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20 Most recent posts:
IQFeed Developer Support » Back testing options Sep 13, 2019 11:42 AM (Total replies: 1)

Jbem,

Yes, you can download the data outside of market hours and store it locally.

Another option is to use minute data instead of tick data, if that would suit your needs. Only tick data is limited to 8 days historic during trading hours.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » market snapshot api Sep 13, 2019 11:16 AM (Total replies: 9)

Larry,

You are correct. The EDS and FDS commands are End of Day summaries, so that's the data they will return.

5MS retrieves a snapshot of the market where data is collected every 5 minutes.

I don't know if a command to return all trades from a market would be feasible, as that would return a very large amount of data. You could put together your own function, by gathering symbols from an EDS or FDS command, then doing a history command on each. Bear in mind the API limits you to 15 concurrent history requests, so it would take a long time to process all of them.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » protocol 6.1 problem Sep 13, 2019 10:21 AM (Total replies: 5)

OK, that makes sense. Let me know if you have any further questions or issues!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » protocol 6.1 problem Sep 13, 2019 08:52 AM (Total replies: 5)

Henri,

Yair is correct - if you're getting the message "E,6.1 is not a valid protocol", the problem is most likely that you're still using client software version 6.0. We just released 6.1.0.20 last week; it can be downloaded from the usual download page, http://www.iqfeed.net/index.cfm?displayaction=support§ion=download

Henri, my logs show that you're still connecting using client software version 6.0.1.1. That would explain why you're getting this error message. Check your install, update to 6.1.0.20 if necessary, and try again. There are two ways you can determine the version number you have currently:

1. If you are not connected, launch the Diagnostics app. Click Test button on the IQConnect tab. The second line of the output will say "Loading IQFeed with (IQFeed Diagnostics, 6.x.x.x)". That's the version number.

2. If you are connected, right-click the IQFeed icon in the system tray, and select Feed Stats. "IQFeed Version" will be one of the pieces of information, on the right hand side.

Please feel free to contact me directly if I can help!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


General Product Announcements » IQFeed v6.1 Release Notes Sep 9, 2019 08:57 AM (Total replies: 0)

We are pleased to announce the release of IQFeed version 6.1! As always, the latest version of the client can be downloaded from http://www.iqfeed.net/index.cfm?displayaction=support§ion=download.

IQFeed v6.1 - 2019/09/04

• New Market Summary File Lookup! (more about this below)
• Level1 update/summary messages now include the Trade Aggressor (limited exchanges) and Trade Day Code (all exchanges) fields.
• Level1 fundamental messages now include Base Currency, Contract Size, Contract Months, Minimum Tick Size, First Delivery Date, Open Time, Close Time, FIGI, and Security Subtype.
• Historical Tick data requests also now include Trade Aggressor and Day Code.
• There is now an visual alert to customers while on trial that tells them when the trial expires.
• There is now a configurable visual alert for when level 1 data is queueing on the local machine waiting to be delivered to a client app.
• There is now a filter for non-standard options in the equity chains lookup.

Introducing the new Market Summary File Lookup!

Our new market summary file lookup offers a snapshot of the entire market every 5 minutes throughout the trading day!

Deliverable by exchange and security type, these lookups contain data for every symbol we carry streamed to you over the lookup port in IQFeed. At the end of the day, they are archived for historical EOD retrieval. Additionally, via these lookups you will be able to retrieve archived fundamental data. Data has been backfilled for this new product offering back through May 20th, 2018. Note that exchange permissions for real-time vs delayed 5min snapshot files are still in effect for this product and we are still evaluating what price point this will be when the beta period ends (for now, it's free).

Bug Fixes and Application Changes

• Charts - Fixed a bug where the x-axis was not aligning the front label correctly
• News - Fixed bug causing no stories to be displayed when launching with "-symbol" command line parameter
• Diagnostics - Removed references to login2.paragonsoftware.net since this domain no longer exists.
• Chains - Fixed bug causing Greeks Calculator values to be different than those displayed in the grid.
• Time & Sales / Charts – Optimized data storage for retrieval & display of history results (requires more memory than previous version)
• Time & Sales / Charts – Now have a strict 5 million data point limit.
• IQConnect – Removed Remote Assistance option from the right-click -> Support menu.
• Installer now deletes old uninstaller files when installing over the top with a new version.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » FDS request bug Sep 4, 2019 01:22 PM (Total replies: 9)

We've fixed the crashing error in 6.1.0.20. It can be downloaded from http://www.iqfeed.net/index.cfm?displayaction=support§ion=download.

Please upgrade from .19 to .20 and that will at least resolve the crashing issues.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » market snapshot api Sep 4, 2019 01:21 PM (Total replies: 9)

UPDATE: Beta version 6.1.0.20 has been posted, which will resolve this issue. It can be downloaded from the usual location, http://www.iqfeed.net/index.cfm?displayaction=support§ion=download .

Please let me know if this does not resolve this issue, or if you run into any other problems!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » market snapshot api Sep 4, 2019 08:35 AM (Total replies: 9)

Larry,

We are aware of this error and are working on a fix.

Sincerely,
Gary Stephen

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » market snapshot api Sep 3, 2019 05:14 PM (Total replies: 9)

Larry,

Hello, this is Gary with DTN IQFeed API Support. I apologize for the delay in responding.

Here's the documentation about the Market Summary info: http://www.iqfeed.net/dev/api/docs/docsBeta/MarketSummaryviaTCPIP.cfm

To summarize, there are three types of requests: EDS, FDS, and 5MS. Each allows you to retrieve a market summary, based on a commodity type and exchange. EDS and FDS are daily, while 5MS is a five minute snapshot.

The syntax is:

EDS,Security Type,Group ID,Date

For example:

EDS,1,5,20190903

would return a daily market summary for Equities (code 1) on the NASDAQ exchange (code 5) for September 3, 2019.

You can view a list of the codes with the following commands (which are also listed at http://www.iqfeed.net/dev/api/docs/docsBeta/SymbolLookupviaTCPIP.cfm):

SST

returns a list of security types:

1,EQUITY,Equity,
2,IEOPTION,Index/Equity Option,
3,MUTUAL,Mutual Fund,
4,MONEY,Money Market Fund,
5,BONDS,Bond,
6,INDEX,Index,
7,MKTSTATS,Market Statistic,
8,FUTURE,Future,
9,FOPTION,Future Option,
10,SPREAD,Future Spread,
...
38,PETROCHEMWIRE,PetroChemWire,
39,FOPTION_IV,FOption Implied Volatility,
40,GENERICRPT,Generic Report,

SLM returns a list of markets:

1,NGM,Nasdaq Global Market,5,NASDAQ,
2,NCM,National Capital Market,5,NASDAQ,
3,OTC,Nasdaq other OTC,5,NASDAQ,
4,OTCBB,Nasdaq OTC Bulletin Board,5,NASDAQ,
5,NASDAQ,Nasdaq,5,NASDAQ,
6,NYSE_AMERICAN,NYSE American (Equities and Bonds),6,NYSE_AMERICAN,
7,NYSE,New York Stock Exchange,7,NYSE,
...
181,COP-LION,Crude Oil Postings Lion,170,COP-HUNT,
182,COP-SUNOCO,Crude Oil Postings SUNOCO,170,COP-HUNT,
183,RIM,RIM Intelligence,182,COP-SUNOCO,

The response is a list of all symbols that match your commodity type and market:

20190903,AAAIF,3,1,0.0550,50000000,3,20190624,140225,,,,0.0550,,,,,,,0,250,0,0,0,0,0,0,0,,,,,,,,
20190903,AAALF,3,1,30.4900,58000,3,20190325,110919,,,,30.4900,,,,,,,0,1400,0,0,0,0,0,0,0,,,,,,,,
20190903,AAALY,3,1,27.2772,100,3,20160429,102841,,,,27.2772,,,,,,,0,13,0,0,0,0,0,0,0,,,,,,,,
20190903,AAARF,3,1,0.7800,1000,3,20171229,132835,,,,0.7800,,,,,,,0,3,0,0,0,0,0,0,0,,,,,,,,
...
20190903,ZZHGF,3,1,3.7500,200,3,20190410,134508,,,,3.7500,,,,,,,0,13600,0,0,0,0,0,0,0,,,,,,,,
20190903,ZZLL,3,1,0.1100,300,3,20190827,111802,,,,0.1100,,,,,,,0,300,0,0,0,0,0,0,0,,,,,,,,
20190903,ZZZOF,3,1,0.0169,842,3,20190903,143407,0.0245,0.0245,0.0169,0.0200,,,,,,,4467,122500,292,3842,333,5,1,2,1,0.0227,,,,,,,

I hope that answers your question! If you have any follow-up questions, please let me know!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » FDS request bug Aug 29, 2019 07:59 AM (Total replies: 9)

Tarek,

This should be fixed in beta version 6.1.0.19. If you haven't already, please download it from http://www.iqfeed.net/index.cfm?displayaction=support§ion=download and try running the requests again.

Sincerely,
Gary Stephen
DTN IQFeed API Support

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » where is the close price date ? Aug 20, 2019 04:46 PM (Total replies: 2)

Hello! This is Gary from DTN.

As far as I know, there's not a field for a close date and time. Close is always just the closing price of the day (or for commodities, the last trade of the session). There is a Last Date and Last Time, which when the market is closed would reflect the most recent trade. Can you tell me more about what you're looking to do, and I can maybe put together a suggestion from other available data?

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » FDS request bug Aug 19, 2019 10:31 AM (Total replies: 9)

OK, thanks for confirming. I've already reported this error, and will keep you apprised of our findings. Thanks for letting us know.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » FDS request bug Aug 19, 2019 10:05 AM (Total replies: 9)

What version of IQFeed apps are you on? I know you are using protocol 6.1, but I'd like to know the version of the IQ Feed apps as well.

You can determine your IQ Feed version number from the Diagnostics Utility. Open it, then click Test on the IQConnect (default) tab. The window will say something like:

Using IQConnect found in C:\Program Files (x86)\DTN\IQFeed
Loading IQFeed with (IQFeed Diagnostics, 6.1.0.18)
Using MSFT as test security
Sucessfully launched IQFeed.
Connected to IQFeed

6.1.0.18 is the latest version. You may download it from http://www.iqfeed.net/index.cfm?displayaction=support§ion=download

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » FDS request bug Aug 19, 2019 08:28 AM (Total replies: 9)

Tarek,

Can you try it again now and see if the error still occurs? We found a similar issue last week, and put in a fix to correct it. Also, I could not reproduce the error just now, even when entering FDS,8,71,20190817,4 as soon as possible after connecting.

Sincerely,
Gary Stephen
DTN IQFeed API Support

Sincerely,
Gary Stephen



Andrew,

First, that is from Protocol 4.9, which is the oldest active (but still default) protocol. In all later protocols, this is handled differently.

For protocol 4.9, there is an explanation here: http://www.iqfeed.net/dev/api/docs/docs51/Level1UpdateSummaryMessage.cfm

Quote: The character indicates one of the following:
t - A trade update occurred
T - Extended Trade = Any trade that is counted in volume (field 7) but does not set a new open, high, low, or last.
b - A bid update occurred (an ask update may also have occurred)
a - An ask update occurred
o - Some other type of update occurred


For later protocols, the Message Contents field contains the type of trade(s) this message reflects. As of 6.0, the explanation of the codes is:

Quote: Possible single character values include:
C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.
b - A bid update occurred.
a - An ask update occurred.
o - An Open occurred.
h - A High occurred.
l - A Low occurred.
c - A Close occurred.
s - A Settlement occurred.
v - A volume update occurred.


You can get multiple codes in a single message but you will only get one trade identifier per message. It is also possible to receive no codes in a message if the fields that updated were not trade or quote related.

Sincerely,
Gary Stephen


IQFeed Developer Support » Exchange ID vs Listed Market Aug 16, 2019 01:50 PM (Total replies: 3)

Andrew,

Quote: What's the difference between Exchange ID vs Listed Market in the Fundamental msg?


One is more specific than the other.

Recently, the exchanges started splitting into what can best be described as sub-exchanges. For example, what we think of as NASDAQ technically consists of several different exchanges: NCM (NASDAQ Capital Market), NGM (NASDAQ Global Market), and NGSM (NASDAQ Global Select Market), and others such as OTC and OTCBB.

In the F message, ExchangeID stores the broader group code (NASDAQ). Listed Market stores the more specific exchange code (NGSM). For example, the F message for MSFT would indicate 5 (NASDAQ) for Exchange ID and 21 (NGSM) for Listed Market. An NGM commodity would have 5 and 1, respectively.

The SLM command, as you noted, returns all the Listed Markets, and the exchange ID to which they belong:

1,NGM,Nasdaq Global Market,5,NASDAQ,
2,NCM,National Capital Market,5,NASDAQ,
3,OTC,Nasdaq other OTC,5,NASDAQ,
4,OTCBB,Nasdaq OTC Bulletin Board,5,NASDAQ,
5,NASDAQ,Nasdaq,5,NASDAQ,
6,NYSE_AMERICAN,NYSE American (Equities and Bonds),6,NYSE_AMERICAN,
7,NYSE,New York Stock Exchange,7,NYSE,
8,CHX,Chicago Stock Exchange,0,NONE,

Listed Markets 1, 2, 3, 4, and 5 are all part of Exchange ID 5. (An exchange can be part of itself.) In some cases there is no group ID, in which case that field will return 0.

The documentation seems to use the terms "Exchange ID", "Exchange Group", and "Group ID" interchangeably. They all mean the same thing: the broader definition of the exchange. We intend to edit this to make it more clear, and to explain the relationship between these terms and Listed Market.

Both the ExchangeID and Listed Market fields say "use the Listed Markets lookup to decode this value." This is correct; the list you get with SLM command consists of both.

Please note that you must specify Protocol 5.2 or later to see the exchange IDs with the SLM command. On 5.1 or the API default of 4.9, they will not be there.

Let me know if you still have any questions on this! I'll post in this thread if there are any related updates on this.

Sincerely,
Gary Stephen


IQFeed Developer Support » Exchange ID vs Listed Market Aug 16, 2019 09:21 AM (Total replies: 3)

Andrew,

I am investigating this now.

In the meantime, I can tell you that yes, the GroupID was added to the SLM response between protocols 5.1 and 5.2. It hasn't changed since then.

Sincerely,
Gary Stephen
DTN IQFeed API Support

Sincerely,
Gary Stephen



Saifullah,

That log entry (assuming it continues counting down to 0) means the IQFeed app is failing to connect locally. This can be caused by something interfering with the traffic. Make sure the subnet is open on the following port ranges:

66.112.156.XXX ports 5000 - 5050 and 60000 - 60050
66.112.148.XXX ports 5000 - 5050 and 60000 - 60050

Sincerely,
Gary Stephen
DTN IQFeed API Support


Sincerely,
Gary Stephen

Edited by DTN_Gary_Stephen on Aug 14, 2019 at 11:28 AM

Data and Content Support » Benchmark (Index) Prices Jul 8, 2019 09:54 AM (Total replies: 1)

Hello,

It looks like your question about the symbols was answered at http://forums.iqfeed.net/index.cfm?page=topic&topicID=5618 . However, I'd like to add a little bit to it, on how to get the weekly data via TCP/IP connection.

The TCP/IP data has a historical section, described at http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm. It has a code to retrieve composite weekly datapoints, which is HWX. The syntax of the request is:

HWX,[Symbol],[MaxDatapoints],[DataDirection],[RequestID],[DatapointsPerSend]<CR><LF>

All but HWX and the ticker symbol are optional. The other parameters let you specify, respectively, a maximum number of data points; whether you want oldest-to-newest or newest-to-oldest (set DataDirection to 1 for the latter); RequestID (an identifier that will be sent back at the start of each line) and DatapointsPerSend (the number of datapoints that IQConnect.exe will queue before attempting to send across the socket to your app).

Gary Stephen, DTN

Sincerely,
Gary Stephen



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