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Viewing User Profile for: loadtheboat
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Joined: Jul 21, 2020 11:42 PM
Last Post: Jul 24, 2020 11:32 AM
Last Visit: Jul 24, 2020 01:16 PM
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Location: Irvine, CA
Occupation: Capital Markets
Interests: Automated trading, machine learning, statistics
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loadtheboat has contributed to 2 posts out of 21191 total posts (0.01%) in 1,382 days (0.00 posts per day).

20 Most recent posts:
IQFeed API Questions » New User: VB Market Summary Socket Jul 24, 2020 11:32 AM (Total replies: 1)

Reposting response from Support to help other noobies:

The EDS command uses the exchange group ID, not the exchange ID. If I send the command SLM to the API, you can see the distinction:

SLM
1,NGM,Nasdaq Global Market,5,NASDAQ,
2,NCM,National Capital Market,5,NASDAQ,
3,OTC,Nasdaq other OTC,5,NASDAQ,
4,OTCBB,Nasdaq OTC Bulletin Board,5,NASDAQ,
5,NASDAQ,Nasdaq,5,NASDAQ,

NGM is exchange ID #1, but it belongs to exchange group #5 (it is part of NASDAQ). EDS accepts the latter. There is no group #1, which is why your EDS,1,1 returns "no file available."

EDS doesn't use the exhange ID (the first number), it uses the group ID (second from the last). NGM belongs to exchange group ID #5, NASDAQ. So if you want that exchange, you would send EDS,1,5,20200724. Please note this will include all the NASDAQ exchanges, not just NGM.

EDS files are compiled promptly after market close. I don't have an exact schedule of how long it takes, but a few minutes should be enough to wait.

Let me know if this does not answer your questions!

Sincerely,
Gary Stephen
DTN IQFeed API Support

IQFeed API Questions » New User: VB Market Summary Socket Jul 21, 2020 11:49 PM (Total replies: 1)

Hi, I'm a new IQ Feed API user.

I just built the API in VB, and started up the Market Summary Socket. When I tried to Request End of Day, I get a response of "No file available".

I am using: Request: EDS,1,1,20200720,1.

Any idea what is wrong?

Also, is there a timeline of when the market summaries are available each day (except 5MS of course)?

Thanks!


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