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ropester has contributed to 10 posts out of 21191 total posts (0.05%) in 5,915 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » INTC Apr 20 Put Volume ( NQPD ) Apr 15, 2008 11:28 PM (Total replies: 1)

My broker and all other feeds i use are reporting 87311 for the volume at EOD today. Is there a reason why IQ feed is reporting 95811?

thanks

IQFeed Developer Support » Couple of feature requests? Apr 6, 2008 06:10 PM (Total replies: 1)

Hi, having implemented most of the IQ Feed api in my own app, there are a couple of things which would be really helpful - or if they are there already, could someone point them out?

When i request data, i need to know if it's a valid trading day, i couldn't find anything that helped identify this i.e. if i request day or tick data tonight with '1' day as the parameter i get nothing through...so i have to currently put '3' or more through to get friday's data. i guess i could just work back until i find valid data..

Also i noticed there is a function to request the last X number of ticks, is this possible to do for minute data ? Right now you can only specify minute intervals and number of days to look back over..i..e i might ant just the last 3 hours of minute data but looks like i have to grab the whole days worth of minute data..

thanks

IQFeed Developer Support » Minute data period volume slightly off? Mar 30, 2008 01:40 PM (Total replies: 3)

Hi, i'm just running through the minute trades on a few options - virtually all the data is coming through fine but the data seems to be slightly off..
For example, RIMM 115 April Calls ( RUL DU ) shows 8202 as the total volume for friday..

If i run through every minute in the data and add up the period volume i end up with 7869

Am i missing something?

thanks
Si

IQFeed Developer Support » Interest rate on Black-Scholes? Mar 30, 2008 11:38 AM (Total replies: 0)

Does anyone know what interest rate i should be using when calculating call/put implied volatility through Black-Scholes? I am using the 10 Yr T-Note right now but notice that several sites are all using different ones...

thanks
S

IQFeed Developer Support » Simple C# Example, Anyone? Mar 30, 2008 11:35 AM (Total replies: 4)

I have references to AxIQFEEDYLib IQ_APILib, IQFEEDYLib, DTNHISTORYLOOKUPLIb, DTNNEWSLOOKUPLib etc..

I pulled most of it from the C# example they provided, I'm not doing a console app but..

In my form class i have

static public AxIQFEEDYLib.AxIQFeedY IQFeed;

In InitializeComponent i have..

IQFeed = new AxIQFEEDYLib.AxIQFeedY();

((System.ComponentModel.ISupportInitialize)(IQFeed)).BeginInit();
IQFeed.Enabled = true;
IQFeed.Location = new System.Drawing.Point(486, 8);
IQFeed.Name = "IQFeed";
IQFeed.OcxState = ((System.Windows.Forms.AxHost.State)(resources.GetObject("IQFeed.OcxState")));
IQFeed.Size = new System.Drawing.Size(100, 24);
IQFeed.TabIndex = 4;
IQFeed.Visible = false;
((System.ComponentModel.ISupportInitialize)(IQFeed)).EndInit();

All the other form setup is in the code. I've not tried decoupling the object from the form yet..

Hope that helps..

S

IQFeed Developer Support » Historial minute option data? Feb 24, 2008 06:32 PM (Total replies: 3)

I'm guessing the volume is too low hence no data..ok i see...picked a daft contract to test against, i used an ITM contract and it all came up fine. Thanks again.

S

IQFeed Developer Support » Historial minute option data? Feb 24, 2008 06:30 PM (Total replies: 3)

Trying IBM CM right now, trying a few others. Keeps coming back as ERROR..

IQFeed Developer Support » Historial minute option data? Feb 24, 2008 06:24 PM (Total replies: 3)

Does IQ not supply 1/5 minute historical option data at all? I'm just looking for the 2-3 weeks max..

IQFeed Developer Support » RequestMinuteHistory not working? Feb 24, 2008 06:12 PM (Total replies: 2)

Just figure it out before the reply, forgot we're on a sunday - time for more coffee.

thanks
S

IQFeed Developer Support » RequestMinuteHistory not working? Feb 24, 2008 06:00 PM (Total replies: 2)

Hi, i'm new to using iQFeed so apologies. I've set everything up ok and i'm getting daily,weekly and monthly historical data fine but when i do RequestMinuteHistory("IBM",1,1) or RequestMinuteHistory("IBM",2,5) as examples (i've tried a bunch of tickers with no success) then the OnAbortedLoaded ( string ) gets called except the string is just empty so i have no idea why i'm not getting data..

Any ideas on this?

thanks
S


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