Joined: |
Jan 12, 2006 08:17 AM |
Last Post: |
Aug 11, 2016 11:20 AM |
Last Visit: |
Aug 11, 2016 11:20 AM |
Website: |
|
Location: |
Evanston, IL |
Occupation: |
Custom Software Developer |
Interests: |
Geology, Motorcycles |
Avatar: |
|
|
AIM: |
|
ICQ: |
|
MSN IM: |
|
Yahoo IM: |
jlarmee |
|
jlarmee has contributed to 54 posts out of 21251 total posts
(0.25%) in 6,844 days (0.01 posts per day).
20 Most recent posts:
I'll check it out. Thanks!
Hi, do you have something that shows the volume leaders for the NYSE or Nasdaq for the previous day? That would be a list of the stocks with the highest trading volume for the day.
Thanks!
Hi Stephen,
Thanks. I just shot an e-mail over to support@iqfeed.net with that information.
Hi, I've had a couple of user see an error indicating IQConnect is out of memory. (Attaching a picture)
One of the users started noticing this after moving to IQFeed 5.2.1.0
Not sure where to start. I have been unable to duplicate this. Any help would be appreciated.
Okay, Curtis. Thanks! That's what I thought but it never hurts to check.
Hi, I have a client who is interested in historical future options, especially options for futures contracts that have already expired. I didn't know I could get that data from IQFeed. But, I was surprised and delighted to find that I could. For example, I can look up the daily bars for symbol CK05C2500 and get daily price data for a call on the May '05 corn contract at strike price 2.50. Wonderful! But, then that leads to the next question: how can I find out what symbols are available for old contracts? I just guessed at CK05C2500 and got lucky. For active contracts, I can use the option chain look-up. But, understandably, I don't get any symbols for expired contracts. Is there some kind of option chain look-up for these older options?
Thanks!
Okay, Steve.
That's what I figured. Just wanted to make sure I wasn't missing something.
Hi. We have a project backtesting a trading strategy. We're using DTN IQFeed to retrieve daily data. We use a continuous contract. For example, for the S&P e-mini, we're using the symbol @ES#. So far so good.
But, our client is checking the results using ProphetX and he saw some discrepencies. He uses the symbol @ES@C. After a lot of head-scratching, we realized the the data is different between the two on some days.
I realize that a continuous contract is stitched together using the data from the actual contracts. And, I suspect that the cut-over day is different on the two products. So, we see the differences around the cut-over time. For example, the data is different on September 15th, 2009 but the same on October 1st, 2009.
So, I guess the question is: since, both products are provided by DTN, shouldn't the data be consistent?
Thanks, Jay
Thanks, Steve. I thought that might be the case, but wanted to be sure.
Hi.
We're interested in looking at options prices for the last two years. Daily data is sufficient.
First of all, am I correct in assuming that you have daily option prices going back that far?
Secondly, assuming that you do, how would I find the options symbols for options that are now expired? (I'm assuming that the GetAllOptionSymbols for a base symbol like IBM just returns the un-expired options symbols.) How would I know what symbols to use in my history request?
Thanks!
Thanks, Stan!
This could be a dumb question, but here goes:
In your symbol look-up section, I can find symbols for the electronic markets for products traded on the ICE, specifically Coffee, Cocoa, Sugar, Cotton and Orange Juice. Symbols that start with @KC, @CC, @SB, @CT and @OJ. But, I can't find symbols for the corresponding pit-traded contracts. Aren't these products also traded in pits? And, if so, where would I find the symbols for the pit-traded contracts? Thanks!
Thanks!
This very helpful!. I think the entire subnet and port range should do it. We shouldn't need to get to the detailed list. I'll keep that under my hat.
-- Jay
Hi. My client is trying to set up a more thorough firewall on his server and it seems like connecting to IQFeed keeps getting in the way. Whenever we tighten the screws, it seems like the IQFeed connection doesn't work and we have to back off.
Is there some general information on the ports that IQFeed uses, and the servers the ports should be allowed to access? (I'm far from an expert in this topic -- so let me know if that question even made sense!)
Thanks in advance for your help!
Hi Steve.
That's what I thought and that's what we've planned for. But, sometimes there's something wonderful out there that you don't know about unless you ask the dumb questions.
Thanks for the confirmation.
Hi. We have a new project that requires submitting trades 15 minutes before a market closes. Is there anything in the API that would tell me the closing time of the market? I know that I can get these times from the exchange's website and hard-code it into the program. But, let's say today is a special day and the markets will close at noon. Is there anything in the API that would tell me that?
Thanks in advance for your help!
Okay, Jay.
Thanks for the kind words. We'll do as you suggest.
-- Jay
Hi.
We have a client who is a current subscriber to ProphetX and is interested in a custom program.
I know that originally ProphetX used an entirely different data feed than IQFeed. But, I also vaguely remember that you had plans to converge the products. We've gotten pretty comfortable programming to the IQFeed API and, if possible, would like to leverage that expertise on this new project.
So, my questions are: -- If one subscribes to ProphetX, does one have the IQFeed data feed going on under the covers so that a custom-written application could get at the data?
-- If not, does ProphetX have its own API? (I sort of remember that it has DDE links, but not much beyond that.)
-- If no to both of the above, what would you suggest?
Thanks in advance for your help! -- Jay
ok, we got the Net Stat Screen shot, what are we looking for?
The Diagnostists Utility gets hung up at Test IP List and am unable to switch to Net Stat before it is Not Responding
|
|