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daddyolle has contributed to 10 posts out of 21185 total posts
(0.05%) in 5,366 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Futures in history vs level1 socket May 12, 2010 01:16 PM
(Total replies: 1)
I am confused. If I use a symbol i.e. +NG# or +NGM10 I get results back with the history socket, but if I use the level1socket I get a not found message. What am I doing wrong?
IQFeed Developer Support »
I would love to have all the c# examples you have... May 10, 2010 12:34 PM
(Total replies: 3)
Thank you otterway. This helped a ton. I am already repricing my portfolio on-demand real-time. This was a huge time saver to me. Thanks again
IQFeed Developer Support »
using various requests May 10, 2010 12:31 PM
(Total replies: 2)
Yes, I beleive you are right. I have been looking at the C++ sample apps and running them. Right now my app is not ready to receive streaming quotes, but I could just watch a symbol and pull off the first two messages the F and P to get everything I need for now, then just remove it. This will give me on demand real-time. I have several adaptations to make to my app to listen and respond to Q messages coming in. Thank you
DTN.IQ Client Software Support »
trouble figuring out which indexes from DTN are updated when May 10, 2010 12:17 PM
(Total replies: 1)
My question above is still relevant, but I will probably be switching from the history socket to the Level1 socket. I noticed that when you register a symbol it immediately sends a fundamental and summary message which has a ton of data that I need any way (high, low, change). Right now my app isn't set up to handle streaming quotes yet anyway so even if I pick up the first to messages and remove it I get what I need to give me on demand real-time prices along with day change etc. What I said above is still relevant though. I just put a couple of the symbols above on the level1 socket and I get the same old results i.e MEX.X giving no updates for today etc.
DTN.IQ Client Software Support »
trouble figuring out which indexes from DTN are updated when May 10, 2010 11:45 AM
(Total replies: 1)
I am having troubel with some of the published DTN indexes or atleast understanding which ones I am subscribed to and when they are updated. I have the basic package. I use the DTN IQ Feed product subscription with Neuroshell Trader and Ninja Trader. Last week I started using the API product, which I signed up for, to start to pull various things in from DTN into our in-house Portfolio Management System. For example, I do a quick real-time price reprice of my open portfolio by using the history socket and pulling in the last tick price for all of the open symbols. This works fine. I can probably do some tweeking with multiple open sockets etc., but it works so I am happy so far. I have a page of indexex that I watch in our in-house PMS. Currently we query Yahoo, but of course they could be 15 minutes delayed. I am in the process of changing my watch list symbols from Yahoo to DTN equivelents. We look at the US indexes i.e. INDU.X, SPX.XO etc. Many of them work fine, i.e. the history socket can pull the last tick when ever we want and the daily request pulls yesterdays close so we can calculate the change on the day etc. Most of these indexes show the listed market as (27, DTN). Many are not being updated or perhaps I just don't understand. For Example DAX.X, CAC.X are fine but the FTSE 100 or FIY.X only shows one tick ie at the close friday 5/7 but none today 5/10, or it might not show a tick until the close i.e. one tick at the close for HKHI.X the Hang Seng. I am having similar issues with MEX.X, NIK.X, HKHI.X and several others. Did I just pick a bad day or is there something I should know about how to get the right data for these markets?
IQFeed Developer Support »
using various requests May 7, 2010 10:06 AM
(Total replies: 2)
This is less of a problem question than an education question. I am a user of IQFeed using Ninja Trader and Neuroshell Trader. Obviouly they have hidden all of the complexity from their end user. We have an in-house Risk System that we are trying to add functionality to i.e. real-time position valuation etc. We currently are pulling yahoo quotes, which are delayed, so we have some understanding of pulling data in and consuming it. I started this week and thanks to some examples c# examples sent on Wednessday, we are already getting some results. I have a few questions making history and fundamental requests: 1) using the sample apps I am trying to construct a request that gives me for a specific security a) yesterdays close b) the current high, low, accumulated volume for today and c) it would be nice to have the symbol description/company name. I can't seem to put together an HXX request that will give it to me. It also seems like I have to make a fundamental request just to get a symbol title. Getting a quick real time quote is easy with HTX for example. Can someone offer some suggestions how to piece together a request or two that can give me what I want... realtime last price, open high low for the day and yesterdays close and maybe the symbol title.
IQFeed Developer Support »
C# samplem with tcp/ip May 5, 2010 10:58 AM
(Total replies: 45)
Steve or Todd, I just started this week. I just put up another post about C# samples. I would love to have any samples you have for C#. I have been struggling with ONE_UNITED, but because it isn't a complete library I am kind of stuck. I keep going back and forth trying to decide to translate the C++ or the VB code, but I think it will take a long time to get going with this.
IQFeed Developer Support »
I would love to have all the c# examples you have... May 5, 2010 10:50 AM
(Total replies: 3)
I am in the same boat. I started Monday. I am using Visual Studio 2010 and 2008. So I spent Monday converting the all the samples. The only C# sample which uses the com object, but that doesn't work in what was distributed or the converted sample "Class not registered" run time exception. I looked at the samples from ONE_UNIFIED, but for me since they do not include all of the libraries it is incomplete. I tried to piece together a class file that would compile, but since I don't have all of their files I am having to guess how and in what order they are running everything. And to top it off these samples are written with IQ32.dll which I understand is going away. I am kind of stuck... I keep going back and forth between the ONE_UNIFIED, the C++ and the VB examples wondering which one I can use or start to translate. Samples for C# would of course be awsome, but it doesn't look like there are any and all the sockets examples are using IQ32.dll which seems out of date. Any suggestions would be helpfull.
IQFeed 3rd Party Software Support »
IQ Feed for NeuroSheel Trader Aug 20, 2009 03:10 PM
(Total replies: 3)
OK, yes it is split adjusted in the daily charts. Also, when I checked Ninja Trader they did the same thing... the daily was correct, but the 1 hr chart was not split adjusted for example.
IQFeed 3rd Party Software Support »
IQ Feed for NeuroSheel Trader Aug 20, 2009 02:36 PM
(Total replies: 3)
It seems that there may be some ETFs that don't have their stock splits taken into account. Several splits took place on 24-Jul-2008: FXI 3:1 Stock Split 24-Jul-2008 ILF 5:1 Stock Split 24-Jul-2008 EEM 3:1 Stock Split 24-Jul-2008 FXI 3:1 Stock Split 24-Jul-2008 Am I right in assuming the stream from DTN is split adjusted? IB had trouble with these splits as well. Maybe ETF's use a different notify mechanism than stocks even though they are listed stocks. I am sure there are other ETF splits, I just ran accross these. Since this (for Neuroshell) is a new feed product for DTN I thought I would put it here. I checked FXI in Ninja Trader with the IQfeed and it seems to be correctly split adjusted so I am guessing then that the split is in the IQ data. Possibly it isn't applied in the new Neuroshell interface version. How do they get fixed? |
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