Hello,

I'm trying to import various symbols into MultiCharts. When I attempt to import various "Index" symbols, I receive the following error message: "You must create exchanges first: NYLED, RUSSELL, RUSSELL-FL"

I understand that this means that MultiCharts doesn't recognize these three exchanges identified in the IQFeed list (namely NYLED, RUSSELL, and RUSSELL-FL), and that I need to define these exchanges manually so that the symbols will import correctly and be associated with these exchanges.

To do so, I need to provide certain information in MultiCharts, such as the full names and trading hours for these three exchanges. However, I can't find this information online. For example, I'm Googling for the name "NYLED," and I can't find any references for this exchange other than on the IQFeed website.

What do these three exchange names refer to, and how do I locate the full names and trading hours for these exchanges? Thanks much.

These are internal names for various exchange entitlements. One thing we are looking at is providing an update to the symbol files which would have a more proper exchange name associated with these abbreviations that would make it more universal for importing/decoding purposes.

NYLED = Nyse Liffe Exchange
Russell and Russell-FL would stand for Russell Indexes while the -FL means they are fee liable indexes from Russell.

The exchanges continue to split up their data into additional fee liable packages, and some of this new naming is to support what is currently going on as well as adding support for future changes. With this, we obviously need to provide some better tools to allow you/our customers to better manage this data within your software and reconcile it with the subscription you have. We will be working to make this better over time!

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Jay Froscheiser
DTN

This already exists in the feed. The same lookup that Multicharts is using to get the short name (I'm assuming they are using the lookup) also includes the long name. For example:

29,RUSSELL-FL,Russell Investments (Fee Liable),
70,NYLID,NYSE LIFFE Interest Rate Derivatives,
115,RUSSELL,Russell Investments,

I will contact thier devlopers and point them to this forum post so that they can evaluate the best way to handle this (or allow users to handle this) in thier software.

-edit-

Just to clarify, we do not currently have a lookup for trading hours in the feed, only the long name exchange descriptions.
Edited by DTN_Steve_S on Feb 14, 2011 at 09:03 AM

Than you very much, Jay and Steve. As a related question, I've generally had some difficulty figuring out details about what symbols and information are contained within each particular feed.

I've noticed that some of your competitors have fairly detailed information on their websites to describe this information, such as this page (with hyperlinks) from TradeStation:

http://www.tradestation.com/brokerage/market_data.shtm

Is there any chance that IQFeed could provide similar information on its website about what symbols and markets are included in specific fees? Or have I just missed that information? That would make it easier for me to find what I need, and make sure that I've ordered the right feeds.
Edited by Xyzzy on Feb 14, 2011 at 01:17 PM
Edited by Xyzzy on Feb 14, 2011 at 01:18 PM

The only pages similar to that page we have on our website are:

http://www.iqfeed.net/index.cfm?displayaction=data§ion=account&menu=1&signup=exchanges
and
http://www.iqfeed.net/index.cfm?displayaction=data§ion=account&menu=1&signup=premiums

The above pages list all of the available exchanges (which list mostly as long names) and premium services and list a cost for each one.

Currently the only way to know which exchange a symbol is on is to look it up in our symbol lookup and match the short name (that the symbol lookup gives) to the long name that the website above gives. Most short names for exchanges are pretty straight forward to decipher this way but there are a few that are included with other exchanges and might be confusing.

I'll look into the possibility of adding the shortnames that each authorization on that page to reduce the confusion.

Thanks again. It would be great if DTN could perhaps beef up the information on these pages to provide more explanation about each exchange.

Returning to the RUSSELL and RUSSELL-FL issues, MultiCharts requires me to define a new "Exchange" before importing these symbols. However, it also requires the trading hours before I can complete that process. ("Trading hours" might be a misnomer for indexes, but it wants to know the relevant hours of operations.)

I can't figure out what the hours are for the Russell indexes, either on the Russell website or elsewhere. Since many of the indexes are global, are they 24/7 indexes? If not, could you point me in the right direction for this information?