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gwalschl has contributed to 46 posts out of 21185 total posts
(0.22%) in 6,393 days (0.01 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Backfilling over night Nov 14, 2007 08:52 AM
(Total replies: 1)
Is there a time each night when your servers are down? For maintenance or whatever? I'd like to start a year's worth of backfilling which might cross a boundary overnight from one day to the next and I am concerned that at some point, your servers might not be accessible or errors might be returned. Any thoughts or suggestions? p.s. By the way, thanks for the extra months backfill data out to a year now! I'd be even more pleased to be able to get two years. More is better in this case!
IQFeed Developer Support »
Splits and backfill data Oct 21, 2007 11:03 AM
(Total replies: 2)
Recently I tried downloading minute backfill data (via HM command) and wished to cross-check the downloaded data against the OHLC for each day (via the HD command). It appears to me that if a stock splits at some date "D", then all the OHLC prices received in the HD response for days PRIOR to date "D" also get "split adjusted", however the backfill data from the HM responses do NOT get split adjusted. For example, "AAON" split 3/2 on 8-22-2007 and as a result share prices went from ~$30 per share to ~$20 per share. Now, my backfill prices received via the HM command show prices around $30 per share prior to the split date and prices around $20 per share afterwards. This is what I would expect. However, prices of OHLC data received in HD responses show prices around $20 both before AND after the split. Therefore it appears that the historical end-of-day OHLC prices are split adjusted but the minute data is not. Is this intended? Is this the "standard/expected" way of handing this data? If so, why is this done? Thanks!
IQFeed Developer Support »
Backfill history requests Oct 13, 2007 05:18 PM
(Total replies: 1)
It appears that we can only specify the number of days of backfill data we want...starting from the current day and working backwards. There are times when I have had problems downloading backfill data and didn't realize the data was bad until some number of days later. It would REALLY be nice if we had the option to request a date to retrieve backfill quotes for instead of having to go back and request possibly weeks of data just to get a day that needs to be redone from two weeks ago. Is this possible now? Could this be a reasonably simple feature enhancement? Thanks!
IQFeed Developer Support »
Pre-market trading questions Oct 5, 2007 08:53 AM
(Total replies: 16)
Just curious, on this same topic of using history ticks for pre-market data...will the new IQConnect that is to be much faster, will these history tick requests send response text much faster too? This process works well for me, but to get this data on 1800 symbols or so before market opens is just too slow at this time. Will the new IQConnect show improvements in this area? Thanks!
IQFeed Developer Support »
Pre-market trading questions Sep 17, 2007 08:32 AM
(Total replies: 16)
Thanks. Instead of using the HX command to get the last few ticks, could I use the HT command at say 7:15 am to get all pre-market quotes for the current day?
IQFeed Developer Support »
Pre-market trading questions Sep 14, 2007 04:47 PM
(Total replies: 16)
OK. Too bad! Could you please give me the first day that extended trade data is on the servers so that I can go and get thisdata for as many days as possible without retrieving too much data?
IQFeed Developer Support »
Pre-market trading questions Sep 14, 2007 03:49 PM
(Total replies: 16)
Thanks again Jay. That worked just fine to access the new servers. If I did a history request for the past 8 months with the new servers, how far back would I get pre-market quotes in the returned data? Did IQFeed always store pre-market data to a database and now we have access to it historically with new servers or has pre-market data been stored only since new servers were operational? I assume it's always been stored...just not accessible until now.
IQFeed Developer Support »
Pre-market trading questions Sep 14, 2007 08:51 AM
(Total replies: 16)
Thanks Jay. You've probably already answered this elsewhere, but what server farm should I be using for the "latest and greatest" IQFeed and how would I specify which server farm to connect to?
IQFeed Developer Support »
Pre-market trading questions Sep 14, 2007 08:21 AM
(Total replies: 16)
I tried to use the History Tick requests to get pre-market data this morning and for some symbols that I know traded before market open, I still get yesterday's closing tick as the most recent. IQConnect shows me as connected to the server at 66.112.156.113 address. Is this the "new server" you referred to in a previous reply that is supposed to have pre-market data in History Ticks?
IQFeed Developer Support »
Pre-market trading questions Sep 12, 2007 04:47 PM
(Total replies: 16)
Based on what you have indicated in your response, if I wanted to get an idea of price movement after the post-market trading ends at 6:30pm EST, then I guess that I could also use the History Ticks after 6:30pm EST to get the last extended trading price for the day. Is this a correct assumption?
Data and Content Support »
What is the maximum number of symbols I can watch? Sep 12, 2007 04:37 PM
(Total replies: 9)
Thanks for the info Dennis. I agree with nsolot that of course it's the total throughput that is more important than some arbitrary number of symbols. In my case, my symbols aren't high traffic choices. BTW: My settings for my highest priority thread that simply buffers socket data are set to REALTIME_PRIORITY_CLASS and THREAD_PRIORITY_ABOVE_NORMAL. I see excellent performance and my other applications respond just fine while my app is running.
IQFeed Developer Support »
Pre-market trading questions Sep 12, 2007 04:32 PM
(Total replies: 16)
If the pre-market data is contained in the History Tick data, then that sounds like the best approach because I'd rather not cycle watch and unwatch anyway. Because I only want the latest prices just before the market opens to see if any pre-market movement exists, I think just checking the most recent History Tick for each symbol I am interested in might just do the trick. I'll give this a try...thanks!
Data and Content Support »
What is the maximum number of symbols I can watch? Sep 12, 2007 10:31 AM
(Total replies: 9)
Thanks Dennis! For my current application, with 500 symbols, my system stated is working great. I think it's due to not watching high volume symbols and due to decent architecture in my software. However, it's looking more and more like I'll be interested in watching up to 1800 symbols...again, none of them typically heavy volume. Nonetheless, the multi-core processors sound good. Do you know if you can somehow specify which processor core you'd like a thread to run on? I guess I'm asking if there is any way to impart a preference to using the cores or is it just done automatically based upon the number of apps, threads and their classes/priorities. For certain, I'm waiting until I see the new IQFeed client before I make any configuration changes. Gerard
IQFeed Developer Support »
Pre-market and after market trade question Sep 12, 2007 10:25 AM
(Total replies: 1)
From a previous reply to a posting I made a few months back, I understand that the information in a summary message is not stored on the IQFeed servers and that the summary messages are just "snapshots" of what's on the IQFeed servers. Therefore, any extended trading information is just "pass through" when trade updates come along during pre-market or after hours because it's not stored on the servers. Given this, if I want to cycle through, say 2000 symbols, after the post-market trading ends at 6:30pm EST, watching and then unwatching each of these symbols to generate a summary message for each one, will the "last" field after 6:30pm EST reflect the most recent price for after hours trading (if any after hours trading occurred)? For pre-market conditions the next day, I don't think I can "cycle" through all 2000 symbols to generate summary messages as the only indication of pre-market trades would be through a trade update. Is that correct?
IQFeed Developer Support »
Pre-market trading questions Sep 12, 2007 06:53 AM
(Total replies: 16)
First Question: I know that IQFeed is not to be used to "round robin" our 500 symbols to act as a stock screener. My application only needs 500s ymbols, but in pre-market hours, I wish to cycle through about 2000 symbols to get their ETLast fields before the market opens. Is this considered legitimate if I do this one time during pre-market hours and then use a subset of these 2000 as my 500 symbols throughout the rest of the day? Second Question: If I send a request to watch a symbol, say at 9:25am EST, and I parse the summary message received as a result of this watch request, if any pre-market trades occurred up to that point, should I expect to get an ETLast value in this summary message that is different than yesterday's closing price and reflects the last pre-market trade? If not, must I wait for a trade update message instead?
Data and Content Support »
What is the maximum number of symbols I can watch? Sep 11, 2007 10:41 AM
(Total replies: 9)
You mentioned that the new IQFeed client will be more efficient, but you also mentioned the need for a "top of the line" PC and efficient code to handle 1800 watching symbols. I believe that my multi-tasking code is quite efficient as it has an extremely high priority thread that just reads raw socket data and buffers it, a high priority thread that formats the queued raw data into a "received messages queue" and finally an average priority thread that performs any analysis on incoming messages in the receive queue. My PC has a 3.4GHz Intel Pentium 4 processor and 2GB of RAM on board. Does this meet your statement for requiring a "top of the line" PC in terms of downloading 1800 symbols? Also, you mentioned that you won't be able to get the custom messages functionality into this release. However, is this something that you are already planning for in a future release?
Data and Content Support »
What is the maximum number of symbols I can watch? Sep 11, 2007 08:39 AM
(Total replies: 9)
Thanks. So, that's $129/month total, not an additional $129 over the current $60/month? Do you know have any estimate of when the new, more efficient servers will be released? Any thoughts in a future release of having users able to tell IQFeed what data they need instead of just getting a fixed number of fields in update messages? For example, in update messages, I only use 1/2 (if that much) of the available data that arrives with every message. Seems to me that things would be MUCH more efficient for both IQFeed and for your users if we could send a message up front when connecting to the feed that indicates we get shipped only the fields we need. I imagine that most users would have a similar scenario. Might be an easy way to greatly increase server efficiency. What do you think?
Data and Content Support »
What is the maximum number of symbols I can watch? Sep 11, 2007 07:19 AM
(Total replies: 9)
I currently have the standard 500 symbols for about $60/month. The feed is input into my own C++ based trading application. What are the levels of upgrading from this to get more symbols and how much does each upgrade cost? I have had various people tell me that the upper limit is 1300 symbols and others have said it is 1800 symbols. I could use around 2000 symbols for my application.
IQFeed Developer Support »
Problem with TCP/IP streaming news Sep 10, 2007 06:12 PM
(Total replies: 3)
Thanks. That does work. How many days of data can I retrieve for the news feed? Seems like I don't get much more than a month if I request one year's worth of data.
IQFeed Developer Support »
Problem with TCP/IP streaming news Sep 10, 2007 05:15 PM
(Total replies: 3)
I am just getting started on writing an interface to the streaming news capability of IQFeed using TCP/IP (sockets). The IQFeed documentation for the SNT command indicates that the date provided is the "oldest date to retrieve in the format YYYYMMDD". Today is 9-10-2007 and I sent a string of "SNT:AAPL::1:20070901:;" to IQFeed. I get only the news for that single day, not all days starting with 9-1-2007. If I change the date to something else like 9-10-2007, I get only that date. It appears that the documentation does not reflect the real way this command works. I would VERY much like to specify a single starting date (like the documentation says I can do) in order to get all news from that point and later up to the current day. Is this possible? How would I do this? |
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