Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"Version 4.0.0.2 has been working well for me and I appreciate that it is now a much tighter client to work with. I feel I can go to press with my own application and rely on a stable platform" - Comment from David in IA.
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: ChowWei
About Contact
Joined: Nov 28, 2018 12:28 AM
Last Post: Dec 5, 2018 02:51 AM
Last Visit: Jan 3, 2019 02:05 AM
Website:  
Location:
Occupation:
Interests:
Email: 360326661@qq.com
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
ChowWei has contributed to 3 posts out of 21199 total posts (0.01%) in 1,987 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » About L1 level Connection Dec 5, 2018 02:51 AM (Total replies: 5)

The raw data:
[1984:3632:1203/195502:INFO:iqfeed.cpp(176)] field: F,M.PB3=LX,3E,,,,,,,,,,,,,,,,,,,,,,LEAD 3 MONTH SELECT FORWARD,,,,,,,,,,,,,,,11,1,,,12,62,,,,,,,,,,,,,,
[1984:3632:1203/195502:INFO:iqfeed.cpp(190)] field: P,M.NA3=LX,,,,,1420,2,12/03/2018,99:99:99.406000,99:99:99.406000,
[1984:3632:1203/195502:ERROR:iqfeed.cpp(245)] spooky time info!!!
[1984:3632:1203/195502:INFO:iqfeed.cpp(176)] field: F,M.NA3=LX,3E,,,,,,,,,,,,,,,,,,,,,,NA ALUMINUM ALLOY 3 MONTH SELECT FORWARD,,,,,,,,,,,,,,,0,0,,,12,62,,,,,,,,,,,,,,
[1984:3632:1203/200002:INFO:iqfeed.cpp(190)] field: Q,M.AL3=LX,,,,,1971.00,2,12/03/2018,99:99:99.406000,99:99:99.406000,
[1984:3632:1203/200002:ERROR:iqfeed.cpp(245)] spooky time info!!!
[1984:3632:1203/200002:INFO:iqfeed.cpp(190)] field: Q,M.AL3=LX,,,,,1971.00,3,12/03/2018,99:99:99.406000,99:99:99.406000,
[1984:3632:1203/200002:ERROR:iqfeed.cpp(245)] spooky time info!!!
[1984:3632:1203/200002:INFO:iqfeed.cpp(190)] field: Q,M.AL3=LX,,,,,1971.00,4,12/03/2018,99:99:99.406000,99:99:99.406000,
[1984:3632:1203/200002:ERROR:iqfeed.cpp(245)] spooky time info!!!
[1984:3632:1203/200002:INFO:iqfeed.cpp(190)] field: Q,M.ZN3=LX,,,,,2572.00,2,12/03/2018,99:99:99.419000,99:99:99.419000,
[1984:3632:1203/200002:ERROR:iqfeed.cpp(245)] spooky time info!!!
[1984:3632:1203/200002:INFO:iqfeed.cpp(190)] field: Q,M.ZN3=LX,2572.00,1,2573.00,1,2572.00,3,12/03/2018,20:00:00.170000,20:00:00.170000,
[1984:3632:1203/200002:INFO:iqfeed.cpp(190)] field: Q,M.ZN3=LX,2572.00,1,2573.00,1,2572.00,4,12/03/2018,20:00:00.170000,20:00:00.170000,
[1984:3632:1203/200002:INFO:iqfeed.cpp(190)] field: Q,M.CU3=LX,6239.50,1,6240.00,4,6239.50,2,12/03/2018,20:00:00.155000,20:00:00.550000,

As you see, not only summary message(F), but also update message(Q), the time info for some data is invalid(99:99:99.xxx), that's the reason why my program got stuck.
Now I have ignored the data like that.

IQFeed Developer Support » About L1 level Connection Nov 29, 2018 09:24 PM (Total replies: 5)

1. Well I already know where the problem is. The socket connection is ok, our application also get the data when opening. But what made me confused was the time received.
For keeping ascending time sequence of every contract, our application will ignore the data of which the time is older than the one last received,
so if the application received a wrong data time at the beginning of opening, the time which is, for example, two days later , the application would accept the data and update
the last received time to two days later, then it will reject all the normal data, cauze the time is older than the last updated. That's why I mistook no data on the connection.

The following is the time I got (GMT+8)
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-02 17:40:39.000, OrigSendingTimeInNano=1543743639000000000, SecurityID=22549, BidPrice=0, BidSize=0, AskPrice=0, AskSize=0, LastPrice=1370, LastSize=2, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-02 17:40:39.000, OrigSendingTimeInNano=1543743639000000000, SecurityID=22549, BidPrice=0, BidSize=0, AskPrice=1455, AskSize=10, LastPrice=1370, LastSize=2, msgSeqID=2
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-01 17:40:39.000, OrigSendingTimeInNano=1543657239000000000, SecurityID=22550, BidPrice=0, BidSize=0, AskPrice=0, AskSize=0, LastPrice=1400, LastSize=0, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-01 17:40:39.000, OrigSendingTimeInNano=1543657239000000000, SecurityID=22550, BidPrice=0, BidSize=0, AskPrice=1450, AskSize=10, LastPrice=1400, LastSize=0, msgSeqID=2
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-02 17:40:39.000, OrigSendingTimeInNano=1543743639000000000, SecurityID=22544, BidPrice=1936, BidSize=12, AskPrice=0, AskSize=0, LastPrice=1937.5, LastSize=5146, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-02 17:40:39.000, OrigSendingTimeInNano=1543743639000000000, SecurityID=22543, BidPrice=6244.5, BidSize=1, AskPrice=0, AskSize=0, LastPrice=6251.5, LastSize=12183, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-02 17:40:39.000, OrigSendingTimeInNano=1543743639000000000, SecurityID=22548, BidPrice=1930, BidSize=1, AskPrice=0, AskSize=0, LastPrice=1925, LastSize=2510, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-02 17:40:39.000, OrigSendingTimeInNano=1543743639000000000, SecurityID=22546, BidPrice=10865, BidSize=1, AskPrice=0, AskSize=0, LastPrice=10865, LastSize=3970, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-02 17:40:39.000, OrigSendingTimeInNano=1543743639000000000, SecurityID=22547, BidPrice=18260, BidSize=4, AskPrice=0, AskSize=0, LastPrice=18380, LastSize=448, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-12-02 17:40:39.000, OrigSendingTimeInNano=1543743639000000000, SecurityID=22545, BidPrice=2460.5, BidSize=2, AskPrice=0, AskSize=0, LastPrice=2470, LastSize=8231, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-11-17 17:40:39.000, OrigSendingTimeInNano=1542447639000000000, SecurityID=22551, BidPrice=0, BidSize=0, AskPrice=0, AskSize=0, LastPrice=55000, LastSize=0, msgSeqID=1
[34972:35016:1129/090000:VERBOSE3:iqfeed_md.cpp(34)] OrigSndTm=2018-11-17 17:40:39.000, OrigSendingTimeInNano=1542447639000000000, SecurityID=22551, BidPrice=0, BidSize=0, AskPrice=58000, AskSize=1, LastPrice=55000, LastSize=0, msgSeqID=2

2. Yes indeed, I don't set the protocol when connected.

3. Thanks

IQFeed Developer Support » About L1 level Connection Nov 28, 2018 12:36 AM (Total replies: 5)

There are several questions I met when trying to use your api to receive the quote data from LME.
Connection type is Level 1 via TCP/IP, so the questions as the following:

1. As we know, LME opening time is from 1:00AM to 7:00PM, so I ran our application to connect IQFeed Connection Manager at around 00:55AM.
Then I received the connection response "S,SERVER CONNECTED" and sent "w[SYMBOL]<CR><LF>" for watching, every thing was ok. But received
nothing from the Manager after 1:00AM. However, if I close our application then and run it again, do the same things, the data comes. I don't
know why, is there anything wrong, or does it mean I have to connect the Manager after 1:00AM?

2. As Update/Message Summary Format shows, Bid Time/Ask Time/Last Time's resolution is millisecond(eg. HH:MM:SS.ffffff). Actually the the data I got
was like "Q,M.ZN3=LX,2505.00,1,2507.00,2,2507.50,956,11/25/2018,22:54:46,22:54:46" (the dynamic fields I select is "S,SELECT UPDATE FIELDS,Bid,Bid Size,Ask,Ask Size,Last,Number of Trades Today,"
"Last Trade Date,Ask Time,Bid Time\n\r"), the time resolution is just second level. Is that normal?

3. How can I get bid size and ask size from historical data? As Historical via TCP/IP document says, there is only bid price and ask price information in it.

I'm looking forward to hearing from your response.


Time: Mon May 6, 2024 6:53 AM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003