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stargrazer has contributed to 302 posts out of 21185 total posts
(1.43%) in 6,885 days (0.04 posts per day).
20 Most recent posts:
Data Questions »
Volume and Delta for NDX (Nasdaq 100 Index) Apr 4, 2023 04:38 PM
(Total replies: 5)
As mentioned earlier in the thread, your best bet is to subscribe to the future. It will provide you price and volume, and when you use the price against bid/ask, you can derive your own buy/sell volume indicator. It will be your best representation of actual real time market condition, and would be part of your trade entry/exit.
IQFeed Developer Support »
How to create bar from tick data Feb 12, 2023 09:00 AM
(Total replies: 22)
Maybe think of it differently. For the range [10:40:00 - 10:41:00) - note the difference in brackets. A square bracket means 'includes', a round bracket means 'exclude'. The best implementation is 'less than'. Anything 'less than' 10:41:00 goes into the 10:40:00 bucket. You then do not need to worry about the irrationality of 10:40:59.999999 as an endpoint. A 24 hour period would be: [00:00:00 - 00:00:00), that is it starts on midnight, and includes everything up to but not including the next midnight (less than) Edited by stargrazer on Feb 12, 2023 at 09:02 AM
DTN.IQ Client Software Support »
IQfeed installs but won't run (Windows 11) Jan 12, 2023 12:39 AM
(Total replies: 4)
If you start it from the command line, do you see any useful diagnostics?
New IQFeed Forum »
Empty result from HTT request Dec 11, 2022 10:35 AM
(Total replies: 12)
Quote: stargrazer: How many threads (or processes) do you use for HTT commands? Actually, it might be the threading thing. Not sure how you are doing it. Use _only_ one thread per socket. You can have multiple requests per socket by using the tag feature. Only have about 8 - 10 requests submitted at any one time. ==> 1 socket - 1 thread - multiple tagged requests In actual fact, I'd have to scrunch back through my code. I think I may have multiple sockets open, one thread per socket, with no more than 8 to 10 sockets, running one request in each socket at a time. Edited by stargrazer on Dec 11, 2022 at 10:37 AM Edited by stargrazer on Dec 11, 2022 at 10:37 AM Edited by stargrazer on Dec 11, 2022 at 10:43 AM
New IQFeed Forum »
Empty result from HTT request Dec 11, 2022 12:05 AM
(Total replies: 12)
Are you using the the v6.2 of the client? I don't necessarily use HTT, but a number of the other history commands, and can do several 1000 symbols without error. I think 8 to 10 threads is the limit. And I've incorporated the time quota into the commands. The following may provide some insight: https://github.com/rburkholder/trade-frame/blob/master/lib/TFIQFeed/HistoryBulkQuery.h https://github.com/rburkholder/trade-frame/blob/master/lib/TFIQFeed/HistoryQuery.h The biggest recommendation, is if you reuse a connection, be sure if you've processed all messages to completion prior to sending a new command.
New IQFeed Forum »
Empty result from HTT request Dec 10, 2022 09:45 PM
(Total replies: 12)
I've gone through a number of years using wine. I somehow doubt it is a wine issue. My connections have been stable. I use LXDE and x2go Wine v7.0
Data Questions »
How Best to Stream Real Time Index and Market Stats Data From The TCP API? Dec 1, 2022 12:59 AM
(Total replies: 3)
Just stream the symbol as L1 like all the other symbols. Pull out the relevant fields and ignore the rest. Since they are lighter load, not much to worry about. They do add to your overall symbol count. You can reduce the dynamic fields down to what ever you normally use. Otherwise, you'll need a different TCP connection to use a different set of dynamic fields.
Forum Suggestions »
https:// ???? Nov 18, 2022 09:46 AM
(Total replies: 7)
Ok, Thank you. The redirect does work from the regular http:// still embedded in the emails. Perhaps the email template may need an adjustment as well.
IQFeed Developer Support »
SLM returns duplicate shortname May 31, 2022 02:54 PM
(Total replies: 2)
Ok. Only COP-SUNOCO and LTSE seem to be duplicated. In addition, in the trade condition download, LATE appears twice.
IQFeed Developer Support »
SLM returns duplicate shortname May 29, 2022 11:38 PM
(Total replies: 2)
When running the SLM command to obtain the listed markets, there appears to be a duplicate market: LS,20,COP-SUNOCO,Crude Oil Postings Sunoco,169,COP-ERGON, COP-SUNOCO is repeated twice as a short name. It is there fore impossible to perform a reverse resolution from name to id in order to substitute into something like the SBF command for performing a filtered lookup. Shouldn't these short names be unique? I have not yet performed a full load, but LTSE also appears to be a duplicate Edited by stargrazer on May 29, 2022 at 11:39 PM
IQFeed API Questions »
@ESM22 seems to be missing options Mar 28, 2022 03:03 PM
(Total replies: 12)
For what it is worth, I can probably understand the 'first trade' concept, but a few counter-facts which may help troubleshoot: * IB has pretty good open interest on all chains in the usual trading range, so I think the 'first trade' has been triggered for many of the primary missing symbols * in the other referenced thread, Steve was able to confirm that a 'watch' will indicate that the symbol is active and available * all this would indicate there is some 'missing part' in the code which does generate the CEO responses. I've been able to generate a few 'flaky' responses from that that CEO request depending upon the combination of parameters provided (which yields a window into backend tooling, which, if I recall the message, seems to be Perl). * in that other thread, someone did something in the background, and magically, all the symbols that I thought should be there, did show up. * so.... I'd say there is an ugly bug or two waiting to be unearthed there somewhere :-) to provide the complete chains based upon what you see as actively traded options
IQFeed API Questions »
@ESM22 seems to be missing options Mar 24, 2022 02:45 PM
(Total replies: 12)
Any updates?
IQFeed API Questions »
@ESM22 seems to be missing options Mar 15, 2022 09:33 PM
(Total replies: 12)
This is my request: CFO,@ESM22,cp,,234,1,CFO-@ESM22 These are the summary results: underlying: @ESM22 Here is an excerpt of part of the summary. even ATM options are missing. Many calls have no paired puts, and many puts have no paired calls. I would say this is an incomplete data set. In my previous request, someone did something behind the scenes to restore the dataset. Perhaps there is a ticket for that fix you could look at? chain: 2022-Apr-01 has 45 entries
IQFeed API Questions »
@ESM22 seems to be missing options Mar 15, 2022 10:33 AM
(Total replies: 12)
Any thoughts on a resolution to keeping the chains fully loaded with their symbols?
IQFeed API Questions »
@ESM22 seems to be missing options Mar 11, 2022 12:00 PM
(Total replies: 12)
This contains the previous experience: http://forums.dtn.com/index.cfm?page=topic&topicID=5949 ... the commands used, and the various results, suggestions, and then the remediation by DTN. @ES# rolled over to a new month yesterday, so I'm now working with the new chains.
IQFeed API Questions »
@ESM22 seems to be missing options Mar 10, 2022 09:33 PM
(Total replies: 12)
Similar to before. Is this a data problem or an algorithm problem  underlying: @ESM22
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Mar 2, 2022 01:44 PM
(Total replies: 8)
Looks like some fixes have been put in! underlying: @ESH22 Thank you.
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Feb 28, 2022 03:40 PM
(Total replies: 8)
The other interesting aspect here is that, as I write this, ATM is 4370. The two symbols would be: @E2CH22C437000 both exist in the system (but aren't listed in the chain as shown in my previous message): w@E2CH22C437000
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Feb 28, 2022 11:13 AM
(Total replies: 8)
With the revised query, there are 1385 options. And I think the puts and calls are now properly segmented. Now that I know how to perform the query, there is still something else. The put / call list doesn't seem complete. When looking at chains in Interactive Brokers, they seem to be complete, but your list doesn't seem to be. Only two chains seem to have about the correct number of puts/call. The others seem to be missing entries: chain: 2022-Feb-28 has 268 entries As an example of one of the ones with missing entries, here is an example (whole strikes are missing, and no strike has a complete put/call entry): chain: 2022-Mar-09 has 40 entries Edited by stargrazer on Feb 28, 2022 at 11:14 AM Edited by stargrazer on Feb 28, 2022 at 11:26 AM
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Feb 28, 2022 10:52 AM
(Total replies: 8)
Quote: If so, does it also happen with our chains app that is included with IQFeed (the app sorts symbols by position in the return message in relation to the : field)? In my program, it says that query has around 2724 options. In your chains app, is says about 633 calls, 751 puts. Which when totalled, is about half of 2724 from a few days a go. Also, your app is showing that there is a different number of puts than calls. Should that number be so out of balance? Edited by stargrazer on Feb 28, 2022 at 10:53 AM |
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