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zyzhu2000 has contributed to 23 posts out of 21196 total posts (0.11%) in 6,989 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Most reliable way to check corrupted records Apr 12, 2005 12:05 PM (Total replies: 1)

Hi,

Can anyone recommend a 'most reliable way' to check for corrupted records?

Also, a suggestion: Is it possible to put a checksum in the record in the new version?

G

IQFeed Developer Support » Filtering Apr 8, 2005 02:12 AM (Total replies: 4)

It only makes sense to look for "bad tick opportunity" on tiny target markets like I am trying to do. On a bigger market if you are different from everyone else due to "bad tick opportunity," chances are you are wrong.

I am testing my own adaptive filters. That is another very important reason IQ feed should not try to filter out bad ticks for me.

IQFeed Developer Support » Filtering Apr 7, 2005 09:18 AM (Total replies: 4)

Sometimes you want to know why a derivative market price respond oddly and some of these can be explained by bad ticks. So you want to filter them out but also want to know when there is a bad tick. Maybe it represents some trading opportunity.

I am playing with a tiny local derivative market so bad ticks actually gives trading tips.

IQFeed Developer Support » Filtering Apr 6, 2005 03:59 PM (Total replies: 4)

Does IQfeed try to filter ticks for us? If so, do I have a way to turn it off? Bad ticks from exchanges are important and valuable information.

IQFeed Developer Support » Can I run IQConnect.exe on two machines? Apr 5, 2005 11:54 AM (Total replies: 1)

I am wondering if I can run IQConnect on two machines with one account. One for development and debugging and one for production.

Thanks.

IQFeed Developer Support » DJM5 no bid and ask update Apr 4, 2005 10:16 PM (Total replies: 3)

Sorry I wasn't clear. I logged all the DJM5 updates between 8:30 and 3:00 today but all of them are updates due to trade and none of them are updates due to bid/ask change. I am looking at field 18 of the Q message. Do you know why?

IQFeed Developer Support » DJM5 no bid and ask update Apr 4, 2005 08:29 PM (Total replies: 3)

Hi,

I have DJM5 on the watch list, but all updates I receive are trades. I never receives a single one of bid and ask update. What is going on?

Thanks,
Geoffrey

IQFeed Developer Support » Unaksed for P message Apr 4, 2005 02:56 PM (Total replies: 1)

After making the connections and subscribing for the watch list for about 5 hours, I received the following message. It is an unasked for P message. It is not a big deal but I am wondering why I would receive a P message if this is not a new subscription and I haven't asked for it by using fSym.

P,@ESM5,10,1181.50,3.75,0.003184037,760392,1,1182.00,1170.75,1181.25,1181.50,1
75,663,183,,11.25,15:46t,894913,1177.25,1177.75,0.25,,1177.75,,0,,,,,04/04/2005,
,1181.50,06/17/2005,,,3.75,0,,,0.,0.,4.25,1,0.009521794,,12,2,73,,,1177.25,0.00,
0.00,0.00,51534,,,,

IQFeed Developer Support » Corrupted message? New Message Type? Apr 4, 2005 01:56 PM (Total replies: 3)

Yet another one:

0.00,0.00,0.00,45196,,,,

IQFeed Developer Support » Corrupted message? New Message Type? Apr 4, 2005 01:16 PM (Total replies: 3)

Here is another one I received:

10431.270,26.97,0.002592197,192200865,,10431.420,10356.710,,,0,0,175,,74.71,14
:02t,,10401.710,10404.300,,,,,0,,,,,04/04/2005,,10431.270,,,,26.97,0,,,,,29.56,1
,0.007162119,,13,3,,,,,,,,7099,,,,

IQFeed Developer Support » Corrupted message? New Message Type? Apr 4, 2005 01:00 PM (Total replies: 3)

I reveived the following from the feed. I don't know what type of message this is. Could you give me some pointer?

88,,,7.5,13:39a,894913,1177.25,1177.75,0.25,,1177.75,,0,,,,,04/04/2005,,1173.7
5,06/17/2005,,,-4.,0,,,0.,0.,-3.5,1,0.006389776,,12,2,73,,,1177.25,0.00,0.00,0.0
0,34673,,,,

IQFeed Developer Support » Lots of ways to say DJM5. What are the differences? Apr 3, 2005 09:26 PM (Total replies: 1)

If you look at DJM5 in the symbol look up page, it returns 20+ variations. The following are a few. Can you let me know if they represent the same thing and what are the differences?

@DJM5 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT
@DJM5-@DJU5 DOW JONES INDUSTRIAL AVG JUN 05/SEP 05 CBOT
@DJM5C10000 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT

+DJM5 DOW JONES COMPOSITE JUN 2005 CBOT

DJM5 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT
DJM5C10000 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT

Thanks so much!

IQFeed Developer Support » How to use the TCP interface to force a price? Apr 3, 2005 09:24 PM (Total replies: 3)

Thanks. That answers my question.

What if I don't want to get updates but just want to get a snapshot?

IQFeed Developer Support » TCP/IP Message Type Spec Apr 3, 2005 08:16 PM (Total replies: 3)

I can find F, Q, and T in the docoumentation but I cannot find P. Can you give me some help?

IQFeed Developer Support » How to use the TCP interface to force a price? Apr 1, 2005 11:00 PM (Total replies: 3)

I try to send to IQConnect fIBM or fDJM5. It works fine during the day, but it does not work after the close. IQExlporer does not work either, but IQWatchQuote works. \

Can you let me know why?

IQFeed Developer Support » TCP/IP Message Type Spec Apr 1, 2005 10:09 PM (Total replies: 3)

Hi,

I just developed a simple client. I find I am receiving a few message types that I cannot find documention.

When I send f@ESM5 to the server, I receive the following:

1. P,@ESM5,10,1177.50,-6.50,-0.00548986,1094072,10,1193.50,1172.50,0.00,0.00,0,0,183,,21.,16:14t,850492,1183.75,1184.00,0.,,1177.75,,0,,,,,04/01/2005,,1177.50,06/17/2005,,,-6.50,0,,,,,-6.25,1,0.017834395,,12,2,76,,,1183.75,0.00,0.00,0.00,273453,,,,

2. F,@ESM5,10,,,1234.25,1164.50,,,,,,,,,,,,,,,,,,E-MINI S&P 500 JUN 2005,,,,,,,,,,,,,,0,12,2,,,8,43,03/07/2005,01/24/2005,,,

3. P,@ESM5,10,1177.50,-6.50,-0.00548986,1094072,10,1193.50,1172.50,0.00,0.00,0,0,183,,21.,16:14t,850492,1183.75,1184.00,0.,,1177.75,,0,,,,,04/01/2005,,1177.50,06/17/2005,,,-6.50,0,,,,,-6.25,1,0.017834395,,12,2,76,,,1183.75,0.00,0.00,0.00,273453,,,,


Now the questions are:

1. What is F message? Where can I find documentation?
2. What is P message? Where can I find documentation
3. Why I am receiving two P messages?

Thanks,
g

IQFeed Developer Support » Connect to IQConnect.exe remotely Apr 1, 2005 06:05 PM (Total replies: 2)

That's an interesting definition, but okay.

IQFeed Developer Support » Automatically Reconnect Apr 1, 2005 06:04 PM (Total replies: 2)

Hi,

This is an important issue. Every time the network connection breaks, IQConnect.exe dies and there is no way to recover automatically.

Any hint what to do?

G

IQFeed Developer Support » Symbol List Apr 1, 2005 06:03 PM (Total replies: 1)

Hi,

Do you have a complete list of symbols somewhere? It could be a file on your web site. It could also be something that can be accessed by the API. I am having some symbol mapping issues and would like to build a translation database.

g

IQFeed Developer Support » Connect to IQConnect.exe remotely Mar 31, 2005 05:03 PM (Total replies: 2)

Can I connect to IQConnect.exe running on another machine?


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