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»Forums Index »IQFeed Developer »IQFeed Developer Support »Number of subscibed symbols
Author Topic: Number of subscibed symbols (5 messages, Page 1 of 1)

AHA
-Interested User-
Posts: 36
Joined: Jan 31, 2012


Posted: Aug 4, 2021 04:36 AM          Msg. 1 of 5
I subscribe to 26 symbols. Usually everything is fine

But yesterday IQFeed showed 16 symbols only. This happens appr. once a year causing no data for that particular day for the missing symbols.

Is there a best practise on how to programmatically handle this (e.g. query the number of my subscribed symbols on IQF server and the just restart my app)?

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 219
Joined: Jul 3, 2019


Posted: Aug 4, 2021 10:29 AM          Msg. 2 of 5
You regularly follow 26 symbols, and about once a year, you only receive Level 1 data for 16 of them? That is strange. I have never heard of behavior like this. My best guess is that some of the watch commands didn't get sent properly. It is also possible for a symbol not to have any trades in a day, but having that happen to 10 symbols one day a year seems extremely unlikely.

There is a way to know how many symbols you are following. If you connect to port 9300 (the admin port), you can request client stats. This will give you messages like:

S,CLIENTSTATS,1,5,putty.exe,20210804 085658,6,0,0.58,47746.46,0.00,

The 6 is the number of symbols I'm currently following. If you have multiple connections working, each will have its own S,CLIENTSTATS record every second. This information is used to build the Feed Stats screen in IQFeed.

The bottom of page http://www.iqfeed.net/dev/api/docs/AdminSystemMessages.cfm lists what each item in the message means. Remember to send S,SET PROTOCOL to port 9300 as you normally would, to get the current version of the message.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

AHA
-Interested User-
Posts: 36
Joined: Jan 31, 2012


Posted: Aug 4, 2021 08:20 PM          Msg. 3 of 5
There were trades that day, @ES was also affected.

Is this the only way to get the number of symbols connected (port 9300)?

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 219
Joined: Jul 3, 2019


Posted: Aug 5, 2021 08:40 AM          Msg. 4 of 5
You could also send the command S,REQUEST WATCHES to the Level 1 port. This will give you a list of all symbols you are currently watching, in this format:

S,WATCHES,@ES#,AAPL,MSFT,TSLA

This command doesn't tell you the total number of watches, but it tells you each symbol and you can determine the total count from that. Another advantage of this approach is that you can request it on the Level 1 port, and don't need to connect to the Admin port if you're not otherwise using it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

AHA
-Interested User-
Posts: 36
Joined: Jan 31, 2012


Posted: Aug 5, 2021 03:09 PM          Msg. 5 of 5
Very good. I prefer the Level 1 port since I don't want to open another connection.

Thanks for your help.
 

 

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