3)
So there are rate limits? Can you share what they are? At the time, my machine was very lightly loaded and shouldn't have been receiving any out of resource errors. I actually also checked to see if there were an excessive number of sockets stuck open at the time (potentially causing a available port starvation problem), but didn't find anything out of the ordinary. BTW -- I have tested up to 50 simultaneous history requests and found a nearly linear improvement in performance up to that level. I have not tested more sockets, so I am not sure how far that can be taken. However, at that level, CPU, memory and bandwidth utilization on my machine was low. I should note that I was making relatively small historical data requests (<100 data points), which could be a factor. -Joe
IQFeed Developer Support »
Multiple sockets and history data look ups.. Sep 26, 2011 04:50 PM
(Total replies: 3)
I noticed that if I submit, say, five history data look up requests in rapid succession on the same socket, IQConnect will execute them one at a time in a serialized fashion. Even if I send all five requests together, IQConnect will not start processing all of them at the same time. I can tell this because the responses come back like this: (Long Pause) Response 1 (Long Pause) Response 2 (Long Pause) Response 3 (Long Pause) Response 4 (Long Pause) Response 5, as opposed to: (Long Pause) Response 1 Response 2 Response 3 Response 4 Response 5, as you would expect if all the requests were submitted at approximately the same time. But, I did notice that if I submit the five requests each on their own connection to the IQConnect history service, they will all complete at approximately the same time (indicating that they are submitted in parallel, as I hoped). Given that IQFeed has been designed to handle multiple connections and application instances on a single machine in this way (ref: http://forums.dtn.com/index.cfm?page=topic&topicID=3156), I updated my application to use a number of sockets to submit history data requests, rather than just one. This was working fine for a while this afternoon, until I started getting the following error: 'Could not connect to History socket.' Am I exceeding some connection rate limit behind the scenes? While I was debugging my application, I may have caused a lot of connections to be created and torn down (more than would be typical in normal use). This was happening because I would start 10-50 connections every time the application starts up, and while debugging I frequently need to restart the application. I can work on implementing some local rate limiting to prevent tripping whatever the limit is, but I'm not sure where the "goal posts" are. -Joe
IQFeed Developer Support »
Trouble With Historical Options Tick Lookup API Calls Sep 23, 2011 03:10 PM
(Total replies: 3)
Ah.. I see. Can I assume there hasn't been any activity in 120 days if I get back an "Invalid symbol." error from the historical tick lookup APIs? On the 8 calendar day restriction.. I assume you guys do this to reduce load on your servers during market hours? -Joe
IQFeed Developer Support »
Trouble With Historical Options Tick Lookup API Calls Sep 23, 2011 01:23 PM
(Total replies: 3)
To add some additional information... it appears that I can't look up any options tick data from prior to early September for any symbol. -Joe
IQFeed Developer Support »
Trouble With Historical Options Tick Lookup API Calls Sep 23, 2011 01:12 PM
(Total replies: 3)
Hello, I am having trouble with historical options tick look up calls today (via the TCP API). Example 1: I get an "Invalid symbol." error for AXP $40 11/19/11 Calls, which definitely exist and in fact are returned from the options chain symbol lookup API call: HTT,AXP1119K40,,20110901 000000,1,,,0,R!FwI=, R!FwI=,E,Invalid symbol., R!FwI=,!ENDMSG!, Example 2: I get a "!NO_DATA!" error for AXP $45 10/22/11 Calls, which I know for a fact have quite a bit of tick data going back for months: HTT,AXP1122J45,,20110901 000000,1,,,0,R!Sg==, R!Sg==,E,!NO_DATA!, R!Sg==,!ENDMSG!, I am encountering these sorts of errors with a number of different symbols. I can provide a much longer list of issues if needed. -Joe
IQFeed Developer Support »
Expired Equity/Index Options Sep 22, 2011 11:40 AM
(Total replies: 8)
Do you have any suggestions on how I might lookup or generate a list of expired option contracts for an underlying then? I also tried using the SBF/Symbols By Filter command to lookup the symbols, but it looks like that API (also) only returns non-expired contracts. I could take a guess at the expiration date based on the OCC options expiration calendar, but then I would have to permute through ALL the likely strike prices to find the valid symbols. This isn't a great option because it would be slow, and I imagine your operations staff wouldn't appreciate my executing a bruteforce search for symbols in this manner. Sounds like Telvent stores a ton of useful expired minute/daily data and even recently expired tick data, but it is looking almost impossible to access it without being able to look up the symbols first!
IQFeed Developer Support »
Expired Equity/Index Options Sep 21, 2011 09:47 AM
(Total replies: 8)
Is there any plan to expand the option chain lookup API to support this in the future? I can probably guess at what the symbols "should" be, but it will be a fairly hackish approach. -Joe
IQFeed Developer Support »
Expired Equity/Index Options Sep 20, 2011 02:56 PM
(Total replies: 8)
Is it possible to look up expired equity/index option symbols? Also, is it possible to request historical data for expired equity/index option symbols? Thanks! -Joe
IQFeed Developer Support »
IQFeed Options Symbology Sep 19, 2011 02:02 PM
(Total replies: 2)
Oh.. of course. Thanks! -Joe
IQFeed Developer Support »
IQFeed Options Symbology Sep 19, 2011 01:59 PM
(Total replies: 2)
Most of the IQFeed options symbol format from the option chain lookup API is self-explanatory, but there is one piece that I can't figure out. Here are some option chain symbols for MSFT: MSFT1221A15 (January lookup, is a call) MSFT1119K18 (November lookup, is a call) MSFT1221M21 (January lookup, is a put) MSFT1119W21 (November lookup, is a put) What is the third to last character in the symbols? In these symbols alone, I see four values (A, K, M, W). I also saw reference to 'G' while searching the forums. Is there a definitive list of these along with an explanation? -Joe
IQFeed Developer Support »
Price Format Code Duplicate? Sep 7, 2011 02:56 PM
(Total replies: 1)
Hello all, I have a very simple question... in reviewing the price format codes I found what appears to be a duplicate. Both codes 4 and 9 are listed as mapping to "halves of 1/32's". Is this correct or was this some sort of copy paste error? Here's a link to the page I am referring to: http://www.iqfeed.net/dev/api/docs/PriceFormatCodes.cfm Thanks! |
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