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"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
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Joined: |
Aug 18, 2004 04:09 PM |
Last Post: |
Jan 11, 2018 10:38 AM |
Last Visit: |
Jan 12, 2018 02:14 PM |
Website: |
www.Equivolume.com |
Location: |
Carmel, California |
Occupation: |
Web developer |
Interests: |
.Net, C#, Web Services |
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CBrauer has contributed to 32 posts out of 21185 total posts
(0.15%) in 7,189 days (0.00 posts per day).
20 Most recent posts:
Come join our HedgeTools Consortium, hosted at GitHub. Share your ideas, and benefit from ideas of others, on how to apply Machine Learning to stock market patterns. Please visit: https://igg.me/at/HedgeTools
Charles Brauer CBrauer@CypressPoint.com
Hi,
How many days in the past can I download history data in the HIT format?
Charles
Charles Brauer CBrauer@CypressPoint.com
I'm having difficulty in activating Client Status messages. I send "S,CLIENTSTATSON" and nothing happens. I also tried sending "S,CLIENTSTATS ON". No luck.
I did this after sending "S,NEWSON" and this works. I get News articles, so I know something works.
Is there something else I need to do to get Client Status messages?
Charles
Charles Brauer CBrauer@CypressPoint.com
Hi Tim,
Does “Number of KB queued by IQConnect waiting to be delivered to the client.” mean that I need a faster network, or does it mean that I need a faster machine to process the trades from the IQFeed client?
Charles
Charles Brauer CBrauer@CypressPoint.com
Please add an API call to the Connection Manager (Client Stats) to return the KB Queued amount. We need to know if our processing is delayed.
Thanks Charles
Charles Brauer CBrauer@CypressPoint.com
When I compare my watch prices with those reported by StreetSmartEdge, and I realize that my trades are behind that of StreetSmartEdge. My processing must be falling behind.
Is there any way to ask the Connection Manager if my watch feed is delayed (trades are queued up for delivery), and if so, how big is the queue?
Charles
Charles Brauer CBrauer@CypressPoint.com
Hey,
I'm confused by the need to have both Update (Q) and Summary (P) messages.
Since they both have the same format:
1. why two records for the same information? 2. are they used differently? If so... how?
Thanks in advance.
Charles
Charles Brauer CBrauer@CypressPoint.com
What's the alias for RI6T.Z? Why isn't this shown on the INDICES web page?
Charles Brauer CBrauer@CypressPoint.com
I’m interested in various symbols for TRIN indexes.
If I used your web-site “IQFeed.net Market Indices Symbols”, I see: NASDAQ TRIN has symbol: NASTRIN.Z and NYSE TRIN has symbol: TRIN.Z. There is no listing for the Russell 2000 or S&P TRIN shown on this web page.
However, if I do a Symbol Lookup on your web site, looking of the occurrence of TRIN in the name, I get: RIQT.Z for the NASDAQ TRIN and RINT.Z for the NYSE TRIN and RI6T.Z for the S&P TRIN.
What’s the difference between TRIN.Z and RINT.Z and NASTRIN.Z and RIQT.Z?
Charles
Charles Brauer CBrauer@CypressPoint.com
Hey,
In my Watch program all my symbols receive data right at the Open… with the exception of SPX.XO. SPX.XO starts showing data after 20 minutes. Why is SPX.XO delayed? Am I using the wrong symbol for the S&P 500 Index? Is anyone else seeing this?
Charles
Charles Brauer CBrauer@CypressPoint.com
Howdy,
I have been looking at EPS in your Fundamental Message Format. In particular Field 20: Current Year EPS, and Field 21: Next Year EPS.
When I compare your data for symbol GMXR I get a very strange result.
Your Current EPS: -9.17, Next EPS: 0.44 Microsoft Money: Qtr(3/10): 0.05, FY(12/10): 0.46 Yahoo Finance: Ave/ Est(3/10): 0.05, Ave. Est(12/10): 0.49
Where did you guys get a Current EPS of -9.17 from?
Charles
Charles Brauer CBrauer@CypressPoint.com Edited by CBrauer on Apr 9, 2010 at 02:04 PM
I'm aware that my example code does not launch the feed. I do that elsewhere. You said that IQ32.dll is depreciated. In the past I did:
[DllImport("C:\\Program Files\\DTN\\IQFeed\\IQ32.dll")] public static extern int RegisterClientApp( IntPtr hClient, string szProductName, string szProductKey, string szProductVersion);
and I used RegisterClientApp. As I mentioned before, if IQ32.dll is no longer available (in future releases), and if you say that we still need to do RegisterClientApp, then how do we do that.
Some sample code would be greatly appreciated.
Thanks
Charles
Charles Brauer CBrauer@CypressPoint.com
In the last email announcing the new release it said that IQ32.dll was depreciated and would eventually be removed. I thought to myself "If that's so, how do we do RegisterClientApp?" The answer is we don't. It is not needed anymore.
Here is a console application built with Visual Studio 2008. It is in C#:
using System; using System.IO; using System.Net.Sockets;
namespace Fundamentals { class Fundamentals { StreamReader streamReader; NetworkStream IQStream; TcpClient socket;
private void Run() { Int32 portNumber = 5009; try { socket = new TcpClient("localhost", portNumber); Console.WriteLine("socket has been initialized."); } catch (Exception ex) { Console.WriteLine("Error: " + ex.Message); return; }
DownloadFundamentals("IBM"); Console.WriteLine("Done."); }
private void DownloadFundamentals(string sSymbol) { try { IQStream = socket.GetStream(); streamReader = new StreamReader(IQStream);
string quoteString = "w" + sSymbol + "\n\r"; byte[] outputBuffer = System.Text.Encoding.ASCII.GetBytes(quoteString); socket.GetStream().Write(outputBuffer, 0, outputBuffer.Length); socket.GetStream().Flush();
string data = streamReader.ReadLine(); while (data.IndexOf("!ENDMSG!") < 0) { if (data.Length > 0) { if (data.IndexOf("..SYNTAX_ERROR..") < 0) { if (data[0] == 'F') { Console.WriteLine("Data: " + data); return; } } else { Console.WriteLine("Error: " + data); } } data = streamReader.ReadLine(); } return; } catch (IOException ex) { Console.WriteLine("DownloadFundamentals error: " + ex.Message); } return; }
static void Main(string[] args) { Fundamentals go = new Fundamentals(); go.Run(); Console.ReadKey(); } } }
I hope this helps.
Charles
Charles Brauer CBrauer@CypressPoint.com
Please also send me your C# example. Thanks in advance.
Charle
Charles Brauer CBrauer@CypressPoint.com
I just wanted to point out that it is 11:47 California time and your Technical Chat icon on your web page says that the Chat Live Support is unavailable. You said that this server was up until 6:00 CST. Not true.
Charles Brauer CBrauer@CypressPoint.com
You asked: "Were you making historical tick requests or historical minute requests? or both? "
I'm asking for "HM" data. My request string is:
string quoteSymbol = "IBM"; string days = "1"; interval = "1"; string quoteString = "HM" + "," + quoteSymbol + "," + days + "," + interval + ";";
I'm in Callifornia. The market closes at 1:00 PM. My attempt to use Technical Chat was at 1:30 PM California time yesterday. The chat was closed with a message that I should use email.
All symbols are equities. I'm getting "HM" data now (11:00 AM). This same program is used after the market closes (1:00 PM) and all I could get was 0 data.
Charles
Charles Brauer CBrauer@CypressPoint.com
At the market close, the IQFeed client reported an error and connection was dropped. I tried several times throught the afternoon and evening, but I could not download any tic data (one-minute summary data) for over 2100 symbols. IBM was one of these symbols. I use the same symbol list during the trading day and it worked fine. But after the close, it did not work. No Tic data download was possible.
I did not notice the server IP address.
On another matter, your Technical Chat shut down right after the market close and I could not talk with anyone. If the Tic server shuts down again after the market today, is there a phone number I can call. Your technical supprt email doesn't get answered until the next day, so that is too late to see the problem.
Charles
Charles Brauer CBrauer@CypressPoint.com
Yesterday, after the market close, no tic data download was possible. I got 0 data for all securities.
Charles
Charles Brauer CBrauer@CypressPoint.com
Is it your plan to no longer offer Tic data after the market is closed?
Charles Brauer CBrauer@CypressPoint.com
Clearly DTN cannot abandon their current API. A new Publish and Subscribe system would have to be developed in parallel with the existing one.
A Publish and Subscribe system guarantees the delivery of the data. No data is lost.
This solves the problem of a noisy, unreliable internet delivery system that has not implemented the concept of "Quality of Service".
Take a look a www.Streambase.com and www.Tibco.com.
This thread is afterall just a Wish List...
Charles
Charles Brauer CBrauer@CypressPoint.com
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