xvz has contributed to 13 posts out of 21251 total posts
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20 Most recent posts:
Hi,
I have a question. For example let's look at daily bar QGCZ22 - Gold Future December 2022. As we see from documentation, this instrument work from 18:00 till 17:00
Daily bar 2022-07-27 . Have: Close - 1737.5
Hour bars 2022-07-27. Have: 13:00 Close - 1738.6 16:00 Close - 1751.3
None of them matches. The same thing with Open values.
My question is: How the daily bar is collected ?
Thank a lot!! This is like bomb for me! I read all documentation , and from the naming I thought that is only for futures and others. But now I khow, that I can use it for stocks , and it's really good new!
Hi,
I'm trying to create 1 minute bar from tick data. I take tick data with "wAAPL" request.
My logic: 1min bar OPEN - I'll take from field Open, from the first tick at current minute 1min bar HIGH - I'll take from field High , from the tick with Max value at current minute 1min bar LOW - I'll take from field Low, from the tick with Min value at current minute 1min bar CLOSE - I'll take from field Close, from the last tick at current minute 1min bar VOLUME - I'll take from field Last Size, I just sum values from all ticks at current minute
Am I doing write? Maybe you can give me some advices? Or there any thing to optimize in my logic ?
And another question: Why I can't get tick data on premarket session? Edited by xvz on Jul 25, 2022 at 03:06 AM
Ok, In my account I found such subscription: "Access to realtime Nasdaq Futures. Contracts Include: Henry Hub Natural Gas, Brent Crude, Heating Oil."
I had enabled this subscription.
But now I can't find contracts at Nasdaq
SBF,d,Henry Hub,e,5,FEATURE FEATURE,E,!NO_DATA!,, FEATURE,!ENDMSG!,
Is this correct?
Thanks, I've tried:
wQNPZ22 Q,QNPZ22,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
port 5009
Picture
Hi,
In my account I found such features. (see picture in attach)
I tried to call such function
SBF,d,Henry Hub Natural gas,t,8,FEATURE<CR><LF>
And got the response:
FEATURE,QNPZ22,112,8,HENRY HUB NATURAL GAS PENULTIMATE DECEMBER 2022,
I understand correctly that the contract will be like this QNP ?
Then I tried to call:
w@QNPZ22<CR><LF>
And got
Q,QNPZ22,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
Also I tried to make such things with
FEATURE,QBZM22,112,8,BRENT CRUDE OIL LAST DAY JUNE 2022,
And got the same errors.
What I'm doing wrong?
Hi,
I'n trying to make request
FDS,1,5,20220408<CR><LF>
and always get such response
E,!SYNTAX_ERROR!,
What I'm doing wrong ?
Thanks alot!!
Hi,
I found method here http://www.iqfeed.net/dev/api/docs/OptionChainsviaTCPIP.cfm called CFU
I tried to run such code:
CFU,@NQ,HMUZ,67890123,,CHAIN<CR><LF>
And I've got
CHAIN,@NQM22,@NQU22,@NQZ22,@NQH23,@NQM23, CHAIN,!ENDMSG!,
My question is: How can I get previous contracts from API ?
Or maybe there is a method where I can found available Months of the Symbol in API ?
Hi,
Let's imagine I create my own Software. My Software runs in a browser. If I want to sell subscriptions to my Software. Which licenses should I purchase?
I found only this doc http://www.iqfeed.net/dev/newagreement.cfm
I understand that I should purchase info from some Exchange. Do I need to purchase something else?
Sorry, maybe I was inaccurate in the definitions. I mean each company submits a quarterly report on its financial activities. My question was , Can I get Quarterly reporting dates from API ?
Hi,
Can I get information about report dates in the past and in the future with API ?
I found Balance sheet date in the Fundamental data message (http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm). Is there any other dates in API?
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