|
Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!
(Move your cursor to this area to pause scrolling)
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I have been using IQFeed now for a few years in MultiCharts and I have zero complaints. Very, very rare to have any data hiccups or anything at all go wrong." - Comment from Public Forum
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
|
|
|
|
Joined: |
Oct 4, 2013 04:13 AM |
Last Post: |
May 16, 2014 10:43 AM |
Last Visit: |
Dec 11, 2014 12:55 PM |
Website: |
|
Location: |
|
Occupation: |
|
Interests: |
|
|
|
oxford has contributed to 12 posts out of 21191 total posts
(0.06%) in 3,864 days (0.00 posts per day).
20 Most recent posts:
Hi
Is there any spec about formatting, etc. for treasury quotes delivered?
Thanks, O
Hi,
Connecting thru sockets, usually multiple messages are sent (received). By currently using COM I experience that I'm always receiving only one update message. It this true that the COM event is fired for every single message?
Best, O
Hi Tim,
Can you point me to the right example? I'm trying to get the OHLC for the day only (so smaller interval). Using ReqHistoryDailyTimeframe I'm not able to receive the current day (last day = previous day).
Many thanks again.
Hi Tim,
Yes, this is the case. Can I get openning times from the feed?
Thanks.
Some background may be helpful:
Looking at IQWatchQuote I see ES opened at 1738.25, but the first tick I receive for today tradet has a last price of 1740.50.
Probably I'm misunderstanding something. Edited by oxford on Feb 4, 2014 at 08:36 AM
Hi,
What is the best way to get OHLC data for current trading day?
Thanks!
Hi,
I'm using your C++ console example and simply print (cout) the message received. Prior to this I define a dynamic field set, and its delivery format seems to work.
However, what I encounter is, that I receive EXACTLY the same tick update multiple times (whith the same time stamp). Why is this?
To reproduce this, take your sample console app and define your field set (S,SELECT UPDATE FIELDS,Last TimeMS,Last Size,TickID,Message Contents\r\n).
Thanks, Oxford
Hi Stargrazer,
Thanks for your reply.
It looks like the loop is the fast way - for now. I've to test some other search algos.
I've not highly experience with boost, so it remains to make some practical tests. Regarding casting, there are faster ways than lexical_cast, however boost::spirit can maybe make a difference.
Best, Oxforx
I used strtok in combination with a loop to find the next position of the delimiter. But as you say, it copies around and that needs time.
My goal is to find the fastest way how to convert a char[] or string into a qualified structure (struct/class object), and then calculate further. Other issues I'm awaiting to have would be string conversions into doubles, etc. It's more a test and see which design approach to take. My utlimate goal is an analysis of times and sales data.
Hi Tim,
Thanks for your reply.
I'm using the char array, and the best performance was achieved by using strtok (<cstring>), which does not satisfy. My goal is to split the char array before the next update is sent.
What do you mean by "inline processing"? Any hint or example?
Thanks again, Oxford
Hi,
I'm a new developer with IQFeed and currently playing aroundwith the provided examples.
I'm focused on working mostly with the Level1 feed and kindly ask all readers, if you can suggest me your preferred libraries you work with.
Currently I'm looking for a really fast string library (VC11) and it's just too slow . I've googled around and tried some libs, but I'm no not really happy - considering the speed of the feed updates we receive. I've left some promising string algos to test. Main concerns are splitting and conversion function.
I'm further highly curious to know of your experience with COM vs. SOCKET, with regards to speed? How much is the difference in speed?
Thanks in advance!
Hi Mvega,
Are you implementing any AMT concepts?
Best, Oxford
|
|