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20 Most recent posts:
IQFeed Developer Support » @ES# history lookup returns duplicate dates with different values for Sep-2014 Oct 16, 2014 02:05 PM (Total replies: 2)

Hi,
History download seem to be OK again (at least for @ES# there are no duplicates),
Can I assume the bug was fixed and it is safe to work with the data again?
Thanks

IQFeed Developer Support » @ES# history lookup returns duplicate dates with different values for Sep-2014 Oct 15, 2014 09:07 AM (Total replies: 2)

Hi,

I checked this on the continuous contract for the ES and Oil.

I noticed it in my data download application and checked it with the DTN supplied C# and Java samples to make sure its not a bug in my code.

Below is the output of a history lookup, I changed the code to display the line every time 09-18 17:00 appears in the incoming strings (as it arrives form the socket).

It did not happen with stocks symbols.

I tested 60 & 3600 seconds interval.

Checking the incoming data I can see that a large part of September 2014 is duplicated in the results (same dates, different values).

Another thing, when I tried to get data only from 2014-09-18, no data was duplicated. It occurs when I ask data for a longer time frame.

Please advise,


>>
Q to quit
==>18
Symbol: @ES#
Interval (seconds): 3600
Begin Date Time (CCYYMMDD HHmmSS): 20130918 000000
End Date Time (CCYYMMDD HHmmSS): 20141015 235959
Begin Filter Time (HHmmSS): 000000
End Filter Time (HHmmSS): 235959
Data direction ('0'=Newest To Oldest '1'=Oldest To Newest default='0'): 1
Request ID: _@ES#
Data Points Per Send:

_@ES#,2013-09-18 17:00:00,1719.25,1717.25,1718.75,1718.50,2324132,111934,
_@ES#,2014-09-18 17:00:00,2014.50,2011.75,2011.75,2014.25,331621,9644,
_@ES#,2014-09-18 17:00:00,2006.75,2004.00,2004.00,2006.25,1397788,103013,


Other tests

_@ES#C,2013-09-18 17:00:00,1690.75,1688.75,1690.25,1690.00,2324132,111934,
_@ES#C,2014-09-18 17:00:00,2006.50,2003.75,2003.75,2006.25,331621,9644,
_@ES#C,2014-09-18 17:00:00,2006.75,2004.00,2004.00,2006.25,1397788,103013,

_+CL#,2013-09-18 17:00:00,107.41,107.23,107.32,107.41,206726,1390,
_+CL#,2014-09-18 17:00:00,93.09,93.00,93.04,93.00,155511,662,
_+CL#,2014-09-18 17:00:00,92.01,91.92,91.96,91.92,160330,740,

Command sent to the server
HIT,@ES#,60,20130918 000000,20141015 235959,,000000,235959,1,_@ES#,1000

duplicate entries for 2014-09-18 17:00:00

_@ES#,2013-09-18 17:00:00,1718.50,1718.25,1718.25,1718.50,2324132,45,0,
_@ES#,2014-09-18 17:00:00,2014.50,2014.00,2014.00,2014.25,331621,42,0,
_@ES#,2014-09-18 17:00:00,2006.75,2006.25,2006.25,2006.25,1397788,1008,0,


When I ask for the following there is no duplicates:

HIT,@ES#,60,20140917 000000,20141015 235959,,000000,235959,1,_@ES#,1000

_@ES#,2014-09-18 17:00:00,2006.75,2006.25,2006.25,2006.25,1397788,1008,0,


But if I just change the starting date to Sep-1 there are:

HIT,@ES#,60,20140901 000000,20141015 235959,,000000,235959,1,_@ES#,1000

_@ES#,2014-09-18 17:00:00,2014.50,2014.00,2014.00,2014.25,331621,42,0,
_@ES#,2014-09-18 17:00:00,2006.75,2006.25,2006.25,2006.25,1397788,1008,0,

IQFeed Developer Support » the parameter is incorrect May 22, 2013 11:43 AM (Total replies: 10)

Ok, thanks for the update.
I am rolling back to 4.9 until a fixed is released.
I will check the connectivity issues
Regards,
Trender

IQFeed Developer Support » the parameter is incorrect May 22, 2013 11:07 AM (Total replies: 10)

Just happened again in level 2
connected to 66.112.148.111
I am thinking to revert to 4.9 client.

This is the application using the 5.0 protocol, less than 15 minutes ago.

2,@EUM13,MD01,1.2879,1.288,15,44,11:54:13.291,2013-05-22,52,11:54:13.281,T,T,T,,05/22/2013 06:54:24.091 PM
2,@EUM13,MD01,1.2879,1.288,14,44,11:54:13.291,2013-05-22,52,11:54:13.281,T,T,T,,05/22/2013 06:54:24.091 PM
2,@EUM13,MD01,1.2879,1.288,15,44,11:54:13.292,2013-05-22,52,11:54:13.281,T,T,T,,05/22/2013 06:54:24.091 PM
2,@EUM13,MD01,1.2879,1.288,14,44,11:54:13.310,2013-05-22,52,11:54:13.281,T,T,T,,05/22/2013 06:54:24.091 PM
S,SERVER DISCONNECTED,05/22/2013 06:54:27.206 PM
S,SERVER DISCONNECTED,05/22/2013 06:54:27.611 PM
S,SERVER CONNECTED,05/22/2013 06:54:28.221 PM
O,05/22/2013 06:54:28.221 PM
TlJ~???1??q<??)U??q"qj?(??>?=z????????xk??2n <s?>???!1H??B??v? ????\????P{?wH??ve +???w?,05/22/2013 06:54:28.636 PM
S,SERVER CONNECTED,05/22/2013 06:54:29.241 PM
C,05/22/2013 06:54:29.241 PM
2,@ESM13,MD01,1679.,1679.25,543,182,11:54:28.783,2013-05-22,52,11:54:13.224,T,T,T,,05/22/2013 06:54:30.066 PM
2,@NQM13,MD02,3042.5,3043.25,32,28,11:54:28.783,2013-05-22,52,11:54:11.542,T,T,T,,05/22/2013 06:54:30.066 PM
2,@NQM13,MD01,3042.75,3043.,28,1,11:54:28.783,2013-05-22,52,11:54:12.753,T,T,T,,05/22/2013 06:54:30.066 PM
2,@NQM13,MD01,3042.75,3043.,28,2,11:54:28.783,2013-05-22,52,11:54:28.783,T,T,F,,05/22/2013 06:54:30.066 PM


Same time on the old application that uses the 4.9 protocol.

U,@EUM13,MD01,1.2879,1.288,15,44,11:54:13,2013-05-22,20,52,110,11:54:13,T,T,,05/22/2013 06:54:24.091 PM
U,@EUM13,MD01,1.2879,1.288,14,44,11:54:13,2013-05-22,20,52,110,11:54:13,T,T,,05/22/2013 06:54:24.091 PM
S,SERVER DISCONNECTED,05/22/2013 06:54:27.206 PM
S,SERVER DISCONNECTED,05/22/2013 06:54:27.611 PM
S,SERVER CONNECTED,05/22/2013 06:54:28.221 PM
O,05/22/2013 06:54:28.221 PM
TlJ~???1??q<??)U??q"qj?(??>?=z????????xk??2n <s?>???!1H??B??v? ????\????P{?wH??ve +???w?,05/22/2013 06:54:28.636 PM
S,SERVER CONNECTED,05/22/2013 06:54:29.241 PM
C,05/22/2013 06:54:29.241 PM
U,@ESM13,MD01,1679.,1679.25,543,182,11:54:28,2013-05-22,20,52,43,11:54:13,T,T,,05/22/2013 06:54:30.066 PM

IQFeed Developer Support » the parameter is incorrect May 21, 2013 04:02 PM (Total replies: 10)

Hi,
Few answers to the questions above:

1. I did not close my applications, they are working from morning (my local time) until now.
2. Both applications are using the TCP sockets to get data. (I used the C# examples as the base for both applications).
3. The last time-stamp is my local time, I just add it to every message I read from the feed.
4. I don't parse the message, at least not in this application, and I save the entire string that arrived from the feed (I just add my time stamp at the end).
5. I think the "T," was just my mistake, I cut it when copying, at the bottom I added a larger section of the same data.
6. seems that the problem started around 11:44:49 EST

New app:
2,@EUM13,MD01,1.2912,1.2914,48,71,11:44:49.551,2013-05-21,52,11:44:49.885,T,T,T,,05/21/2013 06:44:49.287 PM
T<?n,05/21/2013 06:44:49.692 PM
T?n?????|?W ?/????? ?Yb ?n 5w?"-F,05/21/2013 06:44:51.081 PM
T??Q?4??`q?*B5"?#R?Hh??ZE????k+n.hFZ?E?M??(x?cJ?G???S? ????????q,05/21/2013 06:44:51.783 PM
T?H ??J??8^?@ ???Q:o q??B,05/21/2013 06:44:52.672 PM
T<?????????,05/21/2013 06:44:53.031 PM
T"????P<,05/21/2013 06:44:54.965 PM
2,@ESM13,MD01,1665.25,1665.5,1096,684,11:44:49.419,2013-05-21,52,11:44:56.128,T,T,T,,05/21/2013 06:44:55.511 PM

Old App:

U,@EUM13,MD01,1.2912,1.2914,48,71,11:44:49,2013-05-21,20,52,110,11:44:49,T,T,,05/21/2013 06:44:49.287 PM
T<?n,05/21/2013 06:44:49.692 PM
T?n?????|?W ?/????? ?Yb ?n 5w?"-F,05/21/2013 06:44:51.081 PM
T??Q?4??`q?*B5"?#R?Hh??ZE????k+n.hFZ?E?M??(x?cJ?G???S? ????????q,05/21/2013 06:44:51.783 PM
T?H ??J??8^?@ ???Q:o q??B,05/21/2013 06:44:52.672 PM
T<?????????,05/21/2013 06:44:53.031 PM
T"????P<,05/21/2013 06:44:54.965 PM
U,@ESM13,MD01,1665.25,1665.5,1096,684,11:44:49,2013-05-21,20,52,43,11:44:56,T,T,,05/21/2013 06:44:55.511 PM

7. It seems that there was a disconnection ~30 minutes before the garbage started on both apps, before that everything was working correctly for hours (from 5/20 ~11:52:44 PM EST to 5/21 ~11:16:55 AM EST)

New app:
2,@NQM13,MD10,3019.5,3024.25,79,119,11:16:55.772,2013-05-21,52,11:16:50.260,T,T,T,,05/21/2013 06:16:55.154 PM
S,SERVER DISCONNECTED,05/21/2013 06:16:55.154 PM
S,SERVER DISCONNECTED,05/21/2013 06:16:55.731 PM
S,SERVER CONNECTED,05/21/2013 06:16:56.340 PM
O,05/21/2013 06:16:56.340 PM
Z,@EUM13,MD04,1.287,1.2877,181,168,11:16:55.873,2013-05-21,52,11:16:55.137,T,T,T,,05/21/2013 06:16:56.761 PM

Old App:
U,@NQM13,MD10,3019.5,3024.25,79,119,11:16:55,2013-05-21,20,52,43,11:16:50,T,T,,05/21/2013 06:16:55.154 PM
S,SERVER DISCONNECTED,05/21/2013 06:16:55.154 PM
S,SERVER DISCONNECTED,05/21/2013 06:16:55.731 PM
S,SERVER CONNECTED,05/21/2013 06:16:56.340 PM
O,05/21/2013 06:16:56.340 PM
U,@EUM13,MD04,1.287,1.2877,181,168,11:16:55,2013-05-21,20,52,110,11:16:55,T,T,,05/21/2013 06:16:56.761 PM


---------------------------------------------------------------------------------
Sample of more data for item 5 above.

2,@NQM13,MD01,3028.25,3028.5,16,22,14:48:30.526,2013-05-21,52,14:48:30.525,T,T,F,,05/21/2013 09:48:30.110 PM
2,@NQM13,MD06,3027.,3029.75,86,96,14:48:30.524,2013-05-21,52,14:48:30.526,T,T,T,,05/21/2013 09:48:30.110 PM
T<???5??/a?/[I???)????A??`???-d?,05/21/2013 09:48:31.030 PM
T,05/21/2013 09:48:31.405 PM
S,SERVER CONNECTED,05/21/2013 09:48:31.945 PM
C,05/21/2013 09:48:31.945 PM
T???g,05/21/2013 09:48:33.720 PM
T?h???{O?&???H???yE,05/21/2013 09:48:35.090 PM
T??\?E?~????|,05/21/2013 09:48:38.502 PM
T2?x??,05/21/2013 09:48:38.687 PM
S,SERVER CONNECTED,05/21/2013 09:48:39.037 PM
C,05/21/2013 09:48:39.037 PM
S,SERVER CONNECTED,05/21/2013 09:48:39.252 PM
C,05/21/2013 09:48:39.252 PM
S,SERVER CONNECTED,05/21/2013 09:48:39.307 PM
C,05/21/2013 09:48:39.307 PM
S,SERVER CONNECTED,05/21/2013 09:48:42.127 PM
C,05/21/2013 09:48:42.127 PM
T???U`L?^_?)_??c???M?m\,05/21/2013 09:48:43.137 PM
S,SERVER CONNECTED,05/21/2013 09:48:43.482 PM
O,05/21/2013 09:48:43.482 PM
S,SERVER CONNECTED,05/21/2013 09:48:43.692 PM
C,05/21/2013 09:48:43.692 PM
S,SERVER CONNECTED,05/21/2013 09:48:43.957 PM
C,05/21/2013 09:48:43.957 PM
S,SERVER CONNECTED,05/21/2013 09:48:44.012 PM
C,05/21/2013 09:48:44.012 PM
S,SERVER CONNECTED,05/21/2013 09:48:44.277 PM
C,05/21/2013 09:48:44.277 PM
T?,05/21/2013 09:48:44.462 PM
TQy?jj???????'V????x\??=??G44,?D,05/21/2013 09:48:44.992 PM
2,@YMM13,MD01,15379,15380,17,15,14:48:45.450,2013-05-21,52,14:48:45.450,T,T,T,,05/21/2013 09:48:45.042 PM
2,@NQM13,MD01,3028.25,3028.5,16,23,14:48:30.526,2013-05-21,52,14:48:45.450,T,T,F,,05/21/2013 09:48:45.042 PM

IQFeed Developer Support » the parameter is incorrect May 21, 2013 01:59 PM (Total replies: 10)

I recently upgraded from 4.9.x to 5.0.x.
I have a C# program that records streaming data form level 1 and level2.
Since I am still testing the move to the new version, I am running the same program twice.
One is using the old protocol (I am running my old program, I don't specify protocol so it defaults to 4.9)
and the other explicitly using the newest protocol 5.0.

It has been working correct for several days, today I am getting repeatedly the message "the parameter is incorrect" as a popup dialog window.
I noticed that level 2 streaming data is broken and works very slow and for both applications data is
coming in but with bad characters.

I am connected to 66.112.148.222

Level2 data of 5.0 protocol:

2,@NQM13,MD06,3027.,3029.75,86,96,14:48:30.524,2013-05-21,52,14:48:30.526,T,T,T,,05/21/2013 09:48:30.110 PM
T<???5??/a?/[I???)????A??`???-d?,05/21/2013 09:48:31.030 PM
T,05/21/2013 09:48:31.405 PM

I thought it could be a problem with my new application, but also the old program that was working very good for many months now is receiving similar garbage characters.
You can also see connection problems with level 2 server.

by the way, Level 1 works fine on both applications.

Level 2 data with 4.9 protocl:

U,@ESM13,MD01,1669.25,1669.5,456,195,14:49:46,2013-05-21,20,52,43,14:49:46,T,T,,05/21/2013 09:49:45.598 PM
U,@ESM13,MD06,1668.,1670.75,2050,1394,14:49:46,2013-05-21,20,52,43,14:49:32,T,T,,05/21/2013 09:49:45.598 PM
S,SERVER CONNECTED,05/21/2013 09:49:45.953 PM
C,05/21/2013 09:49:45.953 PM
T???????,05/21/2013 09:49:48.323 PM
T,05/21/2013 09:49:48.753 PM
S,SERVER CONNECTED,05/21/2013 09:49:49.553 PM
C,05/21/2013 09:49:49.553 PM
S,SERVER CONNECTED,05/21/2013 09:49:49.608 PM
C,05/21/2013 09:49:49.608 PM
S,SERVER CONNECTED,05/21/2013 09:49:49.853 PM
C,05/21/2013 09:49:49.853 PM
S,SERVER CONNECTED,05/21/2013 09:49:50.788 PM
C,05/21/2013 09:49:50.788 PM
S,SERVER CONNECTED,05/21/2013 09:49:50.898 PM
C,05/21/2013 09:49:50.898 PM
S,SERVER CONNECTED,05/21/2013 09:49:50.923 PM
C,05/21/2013 09:49:50.923 PM
S,SERVER CONNECTED,05/21/2013 09:49:52.805 PM
C,05/21/2013 09:49:52.805 PM
T?(?^Us?c,05/21/2013 09:49:53.020 PM
T?(??k????? ,?9\j?,?W??`???`????&???&o??+??|?q8?,05/21/2013 09:49:53.555 PM
S,SERVER CONNECTED,05/21/2013 09:49:53.555 PM
O,05/21/2013 09:49:53.555 PM
S,SERVER CONNECTED,05/21/2013 09:49:54.470 PM
C,05/21/2013 09:49:54.470 PM
T,05/21/2013 09:49:55.620 PM
T??|?,h8'??B,?????2,05/21/2013 09:49:56.885 PM
U,@YMM13,MD01,15378,15380,9,13,14:49:57,2013-05-21,20,52,42,14:49:46,T,T,,05/21/2013 09:49:57.355 PM
U,@ESM13,MD01,1669.25,1669.5,373,195,14:49:57,2013-05-21,20,52,43,14:49:46,T,T,,05/21/2013 09:49:57.355 PM
U,@YMM13,MD01,15378,15379,9,11,14:49:57,2013-05-21,20,52,42,14:49:57,T,T,,05/21/2013 09:49:57.355 PM
U,@YMM13,MD01,15378,15379,8,11,14:49:57,2013-05-21,20,52,42,14:49:57,T,T,,05/21/2013 09:49:57.355 PM
U,@NQM13,MD01,3028.25,3028.5,20,12,14:49:46,2013-05-21,20,52,43,14:49:57,T,T,,05/21/2013 09:49:57.355 PM

IQFeed Developer Support » Interperting Bid/Ask updates using Field 18 (Last Trade Time) of the update message Jan 1, 2012 08:04 AM (Total replies: 1)

I am a bit confused about how to use this field and would appreciate your response:

Just to make sure I understand, when a trade occur and I want to check whether it took place below or at the Bid or above or at the Ask, I will compare it to the Bid and Ask that are sent
in the update message.
I do not have to maintain a variable with the last Bid and Ask values.

I don't understand how to treat "o" updates.
The documentation says: "o" - Some other type of update occurred.
I have tracked the ES and noticed I got some updates with "o".
Sometimes the ask or bid and even the last price changed.
Should it be treated as a trade?

Edited by Trender on Jan 1, 2012 at 03:55 PM

IQFeed Developer Support » Mutiple sockets vs. Multiple Symbols on single socjket Nov 11, 2011 11:51 AM (Total replies: 1)

Hi,

I would like to collect several symbols and markets statistics using Level1 and Level2 data streams and
perform some real time processing.

I wonder which is the best practice or more recommended approach:

1. Having multiple symbols sharing the same socket - this way all events arrive to the same socket,
the problem I can think of us that all data arrives serially so at any given moment, not all the latest data
for all the watched symbols is available for processing.

2. Having a dedicated socket for each symbol - better utilization of the OS threading(?),
If I understand correctly, I will have the most updated data for all the watched symbols all the time.
also maybe it is better to collect the data in a different process for each symbol (although it seems to me
an overkill)

Thanks
Trender

Data and Content Support » MarketDepth bid & ask timestamps increment in 2 seconds intervals (?) Oct 24, 2011 10:44 AM (Total replies: 6)

Thanks for the answer, I will work with the data with this issue for now,
I am looking forward to November update,

Thanks,
Trender

Data and Content Support » MarketDepth bid & ask timestamps increment in 2 seconds intervals (?) Oct 24, 2011 10:25 AM (Total replies: 6)

Thanks for the answer,

How should I relate to the time stamps than?
Is the time stamp occurs in 2 seconds intervals?

I am trying to understand the new behavior that I will see when it will be fixed,
Please help me understand the change you are going to do to the depth message.
I am currently recording data and probably would need to make some changes to this data in order to make it compatible with future recordings.

Thanks,
Trender

Data and Content Support » MarketDepth bid & ask timestamps increment in 2 seconds intervals (?) Oct 24, 2011 08:24 AM (Total replies: 6)

Here is a part from a log from today, this is for the 6E for the Europe session:

You can see that the time stamp message progress correctly (05:26:38, 05:26:39),
while the time stamp for the market depth message jumps from 05:26:36 to 05:26:38



U,@EUZ11,MD02,1.384,1.3844,54,44,05:26:36,2011-10-24,20,52,110,05:26:36,T,T,
U,@EUZ11,MD04,1.3838,1.3846,73,79,05:26:36,2011-10-24,20,52,110,05:26:36,T,T,
U,@EUZ11,MD03,1.3839,1.3845,58,59,05:26:36,2011-10-24,20,52,110,05:26:36,T,T,
U,@EUZ11,MD03,1.3839,1.3845,66,59,05:26:36,2011-10-24,20,52,110,05:26:36,T,T,
T,2011-10-24 05:26:38
U,@EUZ11,MD04,1.3838,1.3846,74,79,05:26:36,2011-10-24,20,52,110,05:26:36,T,T,
U,@EUZ11,MD03,1.3839,1.3845,65,59,05:26:36,2011-10-24,20,52,110,05:26:36,T,T,
U,@EUZ11,MD01,1.3841,1.3843,27,26,05:26:36,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD01,1.3841,1.3843,27,25,05:26:36,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD03,1.3839,1.3845,65,60,05:26:36,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD01,1.3841,1.3843,18,25,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD02,1.384,1.3844,53,44,05:26:38,2011-10-24,20,52,110,05:26:36,T,T,
U,@EUZ11,MD04,1.3838,1.3846,74,78,05:26:36,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD02,1.384,1.3844,53,45,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD04,1.3838,1.3846,75,78,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD01,1.3841,1.3843,18,26,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD02,1.384,1.3844,53,53,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD02,1.384,1.3844,53,45,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
T,2011-10-24 05:26:39
U,@EUZ11,MD01,1.3841,1.3843,19,26,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD01,1.3841,1.3843,19,34,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD02,1.384,1.3844,52,45,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD01,1.3841,1.3843,18,34,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD01,1.3841,1.3843,18,33,05:26:38,2011-10-24,20,52,110,05:26:38,T,T,
U,@EUZ11,MD05,1.3837,1.3846,75,78,05:26:36,2011-10-24,20,52,110,05:26:38,T,T,

Data and Content Support » MarketDepth bid & ask timestamps increment in 2 seconds intervals (?) Oct 23, 2011 03:09 PM (Total replies: 6)

The market depth increments in 2 second time stamps.
I checked several future contracts.
The level 1 time stamps seem to increment every 1 second.

First I thought it was a problem in Ninja Trader, then I used the C# sources with the API and
it seems that the data that arrived was correct.

Is this is the way the exchange sends the data? or is it a time stamp generated by IQ Feed?


U @NQZ11 MD01 2334.5 2334.75 13 4 11:13:40 21/10/2011 20 52 43 11:13:40 T T
U @NQZ11 MD01 2334.5 2334.75 16 4 11:13:40 21/10/2011 20 52 43 11:13:40 T T
U @NQZ11 MD01 2334.5 2334.75 14 4 11:13:42 21/10/2011 20 52 43 11:13:40 T T
U @NQZ11 MD01 2334.5 2334.75 14 7 11:13:42 21/10/2011 20 52 43 11:13:42 T T


Thanks,

IQFeed Developer Support » C# samplem with tcp/ip Feb 25, 2010 04:54 AM (Total replies: 45)

Hi, I am also interested in c# sockets samples,
Are there any socket market depth official samples?
Thanks.
Edited by Trender on Feb 25, 2010 at 11:25 AM

IQFeed Developer Support » IQ Feed 4.6.1.0 Oct 12, 2009 12:17 AM (Total replies: 5)

Thanks for the answer.

I am not a registered user, seems I can not login and reach that information.
I am using IQFeed via AmiBroker and NinjaTrader and still would like to know what have changed so I can better asses the risk before I decide to upgrade.

Please advise

IQFeed Developer Support » IQ Feed 4.6.1.0 Oct 9, 2009 12:09 AM (Total replies: 5)

Where can I find the release notes for the new version?
I upgraded from 4.6.0.7 to 4.6.1.0 and would like to know what has changed .
I could not find it in the DTN folder and not on the web site.

IQFeed Developer Support » TimeStamp resolution Sep 22, 2009 02:18 PM (Total replies: 1)

Hi,
I am currently using AmiBroker with IQ Feed.
I am extracting 1 Tick data to files for further processing, and have been told that IQ Feed provide 1 second resolution for timestamps, i.e. all ticks arriving in the same second will carry that timestamp.

I wonder wheter this is a limitaiton of a third part application?
Is there a benefit for using the IQ Feed API Directly?
Will I be able to see microsecond time stamps for tick data?

Thanks


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