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stargrazer has contributed to 294 posts out of 20658 total posts
(1.42%) in 6,275 days (0.05 posts per day).
20 Most recent posts:
IQFeed Developer Support »
SLM returns duplicate shortname May 31, 2022 02:54 PM
(Total replies: 2)
Ok. Only COP-SUNOCO and LTSE seem to be duplicated. In addition, in the trade condition download, LATE appears twice.
IQFeed Developer Support »
SLM returns duplicate shortname May 29, 2022 11:38 PM
(Total replies: 2)
When running the SLM command to obtain the listed markets, there appears to be a duplicate market: LS,20,COP-SUNOCO,Crude Oil Postings Sunoco,169,COP-ERGON, COP-SUNOCO is repeated twice as a short name. It is there fore impossible to perform a reverse resolution from name to id in order to substitute into something like the SBF command for performing a filtered lookup. Shouldn't these short names be unique? I have not yet performed a full load, but LTSE also appears to be a duplicate Edited by stargrazer on May 29, 2022 at 11:39 PM
IQFeed Developer Support »
@ESM22 seems to be missing options Mar 28, 2022 03:03 PM
(Total replies: 12)
For what it is worth, I can probably understand the 'first trade' concept, but a few counter-facts which may help troubleshoot: * IB has pretty good open interest on all chains in the usual trading range, so I think the 'first trade' has been triggered for many of the primary missing symbols * in the other referenced thread, Steve was able to confirm that a 'watch' will indicate that the symbol is active and available * all this would indicate there is some 'missing part' in the code which does generate the CEO responses. I've been able to generate a few 'flaky' responses from that that CEO request depending upon the combination of parameters provided (which yields a window into backend tooling, which, if I recall the message, seems to be Perl). * in that other thread, someone did something in the background, and magically, all the symbols that I thought should be there, did show up. * so.... I'd say there is an ugly bug or two waiting to be unearthed there somewhere :-) to provide the complete chains based upon what you see as actively traded options
IQFeed Developer Support »
@ESM22 seems to be missing options Mar 24, 2022 02:45 PM
(Total replies: 12)
Any updates?
IQFeed Developer Support »
@ESM22 seems to be missing options Mar 15, 2022 09:33 PM
(Total replies: 12)
This is my request: CFO,@ESM22,cp,,234,1,CFO-@ESM22 These are the summary results: underlying: @ESM22 Here is an excerpt of part of the summary. even ATM options are missing. Many calls have no paired puts, and many puts have no paired calls. I would say this is an incomplete data set. In my previous request, someone did something behind the scenes to restore the dataset. Perhaps there is a ticket for that fix you could look at? chain: 2022-Apr-01 has 45 entries
IQFeed Developer Support »
@ESM22 seems to be missing options Mar 15, 2022 10:33 AM
(Total replies: 12)
Any thoughts on a resolution to keeping the chains fully loaded with their symbols?
IQFeed Developer Support »
@ESM22 seems to be missing options Mar 11, 2022 12:00 PM
(Total replies: 12)
This contains the previous experience: http://forums.dtn.com/index.cfm?page=topic&topicID=5949 ... the commands used, and the various results, suggestions, and then the remediation by DTN. @ES# rolled over to a new month yesterday, so I'm now working with the new chains.
IQFeed Developer Support »
@ESM22 seems to be missing options Mar 10, 2022 09:33 PM
(Total replies: 12)
Similar to before. Is this a data problem or an algorithm problem  underlying: @ESM22
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Mar 2, 2022 01:44 PM
(Total replies: 8)
Looks like some fixes have been put in! underlying: @ESH22 Thank you.
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Feb 28, 2022 03:40 PM
(Total replies: 8)
The other interesting aspect here is that, as I write this, ATM is 4370. The two symbols would be: @E2CH22C437000 both exist in the system (but aren't listed in the chain as shown in my previous message): w@E2CH22C437000
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Feb 28, 2022 11:13 AM
(Total replies: 8)
With the revised query, there are 1385 options. And I think the puts and calls are now properly segmented. Now that I know how to perform the query, there is still something else. The put / call list doesn't seem complete. When looking at chains in Interactive Brokers, they seem to be complete, but your list doesn't seem to be. Only two chains seem to have about the correct number of puts/call. The others seem to be missing entries: chain: 2022-Feb-28 has 268 entries As an example of one of the ones with missing entries, here is an example (whole strikes are missing, and no strike has a complete put/call entry): chain: 2022-Mar-09 has 40 entries Edited by stargrazer on Feb 28, 2022 at 11:14 AM Edited by stargrazer on Feb 28, 2022 at 11:26 AM
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Feb 28, 2022 10:52 AM
(Total replies: 8)
Quote: If so, does it also happen with our chains app that is included with IQFeed (the app sorts symbols by position in the return message in relation to the : field)? In my program, it says that query has around 2724 options. In your chains app, is says about 633 calls, 751 puts. Which when totalled, is about half of 2724 from a few days a go. Also, your app is showing that there is a different number of puts than calls. Should that number be so out of balance? Edited by stargrazer on Feb 28, 2022 at 10:53 AM
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Feb 28, 2022 10:30 AM
(Total replies: 8)
Try running this one: CFO,@ESH22,cp,,,1,LU1 You should get something like: CFO,@ESH22,cp,,,1,LU1 Then look for the separating : and you'll see the same thing repeated: :,@E1AH22C372000,@E1AH22C372500,@E1AH22C373000,@E1AH ..... So you will see two issues: * only calls should be before the : and puts after (which does not hold in this example) * the stuff before the : is repeated after the : Are you able to replicate that? My example is directly from the telnet session. What is the command which works for you? Edited by stargrazer on Feb 28, 2022 at 10:30 AM Edited by stargrazer on Feb 28, 2022 at 10:53 AM
IQFeed Developer Support »
Futures Options Chain is 'corrupt'. Feb 27, 2022 01:44 PM
(Total replies: 8)
If I perform a chain request for @ESH22 for one month, the call side of the ':' and the put side seem to be very similar. Meaning there are puts on the call side and calls on the put side: chain response: CFO-@ESH22,LC,@E1AH22C372000,@E1AH22C372500,@E1AH22C373000,@E1AH22C373500,@E1AH22C374000 ... ,:, @E1AH22C372000,@E1AH22C372500,@E1AH22C373000,@E1AH22C373500,@E1AH22C374000,@E1AH22C374500,@E1AH22C375000, ..... Which means the put side is somewhat of a duplication of the call side. I havn't looked at all entries, but in this one month query, there are 2724 entries with many/most of the them duplicates (> 1300) I have not checked yet if this is occurring for the equity requests as well.
IQFeed Developer Support »
Full options chain command? Jan 1, 2022 03:26 PM
(Total replies: 4)
Quote: Currently with IQ Feed I think you have to query the whole chain, then iterate over it, subscribing and unsubscribing to each symbol. Right? That is what I do. Edited by stargrazer on Jan 1, 2022 at 03:27 PM
IQFeed Developer Support »
S,CUST shows 6.1.0.20 instead of expected 6.2.0.23 Oct 16, 2021 01:52 PM
(Total replies: 5)
Ok, to wrap this up: I'm hoping that DTN will make a note and maybe look into a mechanism where the developer can determine the actual version being connected such that the application can then make appropriate services available for the functionality actually supplied.
IQFeed Developer Support »
S,CUST shows 6.1.0.20 instead of expected 6.2.0.23 Oct 16, 2021 12:48 PM
(Total replies: 5)
The SET PROTOCOL is a bit of a red herring. Upon connection, I get:
Which all arrives prior to being able to do the SET PROTOCOL Edited by stargrazer on Oct 16, 2021 at 01:53 PM
IQFeed Developer Support »
S,CUST shows 6.1.0.20 instead of expected 6.2.0.23 Oct 16, 2021 11:53 AM
(Total replies: 5)
Hello, I extract the version string from the S,CUST message to determine functionality and availability of services. I have 6.2.0.23 installed. Yet I see 6.1.0.20 in the statement. S,CURRENT PROTOCOL,6.2, does work to enable certain operations but it would be useful to see that the right version is in place to start with. There are Level 2 functions which have only recently been released and I would like to check the version prior to enabling/using those functions.
Data and Content Support »
mktsymbols_v2.txt - full dates for futures, options, and foptions Sep 2, 2021 12:23 AM
(Total replies: 7)
Sure, but ...... the whole point is that this is automated trading. However, I think what you are saying, is if I do a watch on the symbol, there is a field with the expiry in the response? I'll have to look at the API docs. However, the problem I have is that I am building up the option chains for futures (run the CFO [Request a Future Option Chain]) command, and I do calculations for date ranges. It gets a bit hairy when trying to work with the @ES weekly options. There are a lot of symbols involved across days, weeks and months. With the weeklies being more difficult to decode..... lots of symbols to lookup. If changing the symbol is a challenge, maybe adding the day to the description? Since the equity options have days embedded, is there a standard where the day is embedded in the futures option name as well? Here is a weekly @ES. An example of another lookup to get at the day. @E2AU21P377500 E-MINI S&P 500 MONDAY WEEK 2 SEPTEMBER 2021 PUT 377500 CME CMEMINI FOPTION Edited by stargrazer on Sep 2, 2021 at 12:24 AM Edited by stargrazer on Sep 2, 2021 at 01:33 AM
Data and Content Support »
mktsymbols_v2.txt - full dates for futures, options, and foptions Sep 1, 2021 11:19 PM
(Total replies: 7)
Well here are some sample details. Here is a regular equity option: GLD2127H185 GLD AUG 2021 C 185.00 OPRA OPRA IEOPTION The symbol name has the year/month/day encoded in the name. I remember this change occurred some number of years ago. The day, by being encoded in the name, makes it easy to come up with GLD, 2021/08/27, which makes it easy to submit GLD with the date to IB to obtain the contract number for trade executions. Here is an FOPTION: QGCZ21P1850 GOLD DECEMBER 2021 PUT 1850 COMEX COMEX_GBX FOPTION Futures options have a definite expiry day. However, neither the symbol name nor the description includes the expiry day, which is in contrast to the IEOPTION. How does one find the expiry day? Is there a lookup somewhere? In a similar manner, for a FUTURE: QGCZ21 GOLD DECEMBER 2021 COMEX COMEX_GBX FUTURE Y Futures have a definite expiry day. But that day is not provided in the description nor the symbol name. Where does one go to find the day? I can not lookup the contract number in IB without the day. |
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