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"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
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Joined: May 12, 2004 01:14 PM
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bigfoot has contributed to 11 posts out of 21155 total posts (0.05%) in 7,225 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » TCP/IP Historical data issues Sep 25, 2007 08:56 AM (Total replies: 5)


IQFeed Developer Support » TCP/IP Historical data issues Sep 24, 2007 11:13 AM (Total replies: 5)

Thanks. Did not realize it was calender days. One more question though. DTN website states on e can get historical tick data for 8 calender days. However I am only getting data for 6 days.

I requested tick data for GROW specifying 10 days and the I only got data from 2007-09-19 08:07:00 to 2007-09-24 am. Which is 6 days.
Edited by bigfoot on Sep 24, 2007 at 11:14 AM

IQFeed Developer Support » TCP/IP Historical data issues Sep 24, 2007 12:41 AM (Total replies: 5)

The second socket is connecting to the lookup port 9100.

IQFeed Developer Support » TCP/IP Historical data issues Sep 24, 2007 12:39 AM (Total replies: 5)

I am having issues requesting historical data. I have already have socket a connection to get tick data and that works fine. I created a second socket to request historical data, however I have tried various formats to get historical tick data to no avail. I have tried

I have also tried by getting the second socket to initialize the feed and tcp/ip before requesting historical data and tried the three combinations however no luck.

Interesting that the error messages are not consisted for the same format.

I have attached a screenshot of the IQFeed log. The left side (green background) is from the first scenario and the right side (yellowish background) is the second scenario.

Anything I am doing wrong or is there something not mentioned in the manuals that I need to do.

Data and Content Support » Retrieving Earnings news Apr 5, 2005 12:04 PM (Total replies: 1)

I have looked around and I cannot find any information on getting earnings news. I know I can subscribe for news alerts. Is there a way to filter this information to just earnings?.

Any documentation and info on this?


Data and Content Support » Quarterly Earnings Apr 2, 2005 12:48 AM (Total replies: 65)

How can I get access to Calendars and Reports\Todays Earnings Reports on IQFEED.

I have looked around the documentation and I don't see any reference as to what the Calenders and Reports mean.


I fit the first 3 criteria. I work using C# on a Windows.

I will participate in a forum.

IQFeed Datafeed Wish List » Average volume in Fundamental Data message Feb 27, 2005 08:07 PM (Total replies: 1)


I want to find out what the time frame is for the calculated average volume in the fundamental data message. Field 5


Agree with you on this one Jay, I need all the bid and ask changes and I would think majority of people want that was well.

Update. At 4:00pm the file is 26MB.

2 (SWIR & MAGS) traded over 3Million shares each
2 (CRDM & FARO) traded 500K shares each
The other two traded 300K and 100K respectively.

Is this data just local traffic (ie between IQApps and the client app) and the internet traffic between the servers and the IQApps more efficient?

The current update message has a lot of data for each tick, some of which don't change at all. Is there a shorter version of the data.

From a bandwidth point of view, there is a lot of wasted bytes just to update the last trade, bid or ask. I have been testing with 6 stocks (CRDN, FARO, LEND, BGFV, SWIR, MAGS) and I have got about 18MB of a raw data written to a file form 9:30am to 2:30pm EST. These stocks average about 200K shares a day, so imagine the data for stocks like CSCO, MSFT etc which average 25Million or more shares a day and getting quotes for 500 symbols. This would be like downloading a full length movie during the trading day from which one only uses 1% of the data download.

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