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Viewing User Profile for: DTN_Tim Walter
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Joined: Apr 25, 2006 12:17 PM
Last Post: May 22, 2018 01:45 PM
Last Visit: May 22, 2018 01:58 PM
Website: http://www.dtniq.com
Location: Omaha, NE
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DTN_Tim Walter has contributed to 1159 posts out of 18499 total posts (6.27%) in 4,413 days (0.26 posts per day).

20 Most recent posts:
IQFeed Developer Support » Historical options data May 22, 2018 01:45 PM (Total replies: 4)

Good afternoon,

It is trades only as well.

Tim

IQFeed Developer Support » Historical options data May 21, 2018 09:29 AM (Total replies: 4)

Good morning,

That is correct, around that time we switched to the OSI symbol standard. Prior to that, symbols were reused and old data was deleted.

Tim

IQFeed Developer Support » LabelAtBeginning on Linux May 14, 2018 08:43 AM (Total replies: 1)

Good morning Alex,

Are you speaking about the beta version? What were the issues you ran into?

Tim


Good morning,

I do not foresee a native Linux app happening soon, but it remains something we would like to do. We have a large number of users who have had luck using WINE as an interim solution though so hopefully that might be an option you could consider.

Tim

Data and Content Support » Trade types May 9, 2018 02:09 PM (Total replies: 8)

The exchange will occasionally send a volume update that will include any trades that are not in the regular feed. It will also reference any changes to the previously totaled volume due to corrections they may have sent.

With futures specifically, sometimes the unseen volume comes from spread trades and things like that. But, I do think these are often ignored in peoples's feed handling.

Tim


Good morning,

Sorry, yes we are looking into this, but I have not found the answer yet. We will find out where that extra digit is being truncated and get it written up for resolution.


Tim

Data and Content Support » Trade conditions May 7, 2018 06:57 AM (Total replies: 1)

Good morning,

I tried to go back and look at this, but unfortunately we do not save that original message from the exchange for very long, just due to the volume of data that equity options have. I am fairly confident that was what we were sent by the exchange, since we do not have any code that inserts, deletes, or changes trade conditions.

I wish I could provide some more detail/evidence to support my claim, but if you continue to see issues let us know and we can try to do some additional debugging.

Tim


We are getting closer to being able to help this and I believe that the lists we will be returning will have the price and volume. So you should be able to create something to parse out the values you care about without much trouble.

We may be able to build in the filtering for you, but it would be in a subsequent release I think. We'll get it on the books for you though.

As to the time frame for the first poster, within the next month or two is probably reasonable to expect.

Thanks for the idea and your business.

Tim

IQFeed Developer Support » Symbol suffix for 'rights' May 3, 2018 01:18 PM (Total replies: 2)

Hello,

It looks like that is GUT.R

Let us know if you run into anything else.

Tim

IQFeed Developer Support » Daily not adjusted close price May 3, 2018 08:40 AM (Total replies: 1)

Good morning Ondrej,

I am sorry, we do not have non-adjusted daily data available at this time. You could build bars from the underlying minute data if you need this, nowhere near as convenient I know, but I think that is the only path I could offer.

Tim

IQFeed Developer Support » Price change updates after market close May 2, 2018 06:59 AM (Total replies: 2)

Good morning,

I think you have the fields that you need for this already. I would probably just have some code that says

if TradeDate != SettleDate
use LastPrice
else
use SettlePrice

This way as soon as the current day's settle comes in, your code will just toggle over to the fields that you want and inherently ignore the additional regular trades.

But, many things do trade overnight as well, and if you want to start reading in C trades again later the same day, the logic above will miss that. So alternatively,

if (TradeDate != SettleDate) || (DateTimeOfCurrentDay > DateTimeOfNextOpen)
use LastPrice
else
use SettlePrice

We do not have the market hours in our API feed, so you would want to get the market hours from the contract specs or from these pages where we have compiled some of that info for you.

CME: http://www.iqfeed.net/symbolguide/display.cfm?eight=0800A96A.cfm&six=06000429&title=DTN%20-%20CME%20GROUP%20TRADING%20HOURS
NYMEX/COMEX: http://www.iqfeed.net/symbolguide/display.cfm?eight=0800A970.cfm&six=06000429&title=DTN%20-%20NYMEX%2FCOMEX%20TRADING%20HOURS

Hopefully, one of those scenarios will match your need, but let me know if you have any questions.

Tim

IQFeed Developer Support » SPY historical Apr 30, 2018 12:58 PM (Total replies: 1)

Good afternoon,

We limit tick requests to 8 calendar days during market hours. Just try the request after 4pm and you can see the full data.

Tim


It is, and a good catch that he could retrieve the data in that way.

The problem with not clearing those fields is that if a last exists, uncleared, and it doesn't trade right away in the morning, someone can confuse yesterday's data with today's. We keep the last price in the close field of the level one data, but we don't have previous open, high, low, etc yet.

Bid and ask prices are cleared by the exchange usually, so we could not keep those I do not think.

Tim


Hello,

There are daily requests that can be made that are documented at the link below that will meet your requirement without having to do any time filtering. But, intraday requests are always based on the unadjusted data.

http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm

Just make sure you are logged in to the developer site when you click the link or you will not get the anticipated page.

Tim

IQFeed Developer Support » chronological order of ticks received? Apr 19, 2018 04:41 AM (Total replies: 1)

Good morning,

Yes, trades per symbol, should be chronological.

Tim


Good morning,

I have seen this happen, but have not been able to track down the specifics to recreate it and resolve it. It is something we have discussed, but at this time, the best answer I have is to simply re-request when a socket error comes up. We are working on solutions currently that will improve this process I think and hopefully we will be able to discuss those enhancements soon.

Tim

IQFeed Developer Wish List » Interval L1 Update data Apr 12, 2018 12:05 PM (Total replies: 1)

Hello Rich,

There is not currently, but I believe some sort of snapshot would make a lot of sense and bring some solid value to the table for you and others. I will make sure your request gets logged so that we can consider it in a future build.

Thanks for the idea.

Tim


Good morning,

Just a point of clarification, we are not going to have historical chains even when the currently planned changes are done. We do plan on providing an expired symbols list that you can parse, most likely as a download from our website, but that work is not complete yet.

I will try to get an update on the status for you and let you know.

Tim

IQFeed Developer Wish List » Ignore OddLot/SoldOutOfSequence ticks Apr 9, 2018 08:20 AM (Total replies: 26)

Sorry, this was a correction sent to us by the exchange and it is processed completely different than the live stream. I'll get this on the books for us to fix this as well. Sorry that we didn't catch this on the initial work.

Tim

IQFeed Developer Support » Mystery number Apr 6, 2018 01:56 AM (Total replies: 3)

No problem, just let me know if anything else comes up.

Tim


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