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Viewing User Profile for: data_collector
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Joined: Aug 9, 2018 09:56 AM
Last Post: Mar 5, 2019 08:03 AM
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Email: tae@qvradvisors.com
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data_collector has contributed to 6 posts out of 21185 total posts (0.03%) in 2,088 days (0.00 posts per day).

20 Most recent posts:
New IQFeed Forum » Time and Sales - Bid/Ask Size Mar 5, 2019 08:03 AM (Total replies: 2)

I see. Thank you.

New IQFeed Forum » Time and Sales - Bid/Ask Size Mar 4, 2019 03:58 PM (Total replies: 2)

Hi, I'm wondering if it's possible to get bid/ask sizes for tick data in 1-minute intervals?

For example, pulling up @ESZ18 for a few days in early Dec 2018, I get nothing but 0's for B/A sizes.

IQFeed Developer Support » Open source IQFeed C# Socket Client now available supporting protocol 5.2 Aug 15, 2018 08:21 AM (Total replies: 8)

@AK, THANK YOU!

Mathieur, will post if I come across more questions. Thank you.

IQFeed Developer Support » Open source IQFeed C# Socket Client now available supporting protocol 5.2 Aug 14, 2018 09:14 PM (Total replies: 8)

AK786, I'm going through your code -- do you have def to the TickMessageCSV() function you use at the end, just before sw.WriteLine?

Sorry, I'm completely new to C# so taking a while for me to understand all of Mathieu's and your code but thank you for your help.

IQFeed Developer Support » Open source IQFeed C# Socket Client now available supporting protocol 5.2 Aug 10, 2018 04:10 PM (Total replies: 8)

Haven't gotten around to playing around your code more but getting around to it now.

Thank you both and agree that it's been a huge help!

IQFeed Developer Support » Open source IQFeed C# Socket Client now available supporting protocol 5.2 Aug 9, 2018 09:59 AM (Total replies: 8)

Hi Mathieu,

Really appreciate your work. As a C# noob, I have a question:

In your historical example, you conclude with making a request and assigning it to ticksMessages. How can I view this in a data table format? I tried just viewing it via Console.WriteLine but it just seems to show the var like below:

System.Collections.Generic.List`1[IQFeed.CSharpApiClient.Lookup.Historical.Messages.TickMessage]


Thank you,
T


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