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Viewing User Profile for: Thelos
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Joined: Jul 12, 2019 07:34 AM
Last Post: Feb 25, 2022 05:03 AM
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Post Statistics
Thelos has contributed to 19 posts out of 21159 total posts (0.09%) in 1,689 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » how to get Bid Date ? Feb 25, 2022 05:03 AM (Total replies: 2)

an answer please. it's quite urgent.

Thank you

Tarek

IQFeed Developer Support » how to get Bid Date ? Feb 16, 2022 08:32 AM (Total replies: 2)

Hello,

We are on 15/02. Say we get these data from an Update Message

symbol: EMAH23
Last Date : 2022/02/14 17:11
Last Price : 235
Bid Time : 07:43:23
Bid : 230.25

My question is what is the bid date ? shoud we assume that it's always today's date ?

thank you

Tarek

IQFeed API Questions » 50007,No file available. why ? Aug 3, 2021 07:40 PM (Total replies: 11)

Hello Gary,

5MS still display a strike equal to 0.0012 for PMH22C12000 which is not good.

I haven't checked all the options in all the markets...other errors are possible.

Tarek

IQFeed API Questions » 50007,No file available. why ? Jul 28, 2021 01:27 PM (Total replies: 11)

Hello Gary,

The 5MS report show a wrong srikes as in

5,PGG23P41000,71,9,,,71,,999999,,,,11.34,,,,,,,0,0,0,0,0,0,0,0,0,,,,0,8.87,20210728,20230113,0.00410

We need a reliable way to get the strikes because prices without strikes are useless.

Tarek

IQFeed API Questions » 50007,No file available. why ? Jun 16, 2021 02:51 AM (Total replies: 11)

Given the delay, we are going to assume that this bug will not be fixed. We will adapt our software accordingly.

regards

Tarek

IQFeed API Questions » 50007,No file available. why ? Jun 14, 2021 04:31 PM (Total replies: 11)

Hi Gary,

this request FDS,9,30,20210614,55 return several lines among them those that begin with @CH22. I think a 0 is missing for all of those. for exemple, @CH22C1900 should have been @CH22C19000. since the strike of that option is 190.
I have not checked the other options (SOYBEANS, WHEAT, etc.)

Tarek

IQFeed API Questions » 50007,No file available. why ? Jun 11, 2021 02:21 AM (Total replies: 11)

Hi Gary,

I still waiting for your response regarding the Foptions strikes. This is an important problem for us that prevents us from using the feed.

We need to know the option strikes. For now we deduce them from the symbol as explained here http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&guide=commod&type=cme
but it seems to me that the symbols (obtained from FDS,9,30,20210605,55) are missing a 0 at the end.


Do we have another way to get the strike of each option ?

Tarek

IQFeed API Questions » 50007,No file available. why ? Jun 8, 2021 07:30 PM (Total replies: 11)

Hi Gary,

I also noticed that the FOptions strikes maybe wrong.
For corn options (symbol @C on cbot), the request FDS,9,30,20210605,55 return a range of FOptions from @CZ21P1900 to @CZ21P14000 which means if I am not mistaken a strike from 19 to 140. But according to cme website The strikes of corn Foption is between 180 and 1090.

Tarek

IQFeed API Questions » 50007,No file available. why ? Jun 8, 2021 04:24 PM (Total replies: 11)

Hi Gary,

I am not aware of yesterday's option Chains issues.
Upon closer inspection I noticed that even the working request (2021/06/05) has a lot of missing lines. maybe the issue you're talking about.

Tarek

IQFeed API Questions » 50007,No file available. why ? Jun 8, 2021 01:18 AM (Total replies: 11)

Hi,
why the command FDS,8,30,20210608,55 is returning No file available ?

The last working date is 20210605 .

Thelos

Tarek

Data and Content Support » Euronext data wrong Oct 7, 2019 04:37 AM (Total replies: 2)

Right now, the real time data from euronext is wrong.
All the last prices are 0. for exemple, PMZ19

please, can you fix it as soon as possible ?

Thank you
Edited by Thelos on Oct 7, 2019 at 04:48 AM

IQFeed Developer Support » FDS request bug Sep 24, 2019 02:34 AM (Total replies: 10)

Hi Garyn
now the messages ends with
2,!ENDMSG!, --> note the comma at the end

Tarek

IQFeed Developer Support » FDS request bug Sep 2, 2019 09:28 AM (Total replies: 10)

Hi,

here are more details about my last message.

From my C# program the following command line is executed :

var iqparams= $"-product {productId} -version {productVersion} -login {login} -password {password} -autoconnect";
Process.Start("IQConnect.exe", iqparams);

With iqfeed 6.1.0.18 : IqFeed Start and when my program close Iqfeed close which is very fine.
With iqfeed 6.1.0.19 : Iqfeed Start and close few seconds later with no reason. which make the 6.1.0.19 not usable at all.

Tarek

IQFeed Developer Support » FDS request bug Aug 29, 2019 05:18 PM (Total replies: 10)

Cannot test. the version 6.1.0.19 closes few seconds after startup (I would say between 2 and 10 seconds)..

Tarek

IQFeed Developer Support » where is the close price date ? Aug 20, 2019 08:43 PM (Total replies: 2)

Hello Gary,

I am working on a position keeping software. it allows user to add to his position any security from any market.
for each security in position I want to feed the software with the following informations (among ohters):
Close,settle (if applicable),date.
for exemple,
for CAQ19 :

date | close | Settle
2019-8-20 | 150.2 | 150.2
2019-8-21 | 154.2 | 154.1
2019-8-22 | 155.1 | 154.9
......

the date is the market local date. I mean if the market close the 2019-8-20 at 19:00:00 even if my local date at the same moment is 2019-8-19 or 2019-8-21 this must not have an impact.

these data are stored and used to valuate the position (p&l,greeks...) and to compute the Value at Risk.

there is no need for me to listen to the feed for tick by tick data. So I made a batch that takes a snapshot (subscribe/unsubscribe) nearly each hour; for each security I get the UpdateMessage, now I want to store the close and the date in my table (in case of new close).

exemple, I get this :
close= 150.2
Last Date= 2019-8-20
Last Time= 17:40:02

how to know if the close belong to 2019-8-20 or 2019-8-19 or even 2019-8-21 (in case there was no trades for 1 or 2 days) ?


Tarek
Edited by Thelos on Aug 20, 2019 at 08:49 PM

IQFeed Developer Support » where is the close price date ? Aug 20, 2019 01:33 AM (Total replies: 2)

Hi,

In the Update Message, what is the date of the close value (Close field) ?
For the settle there is a "Settlement Date" field but not for the Close.
Is there any logic I can apply to find the close date ?

Tarek

IQFeed Developer Support » FDS request bug Aug 19, 2019 10:14 AM (Total replies: 10)

I am using the version 6.1.0.18

Tarek

IQFeed Developer Support » FDS request bug Aug 19, 2019 09:53 AM (Total replies: 10)

Hello Gary,

I still can reproduce the bug every time.

When entering only FDS,8,71,20190817,4 it's working but if I enter the 3 requests after connecting as I mentioned then I get the wrong result !

Tarek

IQFeed Developer Support » FDS request bug Aug 19, 2019 02:46 AM (Total replies: 10)

Hello,

I use the 6.1 protocol and run the 3 folowing queries (one after the other):
FDS,8,30,20190817,2
FDS,9,30,20190817,3
FDS,8,71,20190817,4


the answer to the 2nd querie ends with :

......
3,@YMZ19P31600,"E-MINI DOW JONES $5 DECEMBER 2019 PUT 31600",,,,,,,,,,,2,12,,,0.18,42,,,,,,,,,,,,,,,,,,,,,,,20191220,,,,,,
3,@YMZ19P31700,"E-MINI DOW JONES $5 DECEMBER 2019 PUT 31700",,,,,,,,,,,2,12,,,0.18,42,,,,,,,,,,,,,,,,,,,,,,,20191220,,,,,,
3,@YMZ19P31800,"E-MINI DOW JONES $5 DECEMBER 2019 PUT 31800",,,,,,,,,,,2,12,,,0.19,42,,,,,,,,,,,,,,,,,,,,,,,20191220,,,,,,
3,!ENDMSG!


the answer to the 3rd querie starts with :
4,@YMZ19P31900,"E-MINI DOW JONES $5 DECEMBER 2019 PUT 31900",,,,,,,,,,,2,12,,,0.19,42,,,,,,,,,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
4,CA#,"CORN NOVEMBER 2019",,,,,,,,,,,2,12,,,10.07,71,,,,,,,,,,,,,,,185,20180803,165.25,20190513,,,,,20191105,,,,,,
4,CAF20,"CORN JANUARY 2020",,,,,,,,,,,2,12,,,10.04,71,,,,,,,,,,,,,,,182.25,20190724,167.75,20190513,,,,,20200106,,,,,,
4,CAF21,"CORN JANUARY 2021",,,,,,,,,,,2,12,,,35.55,71,,,,,,,,,,,,,,,,,,,,,,,20210105,,,,,,
4,CAH20,"CORN MARCH 2020",,,,,,,,,,,2,12,,,9.55,71,,,,,,,,,,,,,,,184.25,20190724,169,20190513,,,,,20200305,,,,,,
.......


problems :
- the header line of the 3rd request is wrong.
- it seems that some lines of the 2nd request are missing

It seems that this bug occurs if I do this just after the connection.

Tarek


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