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stargrazer has contributed to 260 posts out of 19109 total posts
(1.36%) in 5,119 days (0.05 posts per day).
20 Most recent posts:
Data and Content Support »
Incorrect NEM Option strike prices? Jun 10, 2019 12:02 PM
(Total replies: 1)
A subset of what I see in today's mktsymbols_v2 file I don't think .12 is a valid price point?
IQFeed Developer Support »
Developer wanted to build API Apr 4, 2019 09:44 AM
(Total replies: 5)
I have an app which download and parses the mktsymbols_v2.txt file: https://github.com/rburkholder/trade-frame/tree/master/IQFeedMarketSymbols I've found some SIC and NAICS code files which I use to find certain groupings: https://github.com/rburkholder/trade-frame/tree/master/x64 I have a set of tools I use for querying various IQFeed based streams: news, history, live quotes (fundamental data found in the live quote streams) https://github.com/rburkholder/trade-frame/tree/master/lib/TFIQFeed There is some one else's tool which provides easy db access to mysql: https://www.webtoolkit.eu/wt/doc/tutorial/dbo.html This is all C++. Someone else in the forums has some C# libraries. I don't know what else is out there. Do you need specific development environment, or do you just need an application rather than an API?
IQFeed Developer Support »
Developer wanted to build API Apr 4, 2019 09:24 AM
(Total replies: 5)
What are you looking to do?
IQFeed Developer Support »
Connection error when using IQFeed in Linux Wine Apr 2, 2019 11:57 AM
(Total replies: 2)
I think 6.0.0.5 has some buffering/incomplete-record issues when running multiple symbols. Try the latest which is 6.0.1.1, I believe. Try building your VM with Stretch. Although describing a container build, the same wine configuration can be used in a regular VM (you may need to copy and paste the link rather than clicking on it): http://blog.raymond.burkholder.net/index.php?/archives/950-Gui-using-Wine,-X2Go,-LXDE-in-a-simple-LXC-container.html There might be an issue with the news service. If so, see the following for a fix: http://blog.raymond.burkholder.net/index.php?/archives/747-DTNIQFeed-Gecko-Problem-in-Wine-from-WineHQ.html To get IQConnect 'locked in', I run the SnapQuote application twice. The first time starts IQConnect, and the second time actually makes a connection after choosing a symbol. I then close the first SnapQuote application.
IQFeed Developer Support »
Could not connect to History socket / Could not connect to News socket Mar 22, 2019 10:09 PM
(Total replies: 8)
If it is the server side, can you telnet to the news port and see headlines and articles?
IQFeed Developer Support »
Could not connect to History socket / Could not connect to News socket Mar 22, 2019 06:30 PM
(Total replies: 8)
Quote: Also, when is anybody going to get around to fixing the news display application. Every time I click a news item all I get is "page cannot be displayed" in the bottom panel. Dunno, if you are running in Wine, then the following may fix for you: http://blog.raymond.burkholder.net/index.php?/archives/747-DTNIQFeed-Gecko-Problem-in-Wine-from-WineHQ.html But I am running v6.0.0.5, which might act differently.
DTN.IQ Client Software Support »
Best Way to align local machine time and IQFeed server time Feb 12, 2019 02:33 PM
(Total replies: 4)
I'm not sure what the question is, because I think the discrepancies can be attributed to mostly physics then. When I looked at this many moons ago, Chicago was closer then NY to the DTN servers, thus the differences in time.
DTN.IQ Client Software Support »
Best Way to align local machine time and IQFeed server time Feb 12, 2019 12:57 PM
(Total replies: 4)
Do you use NTP to sync the time of your server to the 'rest of the world'?
IQFeed Developer Support »
Consuming IQFeed APIs via C++ on Linux Nov 17, 2018 01:03 AM
(Total replies: 16)
Oh, and one more thing. Is the iqfeed client 64 bit yet? If not, isn't that kinda stone age? My 64 bit apps are unable to start the iqfeed client, and I have to revert to starting it manually with one of the iqfeed supplied sample apps. As far as I recollect, and it was a long time ago, there is only a 32 bit api for auto-starting the iqfeed client. Or have things changed since way back then?
IQFeed Developer Support »
Consuming IQFeed APIs via C++ on Linux Nov 16, 2018 08:48 PM
(Total replies: 16)
But having said all that, it seems as though more and more users are switching to Linux. And this goes back 'quite a number of years'. For the DTN support people, what would be preventing the creation of a native linux based client? Or even a client which does not require a GUI login? Is it an exchange licensing problem?
IQFeed Developer Support »
Consuming IQFeed APIs via C++ on Linux Nov 16, 2018 08:45 PM
(Total replies: 16)
The closest to headless I run is: * building an lxc container, installing wine, etc. * installing LXDE as a gui environment, but not tied to a graphics card [1] * installing x2go server * connecting to the session with an x2go client * allows gui session via remote access Don't know if this helps at all. [1] http://blog.raymond.burkholder.net/index.php?/archives/950-Gui-using-Wine,-X2Go,-LXDE-in-a-simple-LXC-container.html
IQFeed Developer Support »
No way to query historical (expired) equity option chain symbols? Oct 8, 2018 04:03 PM
(Total replies: 58)
Quote: I'm looking at option trades for backtesting, primarily on EOD I am curious. I gather you have already pulled down historical option tick data and/or historical option 1 minute bar data for your symbols of interest for what they supply currently. Do you get coverage through out the day, or is it pretty sparse? Do you see ticks or bars falling at EOD regularily?
IQFeed Developer Support »
No way to query historical (expired) equity option chain symbols? Oct 8, 2018 03:03 PM
(Total replies: 58)
Quote: I am particularly looking forward to expired futures contracts. My requirement is to calculate contango and backwardation. In an ideal world, there would be a continuous front month and continuous back months Due to the fact that trades can be sparse on back months on even popular symbols, I've found it of more value to capture and store daily feeds, keep the quotes as well as the trades, and then perform algorithm analysis based upon the quotes captured. I build my own daily summaries from the quotes, and typically use quote mid-points for rough approximations. This allows me to deal with open, close, and any time in between without worrying about the lack of trades. You will also note that, as various sites say in the footers, past history may not be a good prognosticator of current movements. Which suggests even more value in collecting your own current data, complete with both quote and trade info, to use in your modeling and algorithm development.
IQFeed Developer Support »
No way to query historical (expired) equity option chain symbols? Oct 8, 2018 02:47 PM
(Total replies: 58)
Quote: In using a modification of Mathieu's excellent client (Thanks, Mathieu) I'm seeing symbols that are in IEOPTION but appear to have no data. Could this be verified and, preferably, the data added or the symbols removed from the file. I am wondering what your expectations are. Have you followed options on the real time feeds? You'll note that there are continuous quotes available, but there are very infrequent trades happening. And if history only has the trades stored, the trades (if they are available), may not be indicative of the open, the close, the min, the max or anything in between. And that may be the reason why you see NO_DATA, because, well, the option was available, but no one traded anything. Ie, repeating myself, trades are very sparse in the options world. Edited by stargrazer on Oct 8, 2018 at 03:04 PM
IQFeed Developer Support »
In search of developer with experience working with IQFeed Sep 18, 2018 02:43 PM
(Total replies: 6)
through an indirection of someone linking to me at github, I learned about: https://github.com/akapur/pyiqfeed A Python IQFeed library.
IQFeed Developer Support »
In search of developer with experience working with IQFeed Sep 16, 2018 11:37 PM
(Total replies: 6)
The API to Big Query is well defined: https://cloud.google.com/bigquery/docs/reference/rest/v2/ There are a number of official client libraries, with Python being one of them: https://cloud.google.com/bigquery/docs/quickstarts/quickstart-client-libraries It is possible to call c++ from Python with Boost.Python. On the other hand, there are others in the forums who have C# code (with C# being a native client library), could probably interface directly to Big Query. There may be others who have Python code for handling the IQFeed interface. If all you desire is 1 minute Bar updates, it may be straight forward to use python natively to talk to IQFeed, decode the inbound streams, build the bars and send them to Big Query. I could maybe accomplish that task a s special project, if no others are available. The issue here is that if you are dealing with 100(s) of symbols, and depending upon their liquidity, there may be performance issues with handling the inbound streams. Something to which I have not looked, IQFeed may supply real time bars. If so, then performance issues may not be a problem. In any case, you will need some sort of server on which the interface code and the IQFeed client will need to reside.
IQFeed Developer Support »
In search of developer with experience working with IQFeed Sep 16, 2018 09:43 PM
(Total replies: 6)
If you are looking for c++ style tooling, I have some IQFeed code libraries at: https://github.com/rburkholder/trade-frame/tree/master/lib/TFIQFeed https://github.com/rburkholder/trade-frame/tree/master/IQFeedMarketSymbols https://github.com/rburkholder/trade-frame/tree/master/IQFeedGetHistory For further info, my email is associated with that account.
IQFeed Developer Support »
Cannot get iqconnet.exe to run on Ubuntu AWS Instance (import_dll Library mfc110.dll) Dec 24, 2017 12:39 PM
(Total replies: 6)
two items: 1) you will need to have the i386 wine packages installed 2) you need to run the iqfeed installer inside the wine environment, you can't just copy iqconnect over. hope this helps.
DTNIQ Client Software Wish List »
amd64 version? Nov 14, 2017 07:53 PM
(Total replies: 1)
i386 is kinda last century? Any update in the roadmap as to when a native 64 bit version might be available? Which might run in the native 64 bit Wine environment?
IQFeed Developer Support »
Reading feed into app Oct 21, 2017 01:37 PM
(Total replies: 4)
Another code example: https://github.com/rburkholder/QuantDeveloper/tree/master/OneUnified.IQFeed |
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