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Viewing User Profile for: Svancara
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Joined: Dec 31, 2008 04:03 PM
Last Post: Mar 3, 2021 05:16 AM
Last Visit: Feb 10, 2022 10:57 AM
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Post Statistics
Svancara has contributed to 7 posts out of 21199 total posts (0.03%) in 5,606 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Wrong description of the LI symbol Mar 3, 2021 05:16 AM (Total replies: 1)

"LI" should be "Li Auto Inc." not "613179"


A few lines from your mktsymbols_v2.txt file:

LHZ21P96000 LEAN HOGS PUT DECEMBER 2021 PUT 96000 CME CME FOPTION
LHZ21P98000 LEAN HOGS PUT DECEMBER 2021 PUT 98000 CME CME FOPTION
LI 613179 NASDAQ NGSM EQUITY 3711 336111
LI1A.Z EXCHG ONLY DOW JONES INDU TICKS UP DTN DTN MKTSTATS
LI1D.Z EXCHG ONLY DOW JONES INDU TICKS DOWN DTN DTN MKTSTATS

New IQFeed Forum » @ESH16 - daily data without 2016-03-06 Jun 13, 2019 11:21 AM (Total replies: 2)

Thanks.
I recall I read that in the past. But it is easy to forgot such details over time...
Thank you.

New IQFeed Forum » @ESH16 - daily data without 2016-03-06 Jun 13, 2019 07:29 AM (Total replies: 2)

Hi!

Why @ESH16 daily data do not include 2016-03-06 while minute data do?


Daily data without 2016-03-06:

2016-03-18,52556,2041.5000,2050.0700,2037.0000,2050.0700,697098
2016-03-17,479136,2026.7500,2046.7500,2015.7500,2039.7500,749029
2016-03-16,580253,2016.2500,2032.2500,2006.5000,2027.0000,858071
2016-03-15,923452,2019.0000,2019.5000,2004.5000,2015.7500,1054670
2016-03-14,880362,2019.2500,2024.5000,2012.0000,2018.7500,1576932
2016-03-11,1220530,1988.5000,2022.2500,1987.5000,2020.0000,1985603
2016-03-10,2738172,1990.0000,2010.2500,1967.2500,1988.7500,2411617
2016-03-09,1744984,1981.7500,1994.0000,1978.0000,1989.0000,2746033
2016-03-08,1931272,1999.0000,2000.2500,1976.0000,1981.0000,2931226
2016-03-07,1633347,1994.5000,2004.5000,1984.5000,1999.0000,3005808
2016-03-04,2247812,1991.0000,2007.5000,1984.0000,1995.0000,3012243
2016-03-03,1555391,1981.7500,1992.5000,1974.7500,1990.5000,3018684
2016-03-02,1821662,1976.2500,1984.7500,1966.2500,1983.5000,3008594
2016-03-01,2035550,1928.0000,1978.5000,1920.7500,1978.0000,3008297
2016-02-29,1826411,1943.0000,1956.2500,1926.5000,1929.5000,3014983
2016-02-26,1876651,1949.0000,1968.7500,1941.2500,1942.7500,3014453


10-Minutes data with 2016-03-06:

2016-03-07,00:30:00,400,41340,1992.7500,1992.7500,1991.2500,1991.2500
2016-03-07,00:20:00,419,40940,1991.7500,1992.5000,1991.5000,1992.5000
2016-03-07,00:10:00,755,40521,1992.7500,1993.0000,1991.0000,1991.7500
2016-03-07,00:00:00,208,39766,1993.2500,1993.5000,1992.7500,1992.7500
2016-03-06,23:50:00,200,39558,1993.2500,1993.5000,1993.0000,1993.2500
2016-03-06,23:40:00,1065,39358,1992.7500,1994.0000,1992.5000,1993.5000
2016-03-06,23:30:00,643,38293,1992.5000,1993.0000,1991.7500,1992.7500
2016-03-06,23:20:00,479,37650,1992.0000,1992.7500,1991.5000,1992.7500
2016-03-06,23:10:00,535,37171,1993.2500,1993.2500,1992.0000,1992.2500
2016-03-06,23:00:00,545,36636,1992.5000,1993.7500,1992.5000,1993.0000
2016-03-06,22:50:00,662,36091,1992.7500,1992.7500,1991.7500,1992.5000
2016-03-06,22:40:00,1053,35330,1991.2500,1992.7500,1991.0000,1992.5000
2016-03-06,22:30:00,592,34277,1990.2500,1991.5000,1990.0000,1991.2500
2016-03-06,22:20:00,869,33685,1991.5000,1991.5000,1990.0000,1990.2500
2016-03-06,22:10:00,643,32816,1990.7500,1991.5000,1990.2500,1991.5000
2016-03-06,22:00:00,1649,32173,1991.5000,1991.7500,1990.0000,1990.5000
2016-03-06,21:50:00,987,30524,1991.7500,1992.5000,1991.2500,1991.5000
2016-03-06,21:40:00,1061,29526,1994.0000,1994.2500,1991.7500,1991.7500
2016-03-06,21:30:00,1862,28465,1993.5000,1994.5000,1993.5000,1994.0000
2016-03-06,21:20:00,614,26603,1993.7500,1994.2500,1993.5000,1993.5000
2016-03-06,21:10:00,786,25989,1993.7500,1994.0000,1992.7500,1993.7500
2016-03-06,21:00:00,2382,25203,1991.5000,1994.5000,1991.5000,1993.5000
2016-03-06,20:50:00,936,22821,1992.7500,1993.0000,1991.2500,1991.5000
2016-03-06,20:40:00,1915,21885,1991.2500,1993.2500,1991.2500,1993.0000
2016-03-06,20:30:00,1414,19970,1990.2500,1991.7500,1989.5000,1991.2500
2016-03-06,20:20:00,2492,18556,1990.5000,1990.7500,1989.7500,1990.5000
2016-03-06,20:10:00,639,16064,1991.0000,1991.5000,1990.5000,1990.5000
2016-03-06,20:00:00,631,15425,1990.7500,1991.5000,1990.5000,1990.7500
2016-03-06,19:50:00,1195,14794,1990.7500,1991.7500,1990.5000,1990.5000
2016-03-06,19:40:00,1002,13599,1990.5000,1990.7500,1990.0000,1990.5000
2016-03-06,19:30:00,1543,12597,1991.2500,1991.5000,1990.5000,1990.5000
2016-03-06,19:20:00,785,11054,1991.5000,1992.0000,1990.7500,1991.2500
2016-03-06,19:10:00,2522,10261,1992.2500,1992.5000,1990.7500,1991.0000
2016-03-06,19:00:00,577,7739,1993.0000,1993.2500,1992.0000,1992.2500
2016-03-06,18:50:00,1170,7162,1994.0000,1994.0000,1992.0000,1993.0000
2016-03-06,18:40:00,656,5992,1994.0000,1994.2500,1993.0000,1994.2500
2016-03-06,18:30:00,496,5336,1994.0000,1994.5000,1993.7500,1994.0000
2016-03-06,18:20:00,1071,4840,1993.0000,1994.2500,1993.0000,1993.7500
2016-03-06,18:10:00,3758,3769,1994.5000,1994.7500,1991.5000,1992.7500
2016-03-04,17:00:00,2535,2232860,1993.2500,1995.0000,1993.0000,1994.7500
2016-03-04,16:50:00,2045,2230320,1993.7500,1993.7500,1993.0000,1993.5000
2016-03-04,16:40:00,3656,2228275,1994.5000,1995.0000,1993.2500,1993.7500

Data and Content Support » XGU19 data Jun 13, 2019 06:01 AM (Total replies: 3)

Can you please verify data of the XGU19?

I thnik there is something wrong there. Maybe trading hours or data itself.

I believe trading hours are 02:10-22:00 CEST (= 20:10 - 16:00 EDT) but your data does not look like that.

Thank you.

6/10/2019 1:41:00 PM 12092.50 12092.50 12092.50 12092.50 1232
6/10/2019 1:44:00 PM 12090.50 12090.50 12090.50 12090.50 1233
6/10/2019 2:02:00 PM 12070.00 12070.00 12070.00 12070.00 1234
6/10/2019 8:47:00 PM 12072.50 12072.50 12072.50 12072.50 1 <------ Volume = 1 means 8:47:00 PM is ~opening time
6/11/2019 1:20:00 AM 12107.00 12107.00 12107.00 12107.00 2 <------- next trade after ~5 hours after open?
6/11/2019 1:51:00 AM 12110.50 12111.00 12110.50 12110.50 5
6/11/2019 1:52:00 AM 12111.00 12115.00 12111.00 12115.00 9
6/11/2019 1:56:00 AM 12120.00 12120.00 12120.00 12120.00 10

Similarly next opening time:
6/11/2019 3:25:00 PM 12125.50 12125.50 12125.50 12125.50 1149
6/11/2019 3:48:00 PM 12130.50 12130.50 12130.50 12130.50 1150
6/11/2019 3:59:00 PM 12129.50 12129.50 12129.50 12129.50 1151
6/12/2019 1:50:00 AM 12089.50 12089.50 12089.50 12089.50 1 <-------- Volume = 1 means 1:50:00 AM is ~opening time
6/12/2019 1:57:00 AM 12080.00 12080.00 12080.00 12080.00 3
6/12/2019 2:01:00 AM 12078.50 12078.50 12078.50 12078.50 4


Other days:
6/3/2019 3:46:00 PM 11712.50 11712.50 11712.00 11712.00 398
6/3/2019 3:52:00 PM 11720.50 11721.00 11720.50 11721.00 401
6/3/2019 3:57:00 PM 11729.50 11729.50 11729.00 11729.00 404
6/4/2019 1:32:00 AM 11729.00 11729.00 11729.00 11729.00 1 <-------- Volume 1:32:00 AM .... open
6/4/2019 1:33:00 AM 11726.00 11726.00 11726.00 11726.00 2
6/4/2019 2:02:00 AM 11734.00 11734.50 11734.00 11734.50 5


6/4/2019 3:37:00 PM 11955.50 11955.50 11954.00 11954.00 914
6/4/2019 3:42:00 PM 11957.00 11957.00 11957.00 11957.00 915
6/4/2019 3:49:00 PM 11961.50 11961.50 11961.50 11961.50 916
6/4/2019 9:12:00 PM 12000.00 12001.00 12000.00 12001.00 3 <-------- 9:12:00 PM open??????
6/5/2019 1:42:00 AM 11979.50 11979.50 11979.50 11979.50 4 <------- next trade after 5,5 hours ater open?
6/5/2019 2:02:00 AM 11970.00 11970.00 11968.00 11968.00 7

DTN.IQ Client Software Support » "Invalid interval reference time" Mar 17, 2019 01:25 PM (Total replies: 5)

What is going on?

HIT,AAPL,60,20190317 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time.,
HIT,AIMT,60,20190317 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time.,
HIT,AKCA,60,20190317 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time.,
HIT,@KCK19,1,20190317 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time.,
HIT,@JYM19,60,20190315 000000,20190317 235959,0,000000,235959,1,,9999999; Invalid interval reference time.,

Data and Content Support » Wrong London Exchange data Dec 20, 2018 09:56 AM (Total replies: 1)

Hello!

We have relative frequent problems with LSE data. (Once per week at least.)

Here is the latest example. Symbol: L.BATS

Here are a tick data downloaded by your Time & Sales application. (Sorted desc.)

Date,Time,Price,Inc Vol,Bid,Ask,Volume,B Size,A Size,TickID,Info,Mkt Center,Trade Conditions

2018-12-19,09:45:05.423771,2561.5000,170,2561.5000<<,2562.5000,2226224,0,0,679543000,Trade,LSE,REGULAR
2018-12-19,09:45:05.214187,2561.5000,2,2560.5000,2561.5000<<,2226054,0,0,679542999,Trade,LSE,REGULAR
2018-12-19,09:45:05.003725,2561.0000,126,2560.5000,2561.0000<<,2222254,0,0,679542998,Trade,LSE,REGULAR
next line is error:
2018-12-19,08:23:23.000000,25.5700,1000000,2560.0000,2561.0000,4222128,0,0,155231,Trade,LSE,REGULAR
2018-12-19,09:44:48.030200,2560.0000,200,2560.0000<<,2561.0000,3225926,0,0,155219,Trade,LSE,REGULAR
2018-12-19,09:44:48.030642,2560.0000,100,2560.0000<<,2561.0000,3225726,0,0,679542956,Trade,LSE,REGULAR
2018-12-19,09:44:47.950441,2561.0000,373,2560.0000,2561.0000<<,3225626,0,0,679542955,Trade,LSE,REGULAR

...

2018-12-19,08:26:47.897599,2534.0000,150,2533.5000,2534.0000<<,2776708,0,0,679529725,Trade,LSE,REGULAR
2018-12-19,08:26:47.897599,2534.0000,175,2533.5000,2534.0000<<,2776558,0,0,679529724,Trade,LSE,REGULAR
2018-12-19,08:26:46.837012,2534.0000,548,2533.0000,2534.0000<<,2735199,0,0,679529723,Trade,LSE,REGULAR
next line is error:
2018-12-19,08:23:23.000000,25.5700,1000000,2533.5000,2534.0000,2775835,0,0,136151,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,137,2533.0000,2534.0000<<,1775835,0,0,679529722,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,150,2533.0000,2534.0000<<,1775698,0,0,679529721,Trade,LSE,REGULAR
2018-12-19,08:26:45.881008,2534.0000,177,2533.0000,2534.0000<<,1775548,0,0,679529720,Trade,LSE,REGULAR


We usually receive 100x less price tick than it should be.
I looked to it deeper today and I see that historical data are even in the wrong order.

Thanks.
Edited by Svancara on Dec 20, 2018 at 12:35 PM

IQFeed Developer Support » Changes in feed after weekend? Sep 10, 2014 04:53 AM (Total replies: 13)

I see it too.
Here are a data from the IQWatchQuote application:

Symbol: XGU14
Name: DAX SEPTEMBER 2014
Change: -27.00
% Chg: -0.28%
Last: 9684.50
Trade Volume: 1
Tick Trend: ­?····?···
Volume: 38004
Bid: 9683.50
Bid Volume: 5
Ask: 9684.50
Ask Volume: 3
Open: 9675.50
Close: 9711.50
High: 9697.00
Low: 9636.00
T Time: 05:27:28.522
Delay: 15
ChgFrmOpn: +9.00
Volatility: 0.63%
Mkt Cap:
% OffAvgVol:
Bid Chg: -0.50
Ask Chg: 0.50
Spread: 1.00
Range: 61.00
ET Last: 9684.50
ET Change: -27.00
Restricted:
TradeDate: 09/10/2014
Exp Date: 09/19/2014
DaysToExp: 9
Open Int: 132975
Mkt Center: EUREX
Settle: 9711.50
Settlement Date: 09/09/2014
Trades Today: 19163
VWAP:
Tick ID: 4759144
FSI:
Ask Time: 99:99:99.
Bid Time: 99:99:99.
52wk High: 10056.00
52wk Low: 8903.00
52wk High Date: 06/20/2014
52wk Low Date: 08/08/2014
Years High:
Years Low:
Years High Date:
Years Low Date:
SIC:
NAICS:
Prev Vol: 101530
Hist Volatility: 13.35
P/E:
Beta:
EPS:
Exchange Root: DAX
Div Amt:
Div Rate:
Div Yield:
Ex Div Date:
Pay Date:
Cmn Shr Out:
Assets:
Liabilities:
Debt:
Balance Date:
Growth %:
Fisc Yr End:
Strike:
Short Interest:
Split #1:
Split #2:
% Held:
Avg Vol:
Open Range 1:
Close Range 1:
Open Range 2:
Close Range 2:
Options:

Edited by Svancara on Sep 10, 2014 at 04:53 AM


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