Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Everything is working great with the API. I love it." - Comment from Calvin
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: DTN_Gary_Stephen
About Contact
Joined: Jul 3, 2019 11:09 AM
Last Post: Feb 22, 2021 07:30 AM
Last Visit: Feb 23, 2021 06:55 AM
Website:  
Location:
Occupation:
Interests:
Avatar:
Email: gary.stephen@dtn.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
DTN_Gary_Stephen has contributed to 170 posts out of 20005 total posts (0.85%) in 608 days (0.28 posts per day).

20 Most recent posts:
Data and Content Support » Missing OHLC for an SPX option via API call Feb 22, 2021 07:30 AM (Total replies: 1)

Yes, it's supposed to work like that. In general, historical requests will only return data for time periods in which trades exist. This is also true of the HID, HIX and HTT commands.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Yes, LgHubUpdater.exe is a common problem. This keyboard/mouse updater program uses port 9100, which is the same port number as the Lookup/History port uses. If LgHubUpdater it is running, you will not be able to do any request to that socket, but the other connections (such as port 5009, the Level 1 feed)will work fine. The easiest solution is just to shut off LgHubUpdater in Task Manager/Processes or Task Manager/Services.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



For the record, altmany is correct that the IQFeed API will not give you the Greeks correctly; you will have to calculate them yourself using data that it does provide.

The "Fundamental Message" and "Update/Summary Messages" pages of the online IQFeed help will list of all data points that are available via the IQFeed API.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Also, I have submitted a formal request that this functionality be added to the Option Chains API. We will notify you when there is any further news on it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



The only delay with any historical command is if you are not subscribed to realtime data for the symbol you are requesting. For example, the IQFeed Core Package includes NASDAQ data, but it's 10 minutes delayed unless you add a subscription to realtime NASDAQ data. Any historical request would be 10 minutes delayed also. So HDX with the IncludePartialDatapoint parameter would give you a partial daily total up to 10 minutes ago.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



For the record, the number of concurrent clients shouldn't be a factor. The server limits you to a total of 50 requests per second, no matter how many concurrent clients the requests are spread across. Let me know if you want me to dig deeper on this.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Too many simultaneous history requests Dec 28, 2020 09:55 AM (Total replies: 13)

We have increased the number of requests allowed from 25 to 50 per second.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Quote: So I'm curious as to whether your intent is to limit the rate at which requests are initiated, or the bandwidth demand on the servers.


It's to limit the rate at which requests are initiated. If your software works as you describe - by not sending the next request until the last one is complete - then you should never afoul of the limit.


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Dec 28, 2020 at 09:50 AM


UPDATE: The new limit has been raised from 25 historical requests in a second, to 50 historical requests in a second. We are all also sending out emails to users with more information about this change.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Too many simultaneous history requests Dec 22, 2020 01:21 PM (Total replies: 13)

We're actually discussing some of these questions now. I'll post an update as soon as I have any more news.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Too many simultaneous history requests Dec 22, 2020 08:44 AM (Total replies: 13)

All,

This is caused by a recent change to how IQFeed handles simultaneous history requests. See this post for a full explanation:

http://forums.iqfeed.net/index.cfm?page=topic&topicID=5832

In brief: IQFeed now imposes a limit of 25 history requests per second, regardless of how long each request takes to run. Previously, the limit was 15 history requests per second, but when a request completed returning data it no longer counted against your limit. So if your app makes a lot of small history requests - which would exceed the new limit but not the new one - you may have started getting this error message the last couple days. The solution is to limit history requests to 25 per second, regardless of length.


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Dec 22, 2020 at 09:03 AM


Effective immediately, IQFeed has made a change to how it handles history requests.

Previously, IQFeed would allow up to 15 simultaneous active history requests. "Active" meant they had to still be returning data. When one request finished returning data, the number of active requests decreased by one, and another request could begin without exceeding this limit.

Going forward, iqfeed will allow up to 25 historical requests in a second, with no regard to whether past requests have completed. If your application makes a lot of small history requests at a time, this may cause you to start receiving the "E, too many requests" error message.

Whenever you make a new history request, your number of active requests is increased by 1. Every 1/25th of a second (40 milliseconds) this number decreases by one. As long as you don't exceed a rolling average of 25 history requests per second, you will avoid the "too many requests" error. In other words: time your requests such that you do not exceed 25 per second.

This change was made in hopes of setting a more consistent, and easier to understand, bar for historical requests. It was difficult to know whether you had exceeded the old "15 simultaneous active requests" standard; a limit of 25 per second regardless of how long each request takes to run is much easier to work with. Also, it sets a consistent standard for history requests of all sizes, that will work with our server.

These changes pertain to request sent to the history server (port 9100) only. Level 1 (port 5009) requests, and other requests, are not affected. If you have any questions about this change, please ask us!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » 5MS 5-min market summary Dec 21, 2020 09:21 AM (Total replies: 1)

The 5MS command only returns the report once. If you want to receive it every five minutes, you'd have to re-request it each time.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » missing split event? Dec 21, 2020 08:30 AM (Total replies: 6)

The split updating process occurs at 01:50am CT.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » missing split event? Dec 18, 2020 04:45 PM (Total replies: 6)

I should also mention that we entered the 1-for-20 reverse split in this stock dated today. This has been corrected in IQ history and should now be visible.

Furthermore: the stock symbol changed from ANTGF to ANTGD just prior to the split, and it is now listed under ANTGD. This is typical for OTC stocks that undergo reverse splits – a fifth letter “D” is added to the symbol or replaces the previous fifth letter. This is a temporary symbol and after a few days the symbol will revert to ANTGF. This symbol change is an industry standard and not unique to DTN.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » missing split event? Dec 18, 2020 04:38 PM (Total replies: 6)

I don't know the exact timing of the update.

As for GECC, I did not find any history of any splits. I know there are some online websites that mention it, but I could not find any official documentation. GECC merged with Full Circle CApital in 2016 (http://www.investor.greatelmcc.com/node/6246/pdf). GECC declared three monthly distributions of $0.083 per share through December 2020. These can be paid in cash, stock, or a combination thereof. In cases like this, where the shareholder as han option of receiving stock or cash, these can be treated as a dividend. GECC does show a most recent dividend date that would match this payout.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » missing split event? Dec 17, 2020 04:52 PM (Total replies: 6)

ANTGF is a NASDAQ symbol. Splits for NASDAQ symbols are never entered before the day of the split. I would expect that new split to appear tomorrow. (NYSE symbols can, sometimes, be updated in advance, and have a 'last split' date that is in the future.)

I will investigate why GECC's splits aren't listed. If you can provide any other symbols you know of that are missing split data, we can investigate and add it where appropriate.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » COM Interface documentation broken? Dec 15, 2020 01:48 PM (Total replies: 3)

I should be a little more thorough about the COM interface:

The COM interfaces are end of life, and have been for some time now. We will not make any new code changes to the COM interfaces. They can still be used in the IQFeed API, but we only keep them active to support backwards compatibility. If you're working with an older app that used COM interfaces, they still work, and I can help with any questions about it. But no new development should be done with the COM interfaces.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Trade Aggressor: wrong data Dec 15, 2020 09:03 AM (Total replies: 2)

I have learned this result was due to an error that has already been fixed. So the trade aggressor should be correct going forward. Let me know if you get any more cases of this happening!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Trade Aggressor: wrong data Dec 15, 2020 08:49 AM (Total replies: 2)

I have reviewed the data and you are correct. I am investigating further.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Time: Mon March 1, 2021 12:06 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003