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Viewing User Profile for: DTN_Gary_Stephen
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Joined: Jul 3, 2019 11:09 AM
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DTN_Gary_Stephen has contributed to 146 posts out of 19868 total posts (0.73%) in 514 days (0.28 posts per day).

20 Most recent posts:
IQFeed Developer Support » Questions on end-of-day data (EDS, HDT) Nov 23, 2020 04:22 PM (Total replies: 1)

1. Not as far back as 2010. As you discovered, the EDS/FDS/5MS commands can return a complete list back to about May 21 2018, when those commands were first introduced. That also answers your question #3.

2. Yes, but keep in mind that you must specify both an exchange group and a security type. Only symbols that match both of those (e.g. equities on NASFAQ) will be returned.

3. See #1.

4. Daily history command (HD_) are adjusted for past splits. Interval (time) and tick history commands are not adjusted for past splits.

5. Data in EDS records is not split-adjusted.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



When a symbol is delisted, and then assigned to a different company on the same exchange, data from any prior company under that symbol should be deleted from history.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Level 1 data and Reset Book message Nov 23, 2020 02:54 PM (Total replies: 2)

When the exchange tells us to clear books (or any other field), this should appear in IQFeed Level 1 as a message with an empty field for the affected fields. The Message Contents field should also indicate b or a as appropriate, depending on whether bid, ask, or both was cleared.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » @LE#C prices Nov 20, 2020 08:06 AM (Total replies: 1)

I am looking into this now.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Buglab,

HID, @ES#,200,365,900000,,,,,,t

is a valid API request that should return at least 8 days' worth of tick data in intervals of 200 ticks apiece. What do you mean you get nothing? You get no reponse at all?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



For the record: tick history requests are additionally limited to 8 days during trading hours.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » RTH market open/close Nov 3, 2020 08:31 AM (Total replies: 1)

The API does not return makret open/close times, except: the Fundamental Message includes data points Session Open Time and Session Close Time, but these are for futures and future options only. I believe there is already a customer request for us to add market open/close time to the API; if not, I will create one.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Minute Aggregated Snapshot? Nov 2, 2020 04:23 PM (Total replies: 1)

Jabowery,

The DTN IQFeed API has three snapshot reports you can request: 5MS (5-minute snapshots), EDS (end of day), and FDS (fundamental data). You must specify a commodity type and an exchange group, such as all NASDAQ equities or all OPRA options. You can't create a custom list of symbols. You must specify S,SET PROTOCOL 6.1 because these commands only exist in 6.1 and later.

This page in the iqfeed developers website: http://www.iqfeed.net/dev/api/docs/MarketSummaryviaTCPIP.cfm goes into more detail about the reports. There is no additional charge to use them beyond the API subscription fee, and the subscription fee for the exchange(s) you want to run the report on.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Historical candles were changed Oct 26, 2020 01:41 PM (Total replies: 3)

Tarasov,

We are investigating something that might have caused the results you describe. I'll follow up on this thread when I have more info.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Historical candles were changed Oct 26, 2020 07:21 AM (Total replies: 3)

Tarasov,

Are you certain that both were identical HIT requests? Because different historical requests handle trades and volume differently.

Interval history (HI_) includes only Last Qualified and Form T trades, and the period volume will include only those trades, but total volume includes all trades.

Daily history (HD_) includes only last-qualified prices (not Form T), and the period volume will include only those trades, but total volume includes all trades.

However, the daily volume includes all trades in both cases. So if you're doing different types of requests, the total volume will appear different.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Phone/Email support temporarily unavailable Sep 28, 2020 07:14 PM (Total replies: 1)

UPDATE: This issue is now resolved, and our support team is available as normal.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



UPDATE: This issue is now resolved, and our support team is available as normal.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



IQFeed/DTN IQ/ProphetX Support cannot be reached at this time due to a widespread issue with Office 365 (https://twitter.com/MSFT365Status/status/1310696819135901696?s=20). We will respond as soon as possible. We apologize for any inconvenience this may cause.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Phone/Email support temporarily unavailable Sep 28, 2020 06:58 PM (Total replies: 1)

IQFeed/DTN IQ/ProphetX Support cannot be reached at this time due to a widespread issue with Office 365 (https://twitter.com/MSFT365Status/status/1310696819135901696?s=20). We will respond as soon as possible. We apologize for any inconvenience this may cause.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Get consistent historical daily data Sep 28, 2020 02:25 PM (Total replies: 3)

Great! Let me know if you have any more questions about the DTN IQFeed API itself!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Get consistent historical daily data Sep 28, 2020 07:14 AM (Total replies: 3)

HDX is a daily data command. It returns the last X number of days. HDX,AAPL,1460 would return the last 1,460 days, not different times within the same day.

Having said that, do you send this command multiple times within a day? What you may be collecting are partial datapoints for the current day. If you are specifying S,SET PROTOCOL 6.1 (which you should be doing, unless you have backwards compatibility reasons for doing otherwise), then the HDX command will include a partial datapoint for today. The HDX command doesn't return a time, so I'm guessing the timestamp in your DB is the time you sent the request.

Having said that, I'm not sure how you could get different results for 5-28, unless you were making these requests on 5-28.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


DTN.IQ Client Software Support » IQConnect not working on a new system Sep 14, 2020 02:04 PM (Total replies: 12)

Rohan,

OK, thanks for letting me know. I'll see what I can do to help.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


DTN.IQ Client Software Support » IQConnect not working on a new system Sep 14, 2020 01:38 PM (Total replies: 12)

Rohan,

You can't have multiple connections to IQFeed's server from two different computers at once, using the same loginID. You can have multiple active, simultaneous connections from the same computer.

I reviewed the log you sent me. It only tells me that you're being disconnected by the server. The most likely cause is that a second connection, from a different machine, using the same loginID is happening. Are you trying to make multiple connections at once in a way that could be interpreted as coming from two different machines? If so, that would explain the disconnections.

Generally, the only other reason the server will disconnect you is if you have a server connection and no active socket connections for 30 seconds. From your log, that does not appear to be the case.

Having a second login ID would allow you to have two connections from different machines at once, but you'd have to get a second ID, or a demo ID, from sales.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


DTN.IQ Client Software Support » IQConnect not working on a new system Sep 9, 2020 02:05 PM (Total replies: 12)

Rohan,

Those logs don't tell me very much. I'd like to get a complete IQFeed log from you if possible. Set the Logging Groups to All Level 1. This can be done with the API command:

S,SET LOG LEVELS,60

That file will be iqconnect.txt, stored in the Wine equivalent of MyDocs. See http://www.iqfeed.net/dev/api/docs//IQConnectLogging.cfm for more details about sending log commands via the API. You can email the log file to the developer support email address and I will review it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



The values you see in a 5MS report are the same values you would see if you were watching the symbols on the level 1 port at the time the snapshot was taken. In other words, the 5MS reports are the Summary (P,) message you would get if you followed the symbol at that moment.

As a result, the OHLC are for the current day up to that point, with Close being the previous day until the current day is actually closed. Bid/ask would also be current values. Any bid/ask values that aren’t cleared out by the exchange overnight would still be there the following morning (because they are still valid). So in that way, it is possible for a Bid/Ask to be from a previous day.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



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