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rbrodt has contributed to 4 posts out of 21191 total posts
(0.02%) in 5,671 days (0.00 posts per day).
20 Most recent posts:
IQFeed 3rd Party Software Support »
What is the best method to maintain a database of ticks for a collection of stocks? Mar 6, 2009 09:07 AM
(Total replies: 1)
Since tick data is typically accessed sequentially (from start to end) instead of randomly (picking out a tick from the middle of at trading session) it makes sense to use a directory and file structure. One directory per trading instrument, and one file per trading session. To conserve space, we use a flyweight design pattern storing only the price and size offsets from an initial absolute price/size. So the tick file uses a "long" record that contains a timestamp, the LAST price and size, and volume, then subsequent ticks use a "short" record that contains a time offset from the previous record (in seconds), price offset (in "ticks" depending on the instrument) and a size offset. If the offsets are too large to fit into a "short" record, we write another "long" record. A day's worth of tick data is typically about 1Mb - small enough to be managed comfortably.
IQFeed Developer Support »
Not getting connection callback after call to RegisterClientApp Mar 6, 2009 08:56 AM
(Total replies: 1)
Never mind...I found my answer here: http://forums.dtn.com/index.cfm?page=topic&topicID=2231 When I ran from the debugger, the app did not find the extra IQ32.DLL in the app install directory and everything was cool. But when I ran the app on production, I guess two instances of the DLL were being loaded.
IQFeed Developer Support »
Not getting connection callback after call to RegisterClientApp Mar 6, 2009 07:31 AM
(Total replies: 1)
Hi Steve, I have already sent an email to support@iqfeed.net, but maybe someone else on this forum is experiencing the same problem... I am developing a win xp app with ms vc++ 6.0 using the latest iqfeed client 4.5. Everything works fine on my development machine but when I try to run the app on a production machine, I am unable to connect. I am using SetCallbackFunction() then I spin off a separate thread to call RegisterClientApp() so that the main thread doesn't block. The iqfeed API never calls my callback. As I said before, this works in my dev environment but not in production. I have also tried running both the release and debug versions of the app on production and that did not work either. Also tried calling RegisterClientApp() from the main thread, same thing. Any ideas what might be causing this? Thanks! Bob
IQFeed Developer Wish List »
mktsymbols.txt Oct 23, 2008 10:39 PM
(Total replies: 1)
Is it possible to get a security type code along with the list of symbols in mktsymbols.txt ? |
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