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DTN_Steve_S has contributed to 2039 posts out of 18659 total posts (10.93%) in 4,657 days (0.44 posts per day).

20 Most recent posts:
IQFeed Developer Support » Spontaneous error 'Unauthorized user ID.' Aug 6, 2018 02:41 PM (Total replies: 6)

Hello, it looks like your account is not authorized for these symbols. These contracts are on NYMEX which requires an extra authorization for delayed data.

If you login to your account on our account management portal here ( https://myaccount.dtn.com/storefront/login ), you can add those auths to your account and the requests should start working within a couple minutes.

IQFeed Developer Support » Spontaneous error 'Unauthorized user ID.' Aug 6, 2018 09:05 AM (Total replies: 6)

hunter, I'm having some issues finding information about this issue from 18mo ago and Tim is out of the office today (I'll chat with him tomorrow when he gets back).

Just to confirm this actually is the same issue. Can you give me an example request/symbol where this is happening for you?

Thanks.

DTNIQ Client Software Wish List » Watchlist font/cell sizes Jul 19, 2018 02:37 PM (Total replies: 4)

Thanks for the feedback!

We will get these issues added to our issue tracker for future development efforts and as you said "keep working".

I noticed in our logs that you are using the first build of IQFeed 6.0. Although it won't address all of your issues, I do recommend upgrading to the latest build on our website. The issue this build will address is the news app not displaying headlines on initial load (but the other scaling issues remain). There are also many other smaller enhancements to the apps and fixes for stability after lost internet connection.

IQFeed Developer Support » Corrupted structure for historical data Apr 27, 2018 01:46 PM (Total replies: 5)

There are a couple changes to that file that could affect the reliability of the code (I am unable to tell since the changes call functions that aren't included). However, by modifying the same example app to adding a simple re-request loop that triggers when the ENDMSG is received, I was able to cycle through ~27K requests without error before I stopped it.

I'm not discounting the idea that the example code might have a bug in it that causes this. The example code is designed to simply demonstrate the communication and isn't very robust. Of course it is also possible that it could be a bug in the feed itself although that would be much less likely.

My recommendation to continue troubleshooting would be for you to examine the calls to BeginReceive and EndReceive to make sure they are always paired correct. For every call to BeginReceive, there should be exactly one call to EndRecieve and it should happen before the next call to BeginReceive.

I would also add an extra Array.Clear on the socket buffer array before calling EndReceive just to be 100% sure that any data you are processing is new off the socket instead of somehow leftover from the previous read.

You might also want to turn on logging in IQConnect (you can do this via the diagnostics app) to see what the feed is actually sending and compare this to what your app is receiving. Unfortunately, the logging in IQConnect will certainly affect performance of the feed and will likely result in a very large text file so it could be troublesome to work with.
Edited by DTN_Steve_S on Apr 27, 2018 at 01:48 PM

IQFeed Developer Support » Corrupted structure for historical data Apr 27, 2018 09:22 AM (Total replies: 5)

Hello, this is almost certainly a case of either not properly dealing with partial messages you read off the socket or not properly clearing resources between requests.

By "partial messages", I'm referring to when you read from a socket into a buffer, there is no guarantee that the last characters read will be at a message break which means you have to save off the partial message you received and prepend it to the beginning of the data on the next socket read.

DTN.IQ Client Software Support » Stock watch request syntax Mar 27, 2018 06:59 AM (Total replies: 1)

Henry, I sent an email to your registered email address with this information.

Feel free to reply to that email if you need additional information.


In that case, I would try splitting to up to 2 connections with 150 symbols each or 3 connections with 100 symbols each and see if the problem goes away.


Can you give an example of the dropped bars issue?

No, I wouldn't split this out the extent of one per symbol. I would try to get it working with a single connection first and then only scale it out if you need to, starting with 2-4 connections and working from there.


The streaming bars can actually handle multiple intervals of the same symbol and it can also handle multiple symbols (of the same or differing intervals) on the same connection as well.

You simply need to specify a unique value in the RequestID on each of your bar watch requests (so submit 4 bar watch requests for each symbol, each with a unique RequestID).

With that said, you might run into some issues dealing with performance based on your description of what you need if you put everything on a single socket. Since it's entirely hardware dependent, I can't say for sure if you will run into problems but I just mention it so you're aware that it could come up. If you do have issues, and assuming you aren't saturating all cores on the CPU, you will need to spread your symbols across multiple connections to streaming bars. Streaming bars is multithreaded on a per client basis so each connection you make to streaming bars will be handled on it's own thread. If that becomes an issue, make sure you keep all intervals of a single symbol on the same connection for maximum performance.

Data and Content Support » VWAP in pre-open Dec 15, 2017 06:24 AM (Total replies: 2)

Sorry for the delay in response here.

We calculate VWAP the same for all symbols that have it available.

The VWAP value takes into account all trades (and all trade volumes) for the current day (resets on the first trade of the day)

A good example currently is the symbol GOOG which as of this post, only has 13 trades thus far today.

Price	Size	Type
1051.51 100 E
1051.3 99 O
1051.3 1 O
1051.3 100 E
1051.14 4 O
1051.23 74 O
1051.23 7 O
1051.23 16 O
1051.23 100 E
1050.89 3 O
1050.89 1 O
1041.16 4 O
1048.5 1 O


The current VWAP value is 1051.22

IQFeed Developer Support » S&P500 / Futures "Fair Value" number. Dec 14, 2017 12:26 PM (Total replies: 4)

Sorry for the delay Craig. This is not available in the API.


I responded to this via email but I'm also responding here for the benefit of future readers.

IQFeed restricts all connections to the local machine due to restrictions by the exchanges prohibiting redistribution of data.

IQFeed Developer Support » HTT Request Ignoring Time Oct 6, 2017 05:26 PM (Total replies: 1)

Hello, I got your messages via email. Unfortunately I don't have an answer for you however, I will say (mostly for future readers of this post) that the format that should be adhered to for these fields is CCYYMMDD HHmmSS (with a single space between date/time). I understand you're just troubleshooting and it's good information that the space seems to be what is corrupting your requests but I'm not sure how currently. At this point I think we've determined it has to be something in your setup.

Do you have the ability to compile/run any of the supplied example apps we distribute with the feed? If so, do they show the same issues? If not, it looks like your account is authorized for our DTN.IQ client. http://www.dtniq.com/template.cfm?navgroup=supportlist&urlcode=33&view=1

Can you test using this (open the Time & Sales and configure the request to use a date range).

Also, which version of python are you using? and do you have any environment variables set that could be altering the run of the app?https://docs.python.org/2/using/cmdline.html#environment-variables You might try running your app with the -E parameter just to make sure that isn't the issue.

IQFeed Developer Support » NYSE Level 2 Oct 6, 2017 02:04 PM (Total replies: 4)

This information is not in the Nasdaq Level 2 feed that we receive. As a result, to get this information, it would require bringing in a new feed from exchange(s) which is not a small task. However, we do track requests for additional data to help us measure demand. If you would like to PM me your IQFeed loginID, I'd be happy to submit a request for this information on your behalf.

IQFeed Developer Support » Decoding Timestamps in Update Messages. Sep 22, 2017 02:18 PM (Total replies: 10)

Craig, sorry for the delay in responding.

What you are showing here is expected behavior. The bid/ask quotes for these equities come from the exchange on a different feed and we merge them in-house before forwarding them to customers. Any effort to assure they are in chronological order would result in intentionally delaying at least one of the feeds while waiting for data from the other feed. Instead, we opt for the option that gets data to customers as quickly as possible. As a result, you will occasionally see discrepancies between trades timestamps and bid/ask timestamps in this scenario.

IQFeed Developer Support » greeks / delta Sep 12, 2017 06:34 AM (Total replies: 10)

Good catch. We do not provide the interest rate within the feed. Our chains display leaves this field up to the user to populate.

IQFeed Developer Support » greeks / delta Sep 12, 2017 06:12 AM (Total replies: 10)

Hello, sorry for the late response. We do not provide the greeks themselves within the API but there should be sufficient underlying data within the API that you can do these calculations within your application.

We also provide an option chains display within our DTN.IQ product (your account might already be authorized to use this) that shows greeks but they aren't available programatically.

Data and Content Support » Live Streaming interval bars for stocks Sep 12, 2017 06:01 AM (Total replies: 1)

In that case, the term derivative isn't intended to be industry specific. Instead it is indicating that the data available on that port is derived from other data available in the feed. It should work for all symbols/instruments we carry.

Data and Content Support » Symbol Guide Changelist Is Stuck May 6, 2017 11:28 AM (Total replies: 1)

Thanks for the alert. These pages are now updating again. We are looking into why our monitoring for these pages failed to notice the lack of updates.

IQFeed Developer Support » mfc110.dll fix Feb 20, 2017 10:47 AM (Total replies: 1)

Thanks for the post. Just for posterity, the IQFeed installer (every version for the last 10+years) should be installing these files by downloading an running the Microsoft installer for runtimes. For Linux users running IQFeed under WINE, this should still work (in our testing it has) as long as you are running the IQFeed Installer under wine as well.

If, for whatever reason it doesn't work on Linux (or windows for that matter), our official recommendation is to download and run the Microsoft installer manually (You can run it under wine if on Linux). We host a copy of the installer that we build against on our website. For the current version (5.2), use the following link: https://www.iqfeed.net/vcredist_x86_2012u4.exe

If that still doesn't work, then the above fix will likely work for you (if on Linux).


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