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An updated version of the file is available: ftp://www.dtniq.com/beta/IEOPTION.zip

The folder ftp://www.dtniq.com/beta/ also contains some dated past versions of this file.



Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Nov 20, 2019 at 11:07 AM
Edited by DTN_Gary_Stephen on Nov 20, 2019 at 11:07 AM


I have requested that a new version of the file be generated.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



The short answer is: that's an incorrect assumption.

The Close of a minute is not necessarily the Open of the next minute, even within the same day. Minute data is built from individual trade data within that minute. For example, the last transaction of the 10:00 minute can have a price $5.00, and the first transaction of the 10:01 minute can have a price of $5.01. That would give you a 10:00 Close of $5.00 and a 10:01 Open of $5.01. This is common.

In other words, IQFeed doesn't publish an Open based on the Close of the previous interval. An Open only occurs when a new transaction happens, and that new transaction may be at a different price level than the previous.

Sometimes the Open of a minute (or any interval) will match the Close of the previous one, but this is by circumstance only.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » API on Linux Oct 31, 2019 09:23 AM (Total replies: 1)

Marcin,

IQFeed has always been developed as a Windows program. The app IQConnect.exe is what makes the connection to the API servers. The only thing you have to do is launch it with some parameters to make the connection with the IQFeed servers.

IQFeed does have a number of Linux users, and there is a long-term plan to implement IQFeed for it, though there is currently no ETA. So, in the meantime, you’ll have to use Wine or a comparable solution to run IQConnect.exe in Linux. I can help with this.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



I am looking into this now, and will post an answer soon.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Futures Options symbol construction Oct 14, 2019 11:26 AM (Total replies: 3)

Yes, that name convention appears to be correct. I'm finding option symbols for:

@JPUJ20P9300 JPY/USD PREMIUM SYLE 2PM FIX APRIL 2020 PUT 9300
@GBUJ20C12400 GBP/USD PREMIUM STYLE 2 PM FIX APRIL 2020 CALL 12400

By the way, I was able to locate these with the IQFeed.net symbol lookup tool at:
http://iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support§ion=guide&web=iqfeed

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Allow me to introduce myself. Oct 14, 2019 10:39 AM (Total replies: 0)

Hello! This is Gary Stephen with DTN. It occurs to me that I jumped into this forum without properly introducing myself, so I will do so now.

I joined the IQFeed team at DTN in July of this year. I specialize in supporting the IQFeed API, and to a lesser extent IQFeed in general, and other DTN product APIs. I worked for DTN from 2012-17 in a different capacity, and am happy to have rejoined the company. I am based in Omaha, where our corporate office is, but I'm from Florida originally. Much of my background is in websites; I like working with HTML/CSS, PHP, MySQL, and JavaScript.

I am tasked with answering emails, chats, and forum posts. I try to get to everything as quickly as possible. The developer support address comes directly to me. Feel free to send me any questions you may have about the API! It's great to be here, and I hope I can help you get the most out of the product!


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Steve_S on Oct 14, 2019 at 11:01 AM


I can give you a little information about the Trade Aggressor field. As of Protocol 6.1, which was released about a month ago, the Trade Aggressor is explicitly reported. The field is available in both watch and historical requests, but the watch command has to be customized to do so via a http://www.iqfeed.net/dev/api/docs/DynamicFieldsets.cfm]Dynamic Fieldset. This will be available for the ICE and CME exchanges going forward; there is relatively little historical data as the exchanges only recently started reporting this.

To your other question:

Quote: Can anyone tell me why comparing the price to the bid and ask in a tick record does not seem to work?


There have been entire academic studies devoted to that question, such as:

https://pdfs.semanticscholar.org/b9b9/257d161bb6fee796dd9a1b9bb725abf3b7b3.pdf

https://quant.stackexchange.com/questions/14512/algorithm-to-detect-the-aggressor-side-of-a-trade

I can't really advise you on how to design an algorithm, so I hope the above links are helpful. I can answer any questions you may have about the data the API returns.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Futures Options symbol construction Oct 14, 2019 09:41 AM (Total replies: 3)

Try:

@EUUZ19P11100
@EUUZ19C11200

Note the extra U after the base @EU, before the month code.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » News Story Download Limit. Oct 11, 2019 11:28 AM (Total replies: 6)

The Error code 15 means "empty XML document." It means the request didn't return anything. There's no matching stories for the parameters you specified (date, symbol, provider, etc.) If you're not sure why you're getting such an error, post the command you're doing and I can take a look. Let me know your Protocol also, or if you are not specifying one.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » What does this error mean? Oct 10, 2019 08:49 AM (Total replies: 3)

WSAEWOULDBLOCK is a windows socket error code. It means that IQConnect tried to send data to your application, but there was no space left on the socket buffer to receive it. When this happens, IQFeed queues any further data until that data can be delivered, or the app disconnects. The next two lines indicate that this happened (the socket closed and the app disconnected). The remaining lines describe IQConnect/IQFeed shutting down. This is all normal behavior.

So the underlying problem is that the socket buffer is filling, meaning that data is coming in faster than the program is processing it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » News Story Download Limit. Oct 7, 2019 05:31 PM (Total replies: 6)

That sounds like an error on our end. There isn't a news story limit that I know of. I will investigate and follow up on this thread.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » What does this error mean? Oct 7, 2019 03:44 PM (Total replies: 3)

I will review this log and let you know my findings. We may want to get a more complete log from you as well.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Average Volume field in fundamental data Oct 7, 2019 03:43 PM (Total replies: 1)

We are discussing making an update to this effect. Adding units for clarity is a good idea, but we want to do it for all columns that might benefit from it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » NHL Request Documentation. Oct 7, 2019 03:25 PM (Total replies: 4)

Yes, this is correct. The text on the help page is unclear. I will have it corrected.

You can specify news from any specific date (20191007) or any date range, which is separated by a dash (20191001-20191007). If you want more than one specific date, or date range, you separate them with a colon:

For example:

NHL,,QQQ,,10,20191007 (returns stories from October 7)

NHL,,QQQ,,10,20191001-20191007 (returns stories from October 1 through October 7, inclusive of all dates in between)

NHL,,QQQ,,10,20190612:20191007 (returns stories from October 7 and June 12, but no dates in between)

NHL,,QQQ,,10,20190612:20191001-20191007 (returns stories from June 12, and October 1 through October 7)

NHL,,QQQ,,10,20190601-20190607:20191001-20191007 (returns stories from June 1 through June 7, and October 1 through October 7)

And so forth. You can also have three or more dates/date ranges.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » HTT Trade Aggressor Oct 3, 2019 02:17 PM (Total replies: 5)

My only guess is that maybe you were using a different protocol, but there's no past protocol that would produce the comma-separated list you provided for an HTT command. So I really don't know what happened. Definitely let me know if it happens again.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Bugs in SBS (Symbols by SIC lookup) query Oct 2, 2019 04:15 PM (Total replies: 4)

UPDATE: I've been advised by our data people that the missing company names is a known behavior. These are all new symbols, and apparently sometimes it takes a day or two for the company name field to populate. So this is nothing unusual.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Bugs in SBS (Symbols by SIC lookup) query Oct 2, 2019 10:32 AM (Total replies: 4)

OK, I see what you're saying. I will report a bug as:

1. SBS returns no data for 01, 02, 03, 07, 08, 09. I even tried doing SBS,1 instead of SBS,01, but that returns an "invalid code" error. (43, 93, and 94 return no data, but given the public-sector nature of those categories, I suspect that is correct.)

2. I found a total of 152 codes in the SBS command that do not appear in the SSC query. I'll send you an email so we can compare lists.

3. The missing name problem seems to be larger in scope. I got some missing names too, but not the same symbols; for me it happens to YKLTF, AMPO, LCHD. If I run the command again, they are still missing, so it isn't random. If I run a Watch command on those symbols, there's no company name there either. The symbols you listed now show names, and I don't see that any of the symbols have recently activated or deactivated. I will report this also, but I don't think it's necessarily an SBS/SSC problem.


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Oct 2, 2019 at 10:38 AM

IQFeed Developer Support » Bugs in SBS (Symbols by SIC lookup) query Oct 2, 2019 09:10 AM (Total replies: 4)

Yair,

I will investigate this.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » HTT Trade Aggressor Oct 2, 2019 09:09 AM (Total replies: 5)

So far, we haven't been able to reproduce it. I ran the same HTT command last yesterday, and got 0 in the TradeAggressor field where it should be. We are still working on it, though.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



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