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svftech has contributed to 5 posts out of 21196 total posts
(0.02%) in 5,510 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Determine NYSE Opening Tick Mar 2, 2010 12:42 PM
(Total replies: 5)
No need to change the way your opening field is calculated for your datafeed, it is correct as is. What I am looking for is that either there is another datafield (ie. NYSE Specialist OPENING Trade or one like it) or one could be added as an option in a future release (hopefully soon). I'm assuming the specialist's opening trade is another data field provided by the NYSE because my trading platform has an OPEN field that does not get populated with a value until the official NYSE Opening trade is executed by the specialist. My primary intent here is to get the NYSE Specialist's Opening trade because this tells me that the specialist for this stock is now open for business and the trading in this stock is fully liquid. The specialist's opening trade for larger stocks is usually over a million shares in one tick and it is easy for me to identify, but the smaller cap stocks are not as obvious. Thanks, Steve F.
IQFeed Developer Support »
Determine NYSE Opening Tick Mar 1, 2010 08:21 PM
(Total replies: 5)
The Open field is reporting the first trade after 9:30 EST as the Opening trade, even for NYSE stocks. (this makes sense for NASDAQ stocks since there isn't a person doing the opening) The opening trade by the specialist is often up to a minute or 2 more after 9:30 EST. This is critical for my application to determine what the specialist has opened the stock at. I am able to get this data from other feeds (I only mention this so that you know it's available from the NYSE exchange). Is there a way to get this from IQFEED? Thanks, Steve F
IQFeed Developer Support »
Determine NYSE Opening Tick Mar 1, 2010 12:54 PM
(Total replies: 5)
I need to determine which tick is the NYSE opening (ie the first one the specialist executes, not the first tick after 9:30 EST). I tried using the NYSE designator, but trades are executing with this designation before the actual NYSE open. I the meantime, I've been using sort of a fuzzy logic to look for a large trade but it is not definitive. Any suggestions? Thanks, Steve
IQFeed Developer Support »
C# sample using sockets? Apr 17, 2009 11:38 AM
(Total replies: 8)
Jim- Worked like a charm! Thanks for the info. Looks very straightforward. Steve (Jay - I've signed up and ready to go, thx)
IQFeed Developer Support »
C# sample using sockets? Apr 17, 2009 10:27 AM
(Total replies: 8)
Brand new to IQFEED as of today. I would like like to get streaming tick data using sockets. Could someone point me in the right direction as to how to get started? Ideally, it would be great if there was a simple sample app written in C# that did this. Also, is there a document that details this? Thanks, Steve |
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