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»Forums Index »IQFeed Developer »IQFeed Developer Support »Flogging a dead horse - ETA on seconds granularity for tick timestamp?
Author Topic: Flogging a dead horse - ETA on seconds granularity for tick timestamp? (18 messages, Page 1 of 1)

dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004


Posted: Feb 28, 2005 11:40 PM          Msg. 1 of 18
It's been a while since this topic has flared up so I thought I'd just ask the question of WHEN this feature is expected to arrive. I know that some features have a low priority but given some of the previous threads on this issue I think most developers consider it extremely important.

A quote from Jay in these forums dated May 10, 2004:

"We are actively working on new server and client components which will make this available."


I have a second data feed now (for redundancy) but not having exchange generated time stamps (with seconds) makes it a best guess to determine if I'm missing ticks or to merge the streams.

LonnieS
-King of IQ Development-
Posts: 126
Joined: Jun 2, 2004


Posted: Mar 2, 2005 03:21 PM          Msg. 2 of 18
Our target for second resolution is still end of first quarter.

Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Mar 2, 2005 03:39 PM          Msg. 3 of 18
Will that be in the same release that DTN_Natalie_H says "That version should be sent to our QA group in the next month or two (just a guess)"?

http://forums.iqfeed.net/index.cfm?page=topic&topicID=433

sasha
-Interested User-
Posts: 54
Joined: Jul 21, 2004


Posted: Mar 5, 2005 12:30 PM          Msg. 4 of 18
Does this atleast include the DTN and/or exchange trade sequence number?

We requested this last year and Jay indicated it will be included.

This was a very important one to resolve the total inability to resume or recover from a specific trade. Even though its great to have resolution down to seconds, additionaly its even more important to have the actual trade sequence so we can do a perfect recovery, synchronization and backfill between realtime and historical intraday.

Please tell us its included?

LonnieS
-King of IQ Development-
Posts: 126
Joined: Jun 2, 2004


Posted: Mar 15, 2005 03:03 PM          Msg. 5 of 18
The next IQFeed release supports the Exchange Trade Sequence number. The actual transmission of the sequence number may not begin immediately but may be delayed a week or so as the servers come on line.
Yes, it's the same release. It's in QA now for testing.

Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS

tradinoncoffee
-Interested User-
Posts: 38
Joined: Dec 9, 2004


Posted: Mar 16, 2005 04:11 PM          Msg. 6 of 18
Sorry, not a developer here, but I have been interested in seconds information in my data and wondering if, as a subscriber, what you are referring to here will enable the data I receive to have seconds as part of the time stamp for each tick. TIA

Tradinoncoffee

dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004


Posted: Mar 16, 2005 06:45 PM          Msg. 7 of 18
TIA,
Currently the time stamps do NOT have second resolution (hard to believe I know). However the good news is that IQ feed have promised new software that will have many enhancements including seconds on the time stamps. If you check out LonnieS' post earlier in this thread, you can see that it is due at the end of this quarter. That's just 2 weeks away........hang on, I'm assuming that LonnieS meant the first quarter of this year.......and we all know what happens to people who assume things. ;-)

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: May 3, 2005 04:16 PM          Msg. 8 of 18
I assume the number of recent "hardware failures" means that the new release is still being tested.
Edited by skunk on May 3, 2005 at 04:53 PM

dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004


Posted: May 3, 2005 09:54 PM          Msg. 9 of 18
I'm located in Australia where the end of the first quarter has come and gone. I know Australia's time zone is ahead of the USA so can someone tell me when the first quarter will finish over there?

:-)

nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004


Posted: May 3, 2005 11:14 PM          Msg. 10 of 18
In the US, the end of quarter is traditionally acknowledged when the Fed lowers interest rates and with a DOW rally of 1,000 points… give or take.

gautham
-Interested User-
Posts: 6
Joined: Sep 22, 2004


Posted: May 6, 2005 09:52 AM          Msg. 11 of 18
What is meant by "regional" exchanges? I am also trying to get data at second level for past tick data for highly trades stocks such as MSFT. I can only get at the minute level. I am using the TCP to connect to the iqfeed.

dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004


Posted: May 25, 2005 04:26 PM          Msg. 12 of 18
In case you missed it, a recent quote by DTN's Jay in a separate thread (this week):

"A new version of IQFeed should be in Beta this week which will have better reconnection handling. It sounds like it will solve your problem. We will be releasing to developers this week, and ..."

Could this be it!!!

So Q1 finishes end of May in the USA.

Hey nsolot, get ready for the DOW to rally 1000 points, give or take!

nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004


Posted: May 25, 2005 07:45 PM          Msg. 13 of 18
Hey, I've been misquoted. First the Fed has to cut rates, which IF it happens would be the end of the quarter

http://federalreserve.gov/fomc/#calendars

then you get the 1,000 point rally!

dhakme
-DTN Evangelist-
Posts: 150
Joined: Sep 17, 2004


Posted: May 26, 2005 07:30 PM          Msg. 14 of 18
Looks like I Jumped the gun.
Although the IQfeed client v2.3.0.3 beta was released today, the server side enhancements have not been released so things like "second resoultion and tick correction" are not here yet. It's a step in the right direction but clearly the end of the 1st Quarter in the USA is not yet upon us (as further supported by the US Reserve not lowering interest rates and the Dow only posting modest gains).

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Jun 14, 2005 02:22 PM          Msg. 15 of 18
"The next IQFeed release supports the Exchange Trade Sequence number. The actual transmission of the sequence number may not begin immediately but may be delayed a week or so as the servers come on line.
Yes, it's the same release. It's in QA now for testing."

How long is "a week or so" in earth time?

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Jun 24, 2005 11:09 AM          Msg. 16 of 18
10 days have passed.

Nobody brave enough to commit?

LonnieS
-King of IQ Development-
Posts: 126
Joined: Jun 2, 2004


Posted: Jun 24, 2005 01:49 PM          Msg. 17 of 18
Actually the next release of IQFeed, that supports second resolution and exchange sequence numbering, is in Beta to Third Party Developers right now.

But IQFeed doesn't generate it's data, of course. And the servers that support this new functionality are NOT going to be out concurrent with IQFeed. There are several reasons for this but none that you care about or that I'm going to bore you with. Suffice it to say that we are working daily to get the server release out, but other priorities have delayed that release and siphoned off our development resources.

I did state in an earlier post that the target date for this release (the whole thing, not just IQFeed) was end of first quarter.

I apologize, I failed to meet that target. I will not give another date at this time since it raises expectations, and even if we complete development near term, which I hope to do, it still has to be tested through Quality Assurance. This is a major release affecting a large portion of our server farm and I cannot predict how long QA will need for testing.

Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Jun 24, 2005 02:33 PM          Msg. 18 of 18
Thank you for your candid response.
 

 

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