I am new to IQFeed. I do most of my accessing data after the close. I don't understand why I often get a set of zero values when I enter a new symbol, particularly an option symbol, as I had thought that the end of day's values would persist. Perhaps this is just the way a real time feed works, in which case it gives me a problem. For example I just entered GM IE, and every value is either zero or N/A. The time is 12 midnight ET.

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Michael Maher

What fields are you getting NA or zeros for? We do reset certain values to prepare for the next day, but values such as bid, ask, last, are still there. Open, High, and Low would be cleared. Usually this doesn't occur until around 3 am, so at 12 you shouldn't have had an issue.

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Jay Froscheiser
DTN Market Access, LLC.

Thanks for your reply.

The fields were all of the ones that are available in the Excel DDE Example. Specifically, and for GM IE :

Quote Items 1 Quote Items 2 Fundamental Data 1 Fundamental Data 2
Avg Mat 0 Mkt Center CBOE Exchange OPRA Split1 Ratio 0
Regional Vol 0 Restricted LT Debt 0 Split1 Date N/A
Tot Assets 0 T Time 0.688194444 Shares Out 0 Split2 Ratio 0
Volume 508 Type b Avg Vol 0 Split2 Date N/A
Tick Vol 3 Trade Date 38447 52wk High 14 Div Pay Date N/A
B Size 102 Exp Date 09/17/05 52wk Low 2.8 Ex Div N/A
A Size 81 ChgFrmOpn 1.6 Cal High 0 Bal Date N/A
Open Int 5767 Days to Exp 135 Cal Low 0 Hist Vol 0
Delay 20 min Prev Vol 757 Div Yield 0 Security Type 2
7day Yield 0 Div Amt 0 Listed Market 14
ET Last 7.6 Div Rate 0 52wk High Date 38566
ET Change 3.5 EPS 0 52wk Low Date 04/19/05
ET Diff 0 Next Year EPS 0 Cal High Date N/A
Last 7.6 5yr Growth % 0 Cal Low Date N/A
Change 3.5 % Held 0
% Chg 0.853659 Beta 0
High 7.9 Assets 0
Low 5.6 Liabilities 0
Bid 7.4 P/E 0
Ask 7.8 Split2 Ratio 0
Range 2.3 Fisc Yr End
Open 6 Name GM SEP 2005 C 25.0
Close 4.1 Option Symbols
Spread 0.4 Leap Symbols
Strike 25 SIC 0
Settle 0
Tick Trend
Bid Tick
Symbol GM IE
NAV

Of course they all have values now, but yesterday, at the time mentioned, they were all zero or N/A. This was not the case with other symbols, only the GM IE, which was new to my portfolio.

I use XLQ to input to Excel, and when it showed the zero values, I went to the sample DDE spreadsheet to try to extract the data directly to see if it was an XLQ or IQFeed problem. When the DDE sheet gave zeros, I assumed it was an IQFeed Issue.

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Michael Maher

Michael,

I will try to remember to check this tonight and see if I can duplicate the issue. I don't know if this would have been related to our system problems yesterday or not. Of course when I check, it was there, but that was about 8am this morning. All data should never be zero for something like this contract that is fairly active. The only data that gets cleared are fields in preparation for the next trading day.

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Jay Froscheiser
DTN Market Access, LLC.

If there was a system problem, then that may explain it. Why don't I monitor it some more to save you staying up all night! Here in Sydney Australia its easier for me to see what is going on at these times. If it happens again, I will add a post.

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Michael Maher