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DTN_Gary_Stephen has contributed to 337 posts out of 20985 total posts
(1.61%) in 1,439 days (0.23 posts per day).
20 Most recent posts:
Data Questions »
Heads Up Daily bars on 5 June 2023 Jun 7, 2023 09:01 AM
(Total replies: 3)
The highs and lows for June 5 have been corrected to include all trades for the day: LH,2023-06-05,87.9000,85.8600,86.1900,87.6000,3198233,0, LH,2023-06-05,346.5800,340.3300,345.8600,342.5300,602802,0, Previously, trades before about 9:52 weren't included in the daily totals. If you re-request the daily data it should all be correct now. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data Questions »
Heads Up Daily bars on 5 June 2023 Jun 6, 2023 02:27 PM
(Total replies: 3)
There was a data issue within the NYSE yesterday morning. Trades prior to 9:51:22 weren't included in the end-of-day data. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data Questions »
Heads Up Daily bars on 5 June 2023 Jun 6, 2023 01:34 PM
(Total replies: 3)
I see what you mean: RCL: LH,2023-06-05 09:32:01.060660,85.8600,100,55723,86.0000,86.1600,808530771,C,7,47,0,5, LH,2023-06-05,87.9000,86.0000,86.1900,87.6000,3198233,0, RE: LH,2023-06-05 09:40:40.314227,346.5800,100,8252,343.6400,346.7300,1110923318,C,19,01,0,5, LH,2023-06-05,346.2600,340.3300,345.8600,342.5300,602802,0, These are both last-eligible trades and they exceed the daily high. We are investigating now. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Jun 6, 2023 at 02:24 PM Edited by DTN_Gary_Stephen on Jun 6, 2023 at 02:28 PM
Data Questions »
Question about Intraday Historical Data Jun 6, 2023 11:25 AM
(Total replies: 1)
In general: - tick data is held for 180 days (though only the last 8 days are available during trading hours) - minute data is complete since 2007. This is the case for QGC# - daily data can go back much further; for this symbol is goes back to January 1991. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
16 second delay in receiving response to single bat HIT request May 19, 2023 10:23 AM
(Total replies: 4)
I have received it and will be in touch, thank you. If anyone else is having this issue, let me know or email support also. I would like it clarify this behavior is happening within IQFeed itself, and is not explicitly related to your use of Wine/Mac/AWS. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
16 second delay in receiving response to single bat HIT request May 18, 2023 01:54 PM
(Total replies: 4)
We are actually investigating this issue now. Would you be willing to reach out to API Support, and work with us on gathering some information so we can fix it? Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
5MS for CBOT_GBX? May 18, 2023 10:32 AM
(Total replies: 2)
Yes, you should use the SLM command (send to port 9100) to know the exchange group number for the exchange you are interested in. Then use that number (not the exchange number at the beginning of the line) with the EDS/FDS/5MS commands. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
New IQFeed Forum »
Unaligned Bars from BW Command May 18, 2023 08:56 AM
(Total replies: 9)
This issue will be resolved as part of a larger update later on. in the meantime, use the workaround I listed above: if you use a start time, make sure the remainder of the hour is evenly divisible by the bar length you specified. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Resources »
About This Forum May 9, 2023 04:10 PM
(Total replies: 0)
This new "Resources" forum is a read-only forum intended to contain small, useful pieces of information for easy reference and sharing. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Resources »
Whitelisting instructions May 9, 2023 04:03 PM
(Total replies: 0)
To allow all traffic to and from IQFeed, you are advised to whitelist the following IP addresses and ports: 12.36.218.128 - 12.36.218.254 (CIDR: 12.36.218.128/25), ports: 60000-60060. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Resources »
Lists of past option, equity symbols May 9, 2023 03:54 PM
(Total replies: 0)
Lists of past option and equity symbols can be downloaded from: www.iqfeed.net/downloads/beta/IEOPTION.zip www.iqfeed.net/downloads/beta/EQUITY.zip Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
Only send updates for dynamic fields subscribed May 8, 2023 04:37 PM
(Total replies: 1)
For equities, the quote is updated every time an update happens, not just when values change. There is currently no way to filter out non-price change updates via API commands. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
6.2 Install: Am I Missing Something. May 8, 2023 02:36 PM
(Total replies: 6)
Any of the IQFeed client apps: Time & Sales, Snap Quote, Option Chains, etc. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
6.2 Install: Am I Missing Something. May 8, 2023 01:53 PM
(Total replies: 6)
What are you trying to do exactly? Typically, if you launch the iqfeed app first, the iqconnect manager will open for you to login as needed. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
Internal socket _IQIF_SBL1 hangs under wine May 8, 2023 01:33 PM
(Total replies: 3)
Quote: If I can create a docker file that reproduces this issue, could IQ support run this and see if it is reproducible on your end? I only see a problem under heavy market volume, so you might need to run for a few days before the internal port hangs. Yes, please do, and send it to me at the main IQFeed support email address. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
IQFeed Exiting After Reconnect. May 1, 2023 02:19 PM
(Total replies: 10)
Oh, I see what you mean. It looks the sample results weren't updated for protocol 6.2. We are correcting this now. To your original question, the response should look like this. The LH appears after the RequestID, if you use a RequestID (and this example does): HTX,@ES#,10,1,TESTREQUEST TESTREQUEST,LH,2023-05-01 15:21:07.369346,4189.25,1,966275,4189.00,4189.25,27261 705,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.369346,4189.25,1,966276,4189.00,4189.25,27261 705,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.369346,4189.25,4,966280,4189.00,4189.25,27261 705,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.643658,4189.50,1,966281,4189.25,4189.50,27261 706,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743142,4189.50,1,966282,4189.25,4189.50,27261 707,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743142,4189.50,2,966284,4189.25,4189.50,27261 707,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743142,4189.50,1,966285,4189.25,4189.50,27261 707,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743142,4189.50,1,966286,4189.25,4189.50,27261 707,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743451,4189.50,1,966287,4189.25,4189.50,27261 708,C,43,01,1,1, TESTREQUEST,LH,2023-05-01 15:21:07.743451,4189.50,4,966291,4189.25,4189.50,27261 708,C,43,01,1,1, TESTREQUEST,!ENDMSG!, Without the RequestID, you'd get: HTX,@ES#,10,1 LH,2023-05-01 15:22:08.630492,4189.25,1,968320,4189.00,4189.25,27262315,C,43,01,1,1, LH,2023-05-01 15:22:08.640212,4189.25,1,968321,4189.00,4189.25,27262316,C,43,01,1,1, LH,2023-05-01 15:22:09.023869,4189.25,1,968322,4189.00,4189.25,27262317,C,43,01,1,1, LH,2023-05-01 15:22:09.032103,4189.25,1,968323,4189.00,4189.25,27262318,C,43,01,1,1, LH,2023-05-01 15:22:09.032332,4189.25,1,968324,4189.00,4189.25,27262319,C,43,01,1,1, LH,2023-05-01 15:22:09.037984,4189.25,1,968325,4189.00,4189.25,27262320,C,43,01,1,1, LH,2023-05-01 15:22:09.365253,4189.25,1,968326,4189.00,4189.25,27262321,C,43,01,1,1, LH,2023-05-01 15:22:09.446788,4189.25,1,968327,4189.00,4189.25,27262322,C,43,01,1,1, LH,2023-05-01 15:22:09.519289,4189.25,1,968328,4189.00,4189.25,27262323,C,43,01,1,1, LH,2023-05-01 15:22:09.604320,4189.25,1,968329,4189.00,4189.25,27262324,C,43,01,1,1, !ENDMSG!, Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on May 1, 2023 at 02:22 PM
IQFeed API Questions »
IQFeed Exiting After Reconnect. May 1, 2023 01:51 PM
(Total replies: 10)
Where are you finding that? Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
IQFeed Exiting After Reconnect. May 1, 2023 09:32 AM
(Total replies: 10)
LH will only appear if you are sending S,SET PROTOCOL 6.2 after you connect to the socket. You couldn't do this before, because you were on version 6.1 of the client software, and you can't request a later protocol than the client software. You must be sending some protocol command, though, because that response doesn't look the default 4.9, or even 6.1. Just change it to 6.2 and the response will match the documentation you found. "LH" is a Lookup Data Message Identifier as described at https://www.iqfeed.net/dev/upgrade.cfm?protocol=2 and is a new feature in Protocol 6.2. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
IQFeed Exiting After Reconnect. Apr 25, 2023 01:35 PM
(Total replies: 10)
It looks like you're using version 6.1 of the IQFeed client software. This may be a bug that was fixed in 6.2: "Fixed bug causing IQFeed to occasionally try to authenticate an invalid product ID, resulting in customers getting an error stating their product or service is invalid." Is there a reason you're using the older version, or can you update the client software to 6.2 via http://www.iqfeed.net/index.cfm?displayaction=support§ion=download ? Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed API Questions »
IQFeed Exiting After Reconnect. Apr 25, 2023 11:15 AM
(Total replies: 10)
It looks like your credentials are being rejected by the serer. Have any of them changed recently? These values are stored in the registry inside Computer\HKEY_CURRENT_USER\Software\DTN\IQFeed\Startup. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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