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quietnote has contributed to 8 posts out of 21085 total posts
(0.04%) in 299 days (0.03 posts per day).
20 Most recent posts:
Miscellaneous Messages »
Sequential Level1 and Level2 updates. Sep 21, 2023 05:38 PM
(Total replies: 19)
Maybe we'll get lucky, and they will add both the sequence tag AND the OrderID to the level1 trade prints. :)
Miscellaneous Messages »
Sequential Level1 and Level2 updates. Sep 21, 2023 05:36 PM
(Total replies: 19)
I don't know their internal architecture, so I figured it is worth asking. Maybe OrderID is much easier for some reason. Attaching CME feed documents that show that the OrderID should be available to all new trade messages.[1] [1] Reference https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Market+Data+Incremental+Refresh+Tag+Usage @aQuant: feel free to private message me, if you'd like, and we can compare notes. I'm not saying OrderID on level1 trade prints would get you all the additional information that might possibly be available, but for my purposes in analyzing stop runs and icebergs, I think it suffices.
Miscellaneous Messages »
Sequential Level1 and Level2 updates. Sep 21, 2023 03:51 PM
(Total replies: 19)
I've been looking at it, and I think all that is needed is to add the OrderID to the level1 trade prints; as an optional field. In other words, the same OrderID that appears on the MBO summary, adds, updates, deletes... if that OrderID could be made available on the level1 ticks, then doing the rest at the user end would be pretty straight forward. So perhaps this would be a much easier ask than the tag stuff. Perhaps? Worth asking at least... Thank you so much. Kindest regards.
Miscellaneous Messages »
Sequential Level1 and Level2 updates. Sep 16, 2023 10:56 AM
(Total replies: 19)
For doing iceberg and stop run analysis using MarketByOrder data, the Rithmic data feed product is superior to IQFeed because of the lack of the feature requested in this thread. To connect the dots, this post https://forums.iqfeed.net/index.cfm?page=topic&topicID=6982 in which Gary Stephen says > Beyond that I'd need to know more about what Bookmap claims IQFeed doesn't do. is entirely understood to mean that IQFeed lacks the feature requested by aQuant in 2014... i.e. IQFeed does not allow us, yet (hopefully soon?), to directly correlate the level1 trade execution history with the changes in the level 2 book. It would be great to give this priority. Thank you.
New IQFeed Forum »
iqconnect crashes under wine on zeromq exception Dec 6, 2022 10:21 AM
(Total replies: 3)
root cause was: Xvfb-run will fill up the /tmp/X$i-lock files and then quietly send your X session into garbage land. I now avoid Xvfb-run and just figure out a free DISPLAY for Xvfb myself and then everything works again. Avoid Xvfb-run is my recommendation; its a garbage bash script. Just use Xvfb directly.
New IQFeed Forum »
iqconnect crashes under wine on zeromq exception Dec 5, 2022 05:41 AM
(Total replies: 3)
nevermind. I'm not sure what the root cause was, but it seems to be related to X11 stuff under wine and not to iqconnect.
New IQFeed Forum »
iqconnect crashes under wine on zeromq exception Dec 5, 2022 03:29 AM
(Total replies: 3)
Ah. I see from the zeromq socket.cpp line number indicated that problem has nothing to do with the stack overflow issue which is distinct and so should be ignored; from reading the zeromq source: https://github.com/zeromq/libzmq/blob/538e5d47421f45d88a8b3b005ed9ee4026623a7b/src/select.cpp#L170 Anyway. I'm on ubuntu 18.04 using Wine 3.6.1, specifically: ii fonts-wine 3.0-1ubuntu1 all Windows API implementation - fonts ii libkwineffects11:amd64 4:5.12.9.1-0ubuntu0.1 amd64 KDE window manager effects library ii libwine-development:amd64 3.6-1 amd64 Windows API implementation - library ii libwine-development:i386 3.6-1 i386 Windows API implementation - library ii playonlinux 4.3.4 all This program is a front-end for wine. ii wine-development 3.6-1 all Windows API implementation - standard suite ii wine32-development:i386 3.6-1 i386 Windows API implementation - 32-bit binary loader ii wine64-development 3.6-1 amd64 Windows API implementation - 64-bit binary loader ii winetricks 0.0+20180217-1 all package manager for Wine to install software easily
New IQFeed Forum »
iqconnect crashes under wine on zeromq exception Dec 4, 2022 06:32 PM
(Total replies: 3)
Hello DTN! I've been running iqconnect.exe just fine under wine, with an X11server for gui, until recently it stopped working. When I investigated, I see it throwing an exception inside zeromq.cpp: Assertion failed: Socket operation on non-socket (C:\Source\IQClient\Shared\third_party\zeromq\zeromq-4.0.5\src\select.cpp:170 It appears there may be a bad cast in the code -- see the stackoverflow below. Or perhaps there is another reason for this? Please advise. Thank you. # export DISPLAY=:1; /usr/bin/wine /root/.wine/drive_c/Program\ Files/DTN/IQFeed/iqconnect.exe fixme:module:load_library unsupported flag(s) used (flags: 0x00000800) fixme:module:load_library unsupported flag(s) used (flags: 0x00000800) fixme:nls:GetThreadPreferredUILanguages 00000038, 0x23fa94, 0x23fab0 0x23fa90 fixme:nls:get_dummy_preferred_ui_language (0x38 0x23fa94 0x23fab0 0x23fa90) returning a dummy value (current locale) fixme:msvcrt:MSVCRT__stdio_common_vsnwprintf_s options 24 not handled fixme:module:load_library unsupported flag(s) used (flags: 0x00000060) fixme:nls:GetThreadPreferredUILanguages 00000038, 0x23d844, 0x23d860 0x23d840 fixme:nls:get_dummy_preferred_ui_language (0x38 0x23d844 0x23d860 0x23d840) returning a dummy value (current locale) fixme:msvcrt:MSVCRT__stdio_common_vsnwprintf_s options 24 not handled fixme:module:load_library unsupported flag(s) used (flags: 0x00000060) fixme:msvcrt:MSVCRT__stdio_common_vsnwprintf_s options 24 not handled fixme:module:load_library unsupported flag(s) used (flags: 0x00000060) fixme:nls:GetThreadPreferredUILanguages 00000038, 0x23d7b4, 0x23d7d0 0x23d7b0 fixme:nls:get_dummy_preferred_ui_language (0x38 0x23d7b4 0x23d7d0 0x23d7b0) returning a dummy value (current locale) fixme:msvcrt:MSVCRT__stdio_common_vsnwprintf_s options 24 not handled fixme:module:load_library unsupported flag(s) used (flags: 0x00000060) fixme:msvcrt:MSVCRT__stdio_common_vsnwprintf_s options 24 not handled fixme:module:load_library unsupported flag(s) used (flags: 0x00000060) fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:wer:WerRegisterFile (L"C:\\users\\root\\My Documents\\DTN\\IQFeed\\IQConnectLog.txt", 2, 0) stub! fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:module:load_library unsupported flag(s) used (flags: 0x00000060) fixme:msvcrt:MSVCRT__stdio_common_vsnwprintf_s options 24 not handled fixme:module:load_library unsupported flag(s) used (flags: 0x00000060) fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:wer:WerRegisterFile (L"C:\\users\\root\\My Documents\\DTN\\IQFeed\\IQConnectLog.txt", 2, 0) stub! fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled Assertion failed: Socket operation on non-socket (C:\Source\IQClient\Shared\third_party\zeromq\zeromq-4.0.5\src\select.cpp:170) wine: Unhandled exception 0x40000015 in thread 2e at address 0x7b44f037 (thread 002e), starting debugger... fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf options 26 not handled fixme:msvcrt:MSVCRT__stdio_common_vsprintf_s options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled fixme:msvcrt:MSVCRT__stdio_common_vfprintf options 24 not handled root@host: ~/.wine/drive_c/users/root/My Documents/DTN/IQFeed^G root@host:~/.wine/drive_c/users/root/My Documents/DTN/IQFeed# cat IQConnectLog.txt cat IQConnectLog.txt === IQConnect Log File Opened On Sun Dec 04 23:36:52 === Current Log Levels,Connectivity,Information,Admin Current IQFeed Version,6.2.0.25 STATUS Connectivity 43 0 2022-12-04 23:36:52 Creating trader account verification thread. Status idle STATUS Connectivity 45 0 2022-12-04 23:36:52 Initializing the login thread STATUS Information 44 0 2022-12-04 23:36:52 Unable to start Authentication Server. Error (13): Permission denied root@host:~/.wine/drive_c/users/root/My Documents/DTN/IQFeed# https://stackoverflow.com/questions/44229404/why-zeromq-poll-throws-an-error-socket-operation-on-non-socket Given ZeroMQ API / C++ binding documentation recommends to do so, one ought follow a practice to: To obtain a ØMQ socket for use in a zmq_pollitem_t structure, you should cast an instance of the socket_t class to (void *). comment: I've always thought that this is a nasty little thing in the C++ bindings. It relies on the first member variable in the zmq::socket_t class being the C zm\ q socket. If you edit the definition of zmq::socket_t to change the member variable order it breaks stuff, badly. – bazza May 29, 2017 at 22:29 comment: Good to know, thanks for user3666197's answer. Although cast an object to a void* pointer making me feel weired zmq reference with an example – r0n9 Feb 16, 2018 at 3:01 comment: Instead of C-style casting you can use socket_t::operator void*() explicitly – stijn May 16, 2019 at 16:43 |
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