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busitech has contributed to 14 posts out of 21185 total posts
(0.07%) in 5,123 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
connecting to IQFeed w/o IQConnect.exe Dec 12, 2011 04:59 PM
(Total replies: 2)
We use WINE on Mac OS X and it works well.
IQFeed Developer Support »
IQFeed under WINE Feb 6, 2011 12:35 PM
(Total replies: 7)
Thanks for your reply, Jay. Good to hear from you. The reason I mentioned the RTMP (real time messaging protocol) is that it supports throttling. It's designed for video and other realtime data streams. Stock data is much like video - it's realtime, packets must be in sequence, latency needs to be minimized, requires an efficient binary data stream, and different types of clients need to be supported at different frame rates from the same data source (connection speed, device CPU, what have you). Adobe released the RTMP spec about a year and a half ago. The RTMP protocol is embedded in Flash Player on all the mobile platforms like Android and Microsoft. While the iPad won't directly support Flash Player itself due to the fact that it downloads executable code, they ARE allowing Flash apps to run after they are cross compiled to a native executable, so again, RTMP is going to be easily available there as well. There are open source implementations of RTMP available, in all sorts of languages... If your server could accept incoming client connections over RTMP, you would instantly be cross platform, while adhering to a popular messaging protocol at the same time, which is open to other implementations. The natural binary object format on top of RTMP is AMF3. It's a hierarchical binary data object (de)serialization format. There are all kinds of AMF3 implementations that are also open source. I think iPad users will want to watch many symbols, just with a throttled data rate, and once a given bar closes on the chart, the bar could be read from the historical cache to make sure the highs and lows represent the data they missed. The iPad is not always on a Cellular network - they have WiFi... I see how a lot of historical research could be done with iPad, even with proprietary indicators.
IQFeed Developer Support »
IQFeed under WINE Feb 6, 2011 01:13 AM
(Total replies: 7)
Would DTN be willing to release enough information for the community to work on our own ports of IQFeed? Developers in the field may have the resources to complete the project. We have the desire to develop market apps for iPhone and iPad. Java is not an option on those platforms. We need an API to write to that exists on DTN servers, not on an intermediate client layer, using an efficient binary protocol, like RTMP for example.
IQFeed Developer Support »
Option Chain Contracts Filter Aug 12, 2010 09:03 PM
(Total replies: 4)
I understand that there are two strike prices, however the API says that filter value 2 filters the number of contracts (not the number of strike prices): Quote: [Filter Value Two] - if [Filter Type] = "2" then the number of contracts out of the money The way I understand a "contract" is to mean one expiration month and strike price combination, or in other words, one option symbol. This is also the way my broker understands this terminology. Let me know DTN's definition of "contract" in terms of this filter.... In general, I think the API should err on the side of being more granular in the option chains query, because IQFeed is limited to the number of symbols we can follow at once. Our use of this filter is centered around quick access to a pair of puts and a pair of calls out of the money - four symbols total - to conserve our 1800 precious symbols. We will be maxing out the limit the way it is. If I will receive no less than 6 symbols, then I will have to do further filtering after receiving the extra symbols. That is OK, but the API could be more flexible in that case. I can't specify one month, because this month's options might all be expired. Thank you.
IQFeed Developer Support »
Option Chain Contracts Filter Aug 11, 2010 11:37 PM
(Total replies: 4)
We are trying to use the Option Chain request with a Number of Contracts filter. We are requesting symbols for 2 puts and 2 calls which are out of the money, from up to two of the front months, depending on how close we are to expiration of all options in the current month... There comes a time late in the month when there are no August contracts available while you're still in August, for example. The request is sent as follows, with possible months specified: CEO,BAC,pc,,2,F,2,0,2,BAC Instead of getting two puts and two calls, we receive get 6 of each: CEO BAC,BAC1013H14,BAC1018I14,BAC1021H14,BAC1013H15,BAC1018I15,BAC1021H15,:,BAC1021T13,BAC1018U13,BAC1013T13,BAC1021T12,BAC1018U12,BAC1013T12, I've also tried it with front months specified, and it returns the same list: CEO,BAC,pc,HITU,,F,2,0,2,BAC Please let me know if I should be doing something differently with respect to the command sent, or if there is a problem with the filter. Thank you.
IQFeed Developer Support »
Option Chains Incorrect Aug 6, 2010 12:54 AM
(Total replies: 3)
Hi Steve, have you been able to confirm this is issue has been addressed? Thank you.
Data and Content Support »
historical data in chronological order for active watch list Jul 19, 2010 01:47 AM
(Total replies: 2)
I am looking for a way to receive historical tick data for a watch list, in the same way you can download historical tick data for a single symbol. This would facilitate backtesting of custom indicators against a particular day's data, when utilizing a basket of issues. I could do it manually, but it would be nice to execute a download against an active watch list...
IQFeed Developer Support »
Option Chains Incorrect Jul 19, 2010 01:20 AM
(Total replies: 3)
I am experimenting with the results output from the CEO option chains request, and found something peculiar with AAPL. I'm not sure how many other symbols this affects... This problem can be tested with DTN.IQ. AAPL is trading at 249.90. I issued a command to retrieve only August options, ignore leaps, and to return 10 options in the money, with this command: CEO,AAPL,pc,HT,,F,2,0,10,CEO AAPL The closest strike price for Calls returned by IQFeed was 320.00, which is $70 away from the market. The closest strike price for Puts returned by IQFeed was 195.00, which is $54 away from the market. CEO AAPL,AAPL1021H320,AAPL1021H330,AAPL1021H340,AAPL1021H350,AAPL1021H360,AAPL1021H370,AAPL1021H380,:,AAPL1021T195,AAPL1021T190,AAPL1021T185,AAPL1021T180,AAPL1021T175,AAPL1021T170,AAPL1021T165,AAPL1021T160,AAPL1021T155,AAPL1021T150, I was looking for the options closest to the market to show up first, such as AAPL1021H250, the August 250 Call. When requesting this symbol manually, it has an incorrect description of AAPL AUG 2010 C 65.000. The August 260 and 270 Calls looked the same. DTN.IQ lists the strike price of many August options as 65.00 when the symbols are clearly of different strike prices. Another symbol affected is GE. It has several strike prices incorrectly listed as 16.00 where the symbols are clearly not the same. I'm assuming there are more symbols with issues. Why doesn't the CEO request return option chains near the market first, and display the correct strike price? Thank you.
Data and Content Support »
historical data in chronological order for active watch list Jul 10, 2010 12:59 PM
(Total replies: 2)
Is there a way to receive historical tick data from IQFeed which considers your active watch list? I'd like to establish a watch list, and then send a historical tick data request for a date/time range, and receive the tick data in the order it was created during live market hours for the symbols I'm watching... Thank you.
IQFeed Developer Support »
Linux support Apr 17, 2010 05:38 PM
(Total replies: 10)
WINE has been ported to Mac OS X, so I'm going to give it a test drive.
IQFeed Developer Support »
Linux support Apr 17, 2010 04:35 PM
(Total replies: 10)
Which DTN feed did InvestorRT use for development, to connect directly to DTN servers? We have our parser written to the D8080 on the Satellite feed currently, and wish to add Options. Options were removed from satellite, so we're forced to switch.
IQFeed Developer Support »
Java support Apr 17, 2010 04:24 PM
(Total replies: 6)
Does DTN "support" running in production on WINE?
IQFeed Developer Support »
Linux support Apr 16, 2010 10:26 PM
(Total replies: 10)
We want to use this feed on Mac OS X. Are there any alternatives to IQFeed which already support Mac and/or Linux?
IQFeed Developer Support »
Java support Apr 16, 2010 10:20 PM
(Total replies: 6)
Does this mean Java is supported on any operating system? |
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