mw
-Interested User-
Posts: 16
Joined: May 12, 2004
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Posted: Jun 22, 2004 05:49 PM
Msg. 1 of 10
Greetings - At least as of the latest IQFeed API (2.3.0.1), no daily history is available for Canadian exchange symbols with the following format
C.symbol.suffix - as in:
C.BBD.B C.SPF.U
etc. Others, such as C.NT, return daily history information just fine. Confirmed using third party applications as well as "history.exe" from the tool kit (which reports "Symbol Not Found").
Symbol Lookup on "Superior" will properly list "SUPERIOR PROPANE INCM FD" aside symbol C.SPF.U (the exchange symbol is SPF.UN) - however daily/weekly/monthly history lookup will return 'Symbol not found'.
Cheers Mike
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David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004
I'd rather be...
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Posted: Jun 22, 2004 06:47 PM
Msg. 2 of 10
I have had a similar issue. (IQFeed API 2.2.7.2) A customer reported he could not get daily - monthly data on the following symbols: C.TEK.U and C.SMU.U. Interday does come through. I verified it in my program and history.exe. Symbol not found is the error message. The customer was told by support that they get all time frames for these symbols. This complicates the issue - I am curious as to what the support guys are using to get their data as I have run into this issue in the past. Thanks, David LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393
IQXP Software http://www.iqxp.com
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mw
-Interested User-
Posts: 16
Joined: May 12, 2004
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Posted: Jun 22, 2004 07:00 PM
Msg. 3 of 10
I verified the issue using the tool kit tools, as well:
- Dynastore - fails whenever it attempts to download daily and up history data for symbols of this format - Neoticker, latest 3.5 with the latest client, same behaviour as the history tool - Hyperserver, daily history downloads fail, same behaviour
So I think its fairly safe to say that the issue is on the IQFeed side of the API.
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mw
-Interested User-
Posts: 16
Joined: May 12, 2004
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Posted: Jun 25, 2004 01:59 PM
Msg. 4 of 10
Any comments on this?
Unlike US markets, the TSX has a HUGE percentage of stocks where the primary common stock traded is a class A or B stock, or the stock itself is an income trust (they all end in .UN on the exchange, or .U from IQFeed).
438 of the top 1325 symbols are of the format
ABC.B or ABC.U or BBD.B.WT or well, you get the picture.
Many third party applications simply crap out when they are asked to request history bars from IQFeed for these symbols. I suspect you have the data, its an API issue of some sort. Clearly the symbols are being located - its just history retrieval for anything daily bar size or longer.
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Jun 29, 2004 03:16 PM
Msg. 5 of 10
Sorry for not providing a response sooner. We have identified the issue and are working on a fix. It is a feed issue.
Jay Froscheiser DTN Market Access, LLC.
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LonnieS
-King of IQ Development-
Posts: 127
Joined: Jun 2, 2004
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Posted: Jun 30, 2004 07:59 AM
Msg. 6 of 10
The problem was in symbol identification in our history servers, a fix should be live in about a week. This will not require a change in the IQFEED release.
The symbols mentioned in the posts: C.BBD.B, C.SPF.U, C.TEK.B and C.SMU.U, all tested fine for daily, weekly, and monthly after the fix. (There is no C.TEK.U so I assumed C.TEK.B was the intended symbol.)
Note that the .U suffix on Canadian symbols, representing trading in US dollars, is not DTN standard. It should be .US to match the other DTN Quote delivery systems and will be changed at some time in the future (over a weekend). A notification will be posted on this forum and on the DTNIQ and IQFEED websites for the change at least a week in advance.
Lonnie Shumate Development Manager, IQ Systems DTN Market ACCESS
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mw
-Interested User-
Posts: 16
Joined: May 12, 2004
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Posted: Jun 30, 2004 01:58 PM
Msg. 7 of 10
Lonnie,
Thanks for the update, that's good news.
Important: I have one correction for you - DO NOT assume that all "C.symbol.U" format symbols are representing trading in US Dollars. They are not - the vast majority of these symbols are UNIT TRUSTS. Their native symbol on the TSX ends in .UN.
It DTN and eSignal symbology is similar here - both use ".U" as a suffix for these names. Frankly if you were going to change them, moving the legit unit trusts to .UN would be an excellent move IMO, making it clear.
There are a ton of Unit Trusts (income trusts) on the TSX - its been a huge growth sector in Canada.
So be forwarned and be careful!
PS: The TSX also announced this year that they will be changing symbology for shares without voting rights. i.e. BBD.B will change to something like BBD.B.NV if I recall.
If you aren't aware of this you should contact them or read their media section - there was a release in the past three months if I recall correctly. Edited by mw on Jun 30, 2004 at 02:00 PM
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mw
-Interested User-
Posts: 16
Joined: May 12, 2004
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Posted: Jul 20, 2004 01:32 PM
Msg. 8 of 10
Quote: The problem was in symbol identification in our history servers, a fix should be live in about a week. This will not require a change in the IQFEED release.
Any update on this Lonnie? Its still an issue. Cheers Mike
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LonnieS
-King of IQ Development-
Posts: 127
Joined: Jun 2, 2004
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Posted: Jul 20, 2004 05:59 PM
Msg. 9 of 10
We're hoping to get this correction live this weekend. This is a large history release and has taken more time in Quality Assurance (QA) testing than we had hoped.
Lonnie Shumate Development Manager, IQ Systems DTN Market ACCESS
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mw
-Interested User-
Posts: 16
Joined: May 12, 2004
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Posted: Aug 10, 2004 02:45 PM
Msg. 10 of 10
Just a note of thanks for fixing this issue!
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