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Viewing User Profile for: DTN_Gary_Stephen
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Joined: Jul 3, 2019 11:09 AM
Last Post: Feb 19, 2024 12:18 PM
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DTN_Gary_Stephen has contributed to 391 posts out of 21154 total posts (1.85%) in 1,695 days (0.23 posts per day).

20 Most recent posts:
IQFeed API Questions » Wrong date format in L2 update message Feb 19, 2024 12:18 PM (Total replies: 2)

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


Data Questions » ABNB Intraday for 2023-02-14 Offset by 1 Hour Feb 12, 2024 11:27 AM (Total replies: 4)

OK, thanks for checking on it. I'm not sure what happened but sometimes these little errors get corrected on their own.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » ABNB Intraday for 2023-02-14 Offset by 1 Hour Feb 12, 2024 10:41 AM (Total replies: 4)

We're not currently seeing any inconsistency between 1-, 5-, 15-, and 30-minute bars for ABNB. Is there anything more you can tell me about the problem?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed API Questions » EDS request always return E,50007 error? Feb 12, 2024 08:45 AM (Total replies: 1)

Do you have the "Globex Combo" subscription? If so, that doesn't include NYMEX.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » SPX Options Quotes missing in PM Feb 12, 2024 08:43 AM (Total replies: 6)

Do you know which specific SPX option symbol(s) it was?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



I've never heard of "c" not appearing, except maybe for commodities that have a Settle price but technically no Close price. In that case it would be "s" not "c". What symbol are you trying to view?

The "closing prints" trade condition seems to be what you're looking for according to various online resources, but going to the trouble of monitoring Trade Conditions shouldn't be necessary.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



I apologize for missing your message - my notifications were set up wrong, so I didn't know your message was waiting. In a word, yes, it's just WPL,symbol,2. We're also addressing an issue that will improve the working of price levels in general.

ADDED: I should clarify that options may not have price levels available, just order levels. See https://www.iqfeed.net/dev/upgrade.cfm?protocol=2 for a breakdown.



Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Feb 13, 2024 at 10:29 AM

Data Questions » ABNB Intraday for 2023-02-14 Offset by 1 Hour Feb 9, 2024 08:49 AM (Total replies: 4)

We will investigate.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


New IQFeed Forum » QQQ Options Symbols Strike Issue Dec 28, 2023 01:09 PM (Total replies: 3)

The strange option strike prices are correct. There was a special cash dividend on 12/27 which resulted in strikes being adjusted. See https://infomemo.theocc.com/infomemos?number=53848

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


New IQFeed Forum » QQQ Options Symbols Strike Issue Dec 28, 2023 10:18 AM (Total replies: 3)

We will investigate.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



None I can recall. Your iqconnect.txt log is the best place to look for any evidence of an issue.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » HUT symbol - split Dec 14, 2023 08:07 AM (Total replies: 1)

This has since been corrected.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Out-of-order trades during history fetch Oct 12, 2023 08:10 AM (Total replies: 8)

The corrections should be complete as now. Let me know if you still see any out-of-order ticks for October 4.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Out-of-order trades during history fetch Oct 11, 2023 04:48 PM (Total replies: 8)

We are correcting the order of the tick data. This process is still ongoing. When it is complete, historical data requests for October 4 will be in the correct order.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


New IQFeed Forum » S&P500 Put/Call ratio Oct 11, 2023 10:42 AM (Total replies: 1)

VROT.Z OPTION VOLUME RATIO is as specific as that statistic gets - it doesn't break down to the S&P 500 level.

JV6T.Z is the net for the S&P 500 (Puts minus Calls) which is probably the closest statistic we have at that level of detail.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » daily SPX.XO close data for Jun9,2023 bad. Oct 11, 2023 09:25 AM (Total replies: 1)

I think this has since been corrected; I'm showing a close of 4298.86 for SPX.XO on June 9, 2023.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Out-of-order trades during history fetch Oct 11, 2023 08:03 AM (Total replies: 8)

Not as of yesterdaty afternoon, I'll check again today.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data Questions » Out-of-order trades during history fetch Oct 6, 2023 01:52 PM (Total replies: 8)

We're already aware of this issue and are working on a correction. I'll post an update here when I have news.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Miscellaneous Messages » Sequential Level1 and Level2 updates. Sep 25, 2023 04:55 PM (Total replies: 19)

Our dev team has discussed this and determined neither of these approaches are feasible currently. We understand the importance of needing to be able to synchronize this data easier for market analysis, and will continue to re-evaluate potential solutions to the issue in the future.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



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