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||Yesterday @ 08:47 AM
DTN_Steve_S has contributed to 2076 posts out of 18938 total posts
(10.96%) in 4,840 days (0.43 posts per day).
20 Most recent posts:
The KBQueued value in the diagnostics app is just a display frontend for the clientstats messages on the Admin port from IQFeed via the API.
Turning this on/off and message format is documented here http://www.iqfeed.net/dev/api/docs/AdminviaTCPIP.cfm
Not sure if you were aware of that based on your post so wanted to make sure.
Edited by DTN_Steve_S on Feb 19, 2019 at 08:47 AM
If you can give me a recent example, I should be able to verify but I think this would be a case where the exchange sent a settlement for the contract but no trades occurred.
Unfortunately there isn't a real good way to do this because we include Extended Trades (which are some Form T trades) in our minute data bars.
However, one thing I'll note here is that generally speaking, IQFeed only adjusts daily data for splits. There are a few cases where in the past (and by few, I mean once or twice a year across all stocks on average) we have also manually adjust data for other corporate actions and/or dividends but I believe we stopped doing this several years ago.
Your example VVV has not had any splits registered in our system so the daily data should be un-adjusted.
So as a result, you should be safe (of course you will want to verify this using your own methods) to use the daily data as is for any symbols that haven't split.
Hello, are you still having problems with this? For me, those request do not return data but they are also not returning the error you are seeing.
Hello, my apologies for the delay responding to this.
Generally speaking, the markets are naturally very "bursty" in terms of how messages are received from the exchanges. I haven't verified with your specific symbols but you are using some of the most active futures contracts as I'm sure you know. I wouldn't be surprised if your few symbols frequently burst well beyond your 1000 message loop test (unless I'm not understanding your test).
A 30s delay is certainly not normal and figuring out where that data is getting queued will help identify what needs to be fixed. If the data is getting to your machine but queued locally within IQConnect waiting to be delivered to your app, then in the diagnostics app, on the client stats tab, you will see the KBQueued column count up for your app's connection. If this number is zero even when you are seeing delays in your app, then the data isn't able to be delivered to your machine and is being queued on the server. Once we know this information it will be easier to identify what is causing the delay.
This is not available in IQFeed currently.
Sorry for the delay responding here.
I'm not finding an API account for you based on your info in your forum account. If you would like to PM me your account info I can provide better info (or email dev support).
With that said, my best guess without being able to check anything else would be to make sure you are running the latest beta version posted on the website (if you haven't already). There are changes in that version that help support @TU contracts.
This is not expected behavior. All symbols should be handled the same in this regard.
I can't even think of anything that could potentially cause this type of behavior. How long did you wait for updates before rewatching the symbols?
Can you tell me which options symbols you are watching?
In IQFeed 6.1 we plan to release a new feature that will enable you to download batches of fundamental data by exchange/security type.
I don't believe this is possible with IQFeed because we don't provide the regional equity options data (we only provide the NBBO quotes for options).
However, have you compared the prices/sizes on that screen with our option chains application that is include with the feed? I'd like to make sure we aren't simply dealing with terminology differences before confirming for sure that we can't provide you the data you need. Assuming that we are simply talking about availability of data differences here, if you compare the two displays side by side, I would expect that the prices on the contracts to match but the sizes to be different (ours being smaller since IB is aggregating sizes for you).
1. Yes, assuming the new $300/800 bid is still the bid side of the NBBO.
2. No, when given the same price, larger size wins so the NBBO hasn't changed.
3. You will receive a new message with $30/200 for MC 10 because that is the new NBBO.
It sounds like you are trying to derive depth of market information from the feed. Unfortunately, you cannot accurately build depth or order book from the NBBO that we provide in the Level1 feed. Additionally, you can only get a limited glimpse of depth even from regional data or the Level 2 data we provide because you cannot determine if a single region/market maker has the top 3 levels of depth (for example) or not.
Hello, this is something we are actively investigating.
Hello, I do see a potential issue here:
For whatever reason, the Bid is invalid in this message. This is marked in the BidInfoValid flag at the end of the message. I can't think of a reason that the MD01 would ever be invalid though (this is what requires investigation).
Also, make sure you are paying attention to the end of group flag in the last field of the message. This field , when false, indicates that the message needs to be processed as part of a group. Essentially, only when this field is true should all depth levels be considered correct.
Edited by DTN_Steve_S on Jan 28, 2019 at 07:03 AM
Hello, we rolled out some software updates to our history servers this past weekend that caused this briefly.
These errors are no longer happening on either version.
NOTE: this build will correctly display prices in streaming quote/trades (Level 1 / SnapQuote). However, the history servers still need updated before you will see correct prices there (Time&Sales/Charts). That release is coming soon on the server side and this build will support it when they roll out.
This release also has several bug fixes as follows:
IQFeed v188.8.131.52 - 2019/01/18 - Changes since last Release
• Added support for 64bit (8+ decimals) precision prices in streaming (Level 1) data and History data (as soon as the history servers support rolls out).
• Time & Sales now autosizes on headers and data.
• Time & Sales filters button now stays active while filters are enabled.
• SnapQuote now has the ability to change fonts and autosizes the grid appropriately so it can be read at higher resoultions and scaling.
• Watchlist right-click menu cleaned up.
• Watchlist alerts reset screen will now accept all appropriate keystrokes.
• Fixed several settings with the lower studies settings either not working or not saving in charts.
• News now saves splitter window sizes and should load up in a more user friendly state.
You can download this build on the IQFeed website here:
If you encounter issues with this build (especially anything with the specific fixes mentioned above), please make sure to contact our Customer Support group so that the issues can get logged/addressed as necessary.
Edited by DTN_Steve_S on Jan 18, 2019 at 02:25 PM
This will be in IQFeed 6.1.
Sorry for the delay responding here. These have been corrected.
Hello, we are looking into this.
OK, I understand now. You're talking about serial options. We do not have this data directly in the feed currently. However, the next version of IQFeed (6.1) will have a way you can figure it out indirectly.
We are adding a List of contract months to the futures symbol's fundamental data.
As a result, using @C as an example:
@CF19C3300 is a serial option.
In IQFeed 6.1, watching @C# will give you a list of contract months so you will be able to compare the option Month code (F) to the list of future contract months (MKNUZ) and be able to determine what the next one would be which the serial month would apply to.
Hello, sorry for the delay responding here.
I'm not sure I understand what you're asking for.
Future Options are issued based on a specific futures contract and expire at the same time (or close to).
The symbology also has the underlying contract specified as well.
is an option for @ESZ18