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Viewing User Profile for: DTN_Gary_Stephen
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DTN_Gary_Stephen has contributed to 400 posts out of 21224 total posts (1.88%) in 1,811 days (0.22 posts per day).

20 Most recent posts:
IQFeed API Questions » option naming Jun 11, 2024 09:21 AM (Total replies: 2)

In IQFeed, symbols are unique throughout the entire universe. If two different exchanges use the same symbol to represent different things, then DTN distinguishes them somehow. For example, L. indicates an equity on the London Stock Exchange, as opposed to a NASDAQ or NYSE symbol. This is why symbols can vary from what the exchange uses.

But option symbols are long, character-heavy, and a required to follow a pattern. So there's rarely any need to deviate from what the exchange assigns, except for the base part of the symbol that tells you what commodity it's for.

For example: what CME group calls NQM4 https://www.cmegroup.com/markets/equities/nasdaq/e-mini-nasdaq-100.quotes.options.html#optionProductId=148&expiration=2024-5-NQM4-52024 we call @NQBM24. E-mini NASDAQ 100 monthly options will follow this pattern of root symbol + month code + two-digit year.

If you want a complete list of all (current) CME option symbols, you can send the command FDS,9,34,20240610 to port 9100. This will return a list of records like:

LM,L0CM24C10000-,"LIVE CATTLE CSO 3RD JUNE 2024 CALL -10000",,,,,,,,,,,3,13,,,,110,,"@LEM24",,,,,,,,,,,,,,,,,,,,,20240607,,,,,,

From which you can see the symbol, the long name, and the root symbol @LEM24.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Wrong tick size on FTSE China A50 Index Futures Jun 10, 2024 04:43 PM (Total replies: 2)

I will investigate this. If the minimum tick size is incorrect, we can correct it to what the exchange uses.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » quote stream Jun 10, 2024 04:41 PM (Total replies: 4)

Do you mean like SPX or VIX? Those are considered indexes, not stocks. You would need to add the CBOE Indexes product.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » quote stream Jun 7, 2024 03:24 PM (Total replies: 4)

IQFeed offers both Level 1 and Level 2 data. Level 1 data includes the Bid and Ask price for each tick, which is NBBO and also tells you which market maker provided the bid/ask prices. Level 2 data will send you a record for every bid/ask offer, and you can keep your own book if you want to.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Bitcoin Index May 29, 2024 02:18 PM (Total replies: 1)

These are both CME symbols, so you would need realtime CME, as described at https://www.iqfeed.net/index.cfm?displayaction=data§ion=fees

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Spinoff Adjustments May 20, 2024 03:58 PM (Total replies: 7)

The changes are now completed.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Can I use IQFeed equity options data in Sierra Charts? May 10, 2024 11:44 AM (Total replies: 3)

ACSIL charts is a feature of Sierra Charts, so that question would be better answered by Sierra Charts support.

From our perspective: once the IQFeed data is flowing to Sierra Charts as per https://iqhelp.dtn.com/wp-content/uploads/sites/6/2020/09/SierraChart-IQ_51619.pdf (which you said it already was), then there's no reason IQFeed data *couldn't* support this feature of Sierra Charts, provided it has all the data points the feature needs. Again, Sierra Charts would have to confirm that, because we don't know exactly what data points it uses.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


New IQFeed Forum » Subscription Website Link is Broken Apr 30, 2024 02:53 PM (Total replies: 2)

Depending on what exchange you're trying to add, it may need to be done manually for the time being anyway. We are aware of technical issues with the new payment portal.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Spinoff Adjustments Apr 30, 2024 12:40 PM (Total replies: 7)

This is still being researched by our data team. There was a lot of data so it will take some time to fully investigate. I will post here when there is an update.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Spinoff Adjustments Apr 15, 2024 10:29 AM (Total replies: 7)

I have sent your findings to our data team for review. I should have let you know this sooner, I apologize for that.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Dividend data Mar 27, 2024 09:29 AM (Total replies: 3)

The FDS report contains:

Symbol,Description,PeRatio,AvgVolume,DivYield,DivAmount,DivRate,PayDate,ExDivDate

These are also part of the Fundamental Message, and can be viewed in the SnapQuote client app.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


New IQFeed Forum » FLT Symbol Change to CPY is wrong Mar 27, 2024 09:21 AM (Total replies: 3)

The data will be moved to CPAY. Thank you for telling us about this.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


New IQFeed Forum » FLT Symbol Change to CPY is wrong Mar 27, 2024 08:09 AM (Total replies: 3)

We will investigate and I will post a follow-up here.

ADDED: According to https://investor.corpay.com/ the symbol is CPAY, not CPY. It looks like it's currently in IQFeed as both symbols; CPAY is the correct symbol but doesn't include the history from when it was FLT. I have asked that we merge/correct them into CPAY.




Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Mar 27, 2024 at 08:12 AM
Edited by DTN_Gary_Stephen on Mar 27, 2024 at 08:24 AM

New IQFeed Forum » Connectivity Options To Communicate With IQLink.exe Mar 27, 2024 08:08 AM (Total replies: 1)

Your only options are the IQFeed API product, DDE, and the "save to CSV" features of the IQFeed client applications.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » What is the "IQConnect:product_id"? Mar 6, 2024 01:14 PM (Total replies: 1)

The product ID is the IQFeed API ID. If you have purchased the IQFeed API product, you were given this at that time. It has a format like YOUR_NAME_12345.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Resources » Market Summary Reports Mar 1, 2024 08:57 AM (Total replies: 0)

These are the fields each Market Summary Report returns:

5MS or EDS:

Symbol,Exchange,Type,Last,TradeSize,TradedMarket,TradeDate,TradeTime,Open,High,Low,Close,Bid,BidMarket,
BidSize,Ask,AskMarket,AskSize,Volume,PDayVolume,UpVolume,DownVolume,NeutralVolume,TradeCount,
UpTrades,DownTrades,NeutralTrades,VWAP,MutualDiv,SevenDayYield,OpenInterest,Settlement,SettlementDate,
ExpirationDate,Strike

FDS:
Symbol,Description,PeRatio,AvgVolume,DivYield,DivAmount,DivRate,PayDate,ExDivDate,CurrentEps,EstEps,
SIC,Precision,Display,GrowthPercent,FiscalYearEnd,Volatility,ListedMarket,MaturityDate,OptionRoots,CouponRate,
InstitutionalPercent,YearEndClose,Beta,LEAPs,WRAPs,Assets,Liabilities,BalanceSheetDate,LongTermDebt,
CommonSharesOutstanding,MarketCap,52WeekHigh,52WeekHighDate,52WeekLow,52WeekLowDate,
CalHigh,CalHighDate,CalLow,CalLowDate,Expiration,LastSplit,LastSplitDate,PrevSplit,PrevSplitDate,NAICS,
ShortInterest



Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Mar 1, 2024 at 09:30 AM

New IQFeed Forum » iqconnect Out of Memory Feb 23, 2024 04:29 PM (Total replies: 5)

It is always advisable to keep the number of connection to a minimum, and keep them open rather than frequently closing/reopening. IQFeed will allow you to collect to make multiple connections to the same socket from the same machine, and this has its uses. (Making 2/4 connections, and dividing the workload among them, can help overall speed in handling a large number of symbols.) But having a very large number of connections, or frequently disconnecting and reconnecting, are counterproductive and may contribute to this kind of situation happening.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed API Questions » Wrong date format in L2 update message Feb 21, 2024 09:43 AM (Total replies: 3)

Are you running the latest version of the IQFeed client software? As far as we know, this kind of behavior should no longer be happening in the current version (6.2.0.25). You can get it from https://www.iqfeed.net/dev/api.cfm.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed API Questions » Wrong date format in L2 update message Feb 19, 2024 12:18 PM (Total replies: 3)

This looks like an error. The date should be a complete date. I'll escalate it to the dev team.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Yes, the update notes will include a detailed explanation of what was improved.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



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