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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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andrzejs has contributed to 23 posts out of 21155 total posts (0.11%) in 7,210 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » level 2 'U' message question Apr 25, 2006 05:13 AM (Total replies: 1)

What are the possible values for 'reason', 'condition_code', 'source_id' in the level 2 'U' message?

Thanks

U,symbol,mmid,ask,ask_size,bid,bid_size,date,reason,condition_code,source_id<CR><LF>
A Level II Update, a comma separated line of text indicating the values for the update. The message is defined below.
symbol - [out] The Security's Stock Symbol
mmid - [out] The ID of the Market maker originating the quote update
ask - [out] The Buy Offer Price
ask_size - [out] The size of the Buy Offer
bid - [out] The Sell Offer Price
bid_size - [out] The size of the Sell Offer
date - [out] The date and time the update occurred
reason - [out] The reason code for the update
condition_code - [out] The condition of the update
source_id - [out] The quote source's id
Edited by DTN_Jay_Froscheiser on Apr 25, 2006 at 08:11 AM

IQFeed Developer Support » tick id in tcp/ip historical and live data Apr 17, 2006 08:51 PM (Total replies: 5)

When are the tick id and ask/bid sizes scheduled to be sent?

IQFeed Developer Support » tick id in tcp/ip historical and live data Apr 17, 2006 03:28 PM (Total replies: 5)

When I request historical tick data via tcp/ip I don't receive a valid value for the tick id:

iqfeed.write_synchronous: [write, L="HX,CSCO,10;"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,399232,33242707,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8500,3549,32843475,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8500,2758,32839926,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,2758,32837168,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,100,32834410,20.8600,20.8500,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,1451,32834310,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,1791,32832859,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,5000,32831068,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,100,32826068,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,2758,32825968,20.8600,20.8600,0,0,0"]
iqfeed.read_synchronous: [read, L=""]
iqfeed.read_synchronous: [read, L="!ENDMSG!"]

Also, there's no bid/ask size sent either. Is this a known issue?

When I receive live quote updates (Q message) I also don't receive a tick id (it's blank, not 0), but bid/ask sizes are sent. Is this a known issue?

I've searched for topics related to 'tick' but found nothing relevant.

Thanks

IQFeed Developer Support » Closing Historical Port (9100) using TCP/IP Apr 11, 2006 01:41 AM (Total replies: 14)

Since symbol 'AAAN' exists, but there's no historical data for it, IQFEED should return simply a blank line followed by !ENDMSG!, rather than some type of error message. Generallly, IQFEED should not return an error message for any symbols retrieved using its symbol lookup protocol, rather an empty set if applicable. Could DTN comment on this issue? I think this issue has similar results to the broken socket issue but is triggered in a different manner.

IQFeed Developer Support » Closing Historical Port (9100) using TCP/IP Apr 10, 2006 02:09 PM (Total replies: 14)

How do you know it's an option and not a stock symbol?
Thanks

IQFeed Developer Support » Closing Historical Port (9100) using TCP/IP Apr 10, 2006 05:55 AM (Total replies: 14)

I encounter the same problem when attempting to read historical data for a symbol obtained using the SES command. Specifically:

SES,^A;

returns symbols including 'AAAN'. Now, 'AAAN' is an existing symbol, however there's no price data for it. Consequently when I do:

HD,AAAN,10;

I get:

!ERROR! !NONE!

!ENDMSG!
!ERROR! Invalid Symbol.

!ENDMSG!

IQFeed Developer Support » Fundamental Quote error for Index symbol Aug 11, 2005 09:12 PM (Total replies: 4)

Problem resolved, it's not IQFeed related, thanks for your help.

I found IQLog.txt but it's empty save for 1 line:
=== IQConnect Log File Created On Thu Aug 11 20:40:10 ===

For COMP.X and HUI.X the last two fields are not filled, they're empty:
F,HUI.X,1B,,,248.180,165.710,,,,,,,,,,,,,,,,,,GOLD B U G S INDEX,HUI HUW HZI,,,,,,,,,,,,,0,13,3,,,6,27,11/17/2004,05/16/2005,,,

I'm making the assumption that indexes don't have the Calendar Year High/Low dates set, but they have 52 week High/Low dates set. Is there a reason behind this?

I'm using Java1.5 and I parse the F string by using the split() method. It turns out that any trailing empty fields are omitted from the result, hence I got an array of 47 fields instead of 49. The only work-around I can think of is to append another non-empty field to the end of the string before splitting, so that there are at least 49 fields, say ",*".

IQFeed Developer Support » Fundamental Quote error for Index symbol Aug 11, 2005 08:19 PM (Total replies: 4)

I'm using 2.3. What log file? Is there a log file that IQConnect creates? I looked for one but didn't find it.

IQFeed Developer Support » Fundamental Quote error for Index symbol Aug 11, 2005 05:42 AM (Total replies: 4)

Hi there,

I have a problem while processing a fundamental quote, F.

For example, for HUI.X I get this:

F, HUI.X, 1B, , , 248.180, 165.710, , , , , , , , , , , , , , , , , , GOLD B U G S INDEX, HUI HUW HZI, , , , , , , , , , , , , 0, 13, 3, , , 6, 27, 11/17/2004, 05/16/2005

There are 2 missing fields at the end, Calendar Year High/Low Dates.

I have no problem with stocks, for example for IBM:

F, IBM, 0D, 17.0, 5595000, 99.10, 71.85, 99.10, 71.85, 1.0, 0.20, 0.80, 09/10/05, 08/08, , , , , , 4.83, 5.01, 2.68, 12, , INTERNAT BUSINESS MACH, IBM IBZ, 57., 1.81, VIB WIB, 46970.0, 39798.0, 06/01/05, 14828.0, 1595791, , 0.50 05/27/99, 0.50 05/28/97, , n, 12, 2, 3571, 16.21, 1, 7, 01/03/2005, 04/20/2005, 01/03/2005, 04/20/2005


Bummer. That's exactly what I'm doing, forwarding data to my other pc. Ok, thanks for the heads-up.


Please explain. I don't understand why it would be illegal to reroute realtime data from one ip address to another.


I fit 1,3, and 4. I haven't decided on the use of a broker yet, but it may be an http solution to my online broker. My status is: been developing iqfeed for past 1 year, have level1+history handling. Also I had to develop a relay server that simply forwards messages to/from DTN from my client app. This way the client app can by running on any other OS that supports java. My solution is totally java, under windows, and I use 1.5.

IQFeed Developer Support » no 'ask' update message on port 9100 Oct 27, 2004 03:50 PM (Total replies: 5)

Ok, thanks Steve. That explains it.

IQFeed Developer Support » no 'ask' update message on port 9100 Oct 27, 2004 01:37 PM (Total replies: 5)

correction: i meant port 5009

IQFeed Developer Support » no 'ask' update message on port 9100 Oct 27, 2004 11:21 AM (Total replies: 5)

i only receive 't' and 'b' type of messages during trading hours (t=trade update, b=bid update), but no 'a' type messages. why is this? i noticed this why streaming SUNW and SSRI for approx. 20 minutes at noon today. i am using java and your latest development version.

field 18 description from your doc:

18 Time HH:MMc HH represents the hour of the day in a 24 hour clock. MM represents the minutes of the hour. The character represented by c indicates one of the following:

* t - A trade update occured
* T - Extended Trade.
* b - A bid update occured (an ask update may also have occured)
* a - A ask update occured
* o - Some other type of update occured

data:

streamer.interpret_q:Q|SSRI|F|14.2100|-0.52|-0.0353021|457048|200|14.9800|14.2000|14.2100|14.2200|300|100||173|0.78|12:17b||14.9000|14.7300|0.01||||p|N||||10/27/2004||14.2100||||-0.52|0||-0.222707483|0.|0.|-0.69|1|0.054890922|688460.29|14|4||953230|BSE-CSE-PSE-NMS|||||1372|||14.5840
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457148|100|14.9800|14.2000|14.2100|14.2200|300|100|173|173|0.78|12:17t||14.9000|14.7300|0.01||||p|N||||10/27/2004||14.2200||||-0.51|0||-0.222537415|0.|0.|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1373|||14.5839
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457248|100|14.9800|14.2000|14.2100|14.2200|300|100|183|173|0.78|12:17t||14.9000|14.7300|0.01||||p|N||||10/27/2004||14.2200||||-0.51|0||-0.222367347|0.|0.|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1374|||14.5838
-->streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457248|100|14.9800|14.2000|14.2100|14.2300|300|500||173|0.78|12:17b||14.9000|14.7300|0.02||||t|N||||10/27/2004||14.2200||||-0.51|0||-0.222367347|0.|0.01|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1374|||14.5838
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457248|100|14.9800|14.2000|14.2100|14.2300|300|300||173|0.78|12:17b||14.9000|14.7300|0.02||||p|N||||10/27/2004||14.2200||||-0.51|0||-0.222367347|0.|0.|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1374|||14.5838
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457248|100|14.9800|14.2000|14.2100|14.2200|300|100||173|0.78|12:17b||14.9000|14.7300|0.01||||c|N||||10/27/2004||14.2200||||-0.51|0||-0.222367347|0.|-0.01|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1374|||14.5838
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457348|100|14.9800|14.2000|14.2100|14.2200|300|100|183|173|0.78|12:17t||14.9000|14.7300|0.01||||c|N||||10/27/2004||14.2200||||-0.51|0||-0.222197279|0.|-0.01|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1375|||14.5837
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457348|100|14.9800|14.2000|14.2100|14.2300|300|600||173|0.78|12:17b||14.9000|14.7300|0.02||||c|N||||10/27/2004||14.2200||||-0.51|0||-0.222197279|0.|0.01|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1375|||14.5837
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457348|100|14.9800|14.2000|14.2100|14.2300|300|600||173|0.78|12:17b||14.9000|14.7300|0.02||||p|N||||10/27/2004||14.2200||||-0.51|0||-0.222197279|0.|0.|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1375|||14.5837
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457348|100|14.9800|14.2000|14.2100|14.2300|300|900||173|0.78|12:17b||14.9000|14.7300|0.02||||c|N||||10/27/2004||14.2200||||-0.51|0||-0.222197279|0.|0.|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1375|||14.5837
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457348|100|14.9800|14.2000|14.2100|14.2300|300|1000||173|0.78|12:17b||14.9000|14.7300|0.02||||c|N||||10/27/2004||14.2200||||-0.51|0||-0.222197279|0.|0.|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1375|||14.5837
streamer.interpret_q:Q|SSRI|F|14.2200|-0.51|-0.03462321|457348|100|14.9800|14.2000|14.2100|14.2300|300|700||173|0.78|12:17b||14.9000|14.7300|0.02||||c|N||||10/27/2004||14.2200||||-0.51|0||-0.222197279|0.|0.|-0.68|1|0.054852321|688944.78|14|4||953230|BSE-CSE-PSE-NMS|||||1375|||14.5837

IQFeed Developer Support » frequent timely disconnect Oct 21, 2004 01:15 PM (Total replies: 9)

dhakme: i've had no issues with the nic other than this.

IQFeed Developer Support » frequent timely disconnect Oct 20, 2004 10:31 PM (Total replies: 9)

Steve,

thanks! that's it, that was the problem. i switched my code onto another computer and the problem disappeared.

IQFeed Developer Support » frequent timely disconnect Oct 20, 2004 02:28 PM (Total replies: 9)

it's a dell latitude d800 laptop running windows xp ProSP1; 1.4GHz Pentium M, 512Mb RAM; i have a wire connection, unfortunately can't decipher my network card from the invoice.

IQFeed Developer Support » frequent timely disconnect Oct 20, 2004 01:49 PM (Total replies: 9)

Steve,

this problem still exists, and existed yesterday evening too. i have sbc dsl service here in dallas, with a dynamic ip; but the ip is assigned only at connect time, so that should not be an issue.

IQFeed Developer Support » frequent timely disconnect Oct 20, 2004 11:59 AM (Total replies: 9)

i get a server disconnect/reconnect every 5-6 minutes or so through port 5009 (streaming quote); the output looks something like this (removed token):

reader: read=S,SERVER DISCONNECTED
reader: read=S,SERVER CONNECTED
reader: read=S,CUST,real_time,207.252.121.222,60002,---,2.5.3,,NYSE,Ab DG X Ag Ah A O N D 1,500,FREE_NOBILL,,
reader: read=T,20041020 12:34
reader: read=T,20041020 12:35
reader: read=T,20041020 12:36
reader: read=T,20041020 12:37
reader: read=T,20041020 12:38
reader: read=S,SERVER DISCONNECTED
reader: read=S,SERVER DISCONNECTED
reader: read=S,SERVER CONNECTED
reader: read=S,CUST,real_time,207.252.121.222,60002,---,2.5.3,,NYSE,Ab DG X Ag Ah A O N D 1,500,FREE_NOBILL,,
reader: read=T,20041020 12:39
reader: read=T,20041020 12:40
reader: read=T,20041020 12:41
reader: read=T,20041020 12:42
reader: read=T,20041020 12:43
reader: read=T,20041020 12:44
reader: read=T,20041020 12:45
reader: read=S,SERVER DISCONNECTED
reader: read=S,SERVER DISCONNECTED
reader: read=S,SERVER CONNECTED
reader: read=S,CUST,real_time,207.252.121.222,60002,---,2.5.3,,NYSE,Ab DG X Ag Ah A O N D 1,500,FREE_NOBILL,,
reader: read=T,20041020 12:46
reader: read=T,20041020 12:47

1- what is the reason for this? is this normal? how do i resolve this?
2- a disconnect loses my watch list and i have to recreate it; that means that i may lose tick data (yeah, i know, i can retrieve the historical ticks on the other port for the missing time, but that's just making it complicated); that's not a good thing; what's the work-around?

thanks,
andrzej


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