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Viewing User Profile for: jayqwi
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Joined: Jul 10, 2020 11:33 PM
Last Post: Dec 11, 2022 10:56 AM
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jayqwi has contributed to 6 posts out of 21185 total posts (0.03%) in 1,384 days (0.00 posts per day).

20 Most recent posts:
New IQFeed Forum » Empty result from HTT request Dec 11, 2022 10:56 AM (Total replies: 12)

Quote: Use _only_ one thread per socket.


Yes, I always use only one thread per socket. So if I have 8 threads, each thread opens its own unique socket. Out of frustration, I also tried using one process per socket (each process using only one thread), but same problem.

New IQFeed Forum » Empty result from HTT request Dec 11, 2022 10:29 AM (Total replies: 12)

Quote: I'm running client version 6.2.0.23 currently. I've been seeing this behavior for years, though, with many different versions of the client and a few different versions of the protocol and with two versions of my app. That's why I went to the trouble of implementing the workaround, and among the reasons why I suspect the problem isn't in the app or iqconnect.

In my case, each thread (of 8) issues a request and processes it to completion before issuing another request. Anything unexpected is logged, so I'm pretty sure there's nothing leftover that hasn't been processed. I simply get no response (and I've also tried a wide range of timeouts with no success).
--- Original message by taa_dtn on Dec 11, 2022 01:09 AM
I am exactly in the same situation. I also tried inserting delays between HTT calls to see if it helps, but it didn't. Even reopening the socket doesn't work for me sometimes, and as a last resort I also need to restart wine & IQFeed. All of this is automated, but it's quite annoying having to implement and maintain. Would be nice if there were a simpler workaround. I'm also pretty sure other people had the same problem and discussed it somewhere on these forums, but the search capability does not seem very easy to use.

New IQFeed Forum » Empty result from HTT request Dec 10, 2022 10:29 PM (Total replies: 12)

stargrazer: How many threads (or processes) do you use for HTT commands? I've noticed that it's mostly when I have multiple workers (I've tried both threads and processes; same problem) that each open a socket to IQFeed and run HTTs. I think it only very rarely (if at all) happens when I have only one worker.

I'm using Ubuntu 18.04.4 LTS with wine-7.0

New IQFeed Forum » Empty result from HTT request Dec 10, 2022 09:38 PM (Total replies: 12)

As taa_dtn noted, I think this is most probably a bug in wine. Would be good if there's some workaround.

New IQFeed Forum » Empty result from HTT request Dec 8, 2022 04:36 PM (Total replies: 12)

I often get an empty string from "socket.recv(1024).decode('latin-1')" when using IQFeed with wine & Python on Linux. If I restart the downloading process, and make the same HTT call, I get back a normal message (sometimes it's "NO_DATA", which is also normal).

Has anybody else experienced this, and knows how to fix it? My script auto-restarts the process whenever this happens, but it's still quite annoying.
Edited by jayqwi on Dec 8, 2022 at 04:48 PM

IQFeed API Questions » Questions on end-of-day data (EDS, HDT) Nov 22, 2020 01:21 PM (Total replies: 1)

Hi,

1. I wish to download end-of-day data for all NASDAQ and NYSE symbols from 2010. The HDT command seems to be the solution, but the problem is that it requires me to specify symbols, and I do not know what symbols existed at that time. How do I get a list of all symbols that existed in 2010? Or is there another way to obtain this data without knowing all the symbols beforehand?

2. It seems the EDS command allows you to just specify a date, and it returns a list of EOD data for all symbols that were available at that date. Is this correct?

3. As of today (11/22/2020) the EDS command only works from me starting 2018-05-21 and onward, and any date before that gives me a "No file available" message. What is the date range supported by EDS?

4. It seems the prices returned by HDT are split-adjusted. Is this guaranteed? Also, are the volumes also split-adjusted?

5. On the other hand, it seems the data returned by EDS are _not_ split-adjusted. Is this correct?

Thanks.


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