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Viewing User Profile for: Craig
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Joined: Apr 16, 2010 09:35 AM
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Craig has contributed to 326 posts out of 21183 total posts (1.54%) in 5,115 days (0.06 posts per day).

20 Most recent posts:
IQFeed API Questions » Futures Tick Data Out Of Order. Aug 21, 2023 01:32 PM (Total replies: 7)

As per the other thread/ What does it take to get a response?

IQFeed API Questions » c & s update Message Contents. Aug 21, 2023 01:31 PM (Total replies: 28)

Sigh....a development project which I thought would take days has now stretched to months...
What does it take to get a response?
Edited by Craig on Aug 22, 2023 at 12:34 AM

IQFeed API Questions » c & s update Message Contents. Aug 11, 2023 01:55 PM (Total replies: 28)

Hi Gary - it would be good if I could have an answer to my question so I can continue development.

IQFeed API Questions » Futures Tick Data Out Of Order. Aug 11, 2023 01:54 PM (Total replies: 7)

Any updates on this?

IQFeed API Questions » c & s update Message Contents. Aug 8, 2023 10:43 PM (Total replies: 28)

Hi Gary,

This is good to know!
So does the same situation apply to close prices in equities (i.e one must have the Close field).

IQFeed API Questions » Futures Tick Data Out Of Order. Aug 2, 2023 03:30 PM (Total replies: 7)

Command: "HTT,@VXJ23,20221124 000000,20230801 235959,,,,1,1\r\n"

IQFeed API Questions » Futures Tick Data Out Of Order. Aug 2, 2023 01:23 AM (Total replies: 7)

Sorry Gary, I may have got the request type wrong.
I'll let you know the precise request after close tomorrow.

IQFeed API Questions » c & s update Message Contents. Aug 2, 2023 01:21 AM (Total replies: 28)

Thanks Gary, let me know what happens.

IQFeed API Questions » c & s update Message Contents. Jul 31, 2023 07:43 PM (Total replies: 28)

Are we going any further with this or not?

IQFeed API Questions » Futures Tick Data Out Of Order. Jul 31, 2023 07:42 PM (Total replies: 7)

When I do a HIT request on @VXJ23, on the second of February 2023 the downloaded ticks are out of order.
At around 10:54:04 the time jumps backward.

Here are the lines as they come in:

12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.620000,20.5000,1,8452,20.5000,20.5500,1061033,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,4,8456,20.5000,20.5500,1061061,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,3,8459,20.5000,20.5500,1061062,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,2,8461,20.5000,20.5500,1061063,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5000,1,8462,20.5000,20.5500,1061065,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5000,3,8465,20.5000,20.5500,1061066,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5100,1,8466,20.5000,20.5500,1061070,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5100,1,8467,20.5000,20.5500,1061071,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.625000,20.5100,1,8468,20.5000,20.5500,1061082,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,5,8473,20.5000,20.5500,1061184,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,1,8474,20.5000,20.5500,1061185,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,2,8476,20.5000,20.5500,1061186,O,32,4D,0,2,

--> Here

12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5000,1,8477,20.5000,20.5500,1042874,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5000,4,6600,20.5000,20.5500,1042875,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6601,20.5000,20.5500,1042876,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6602,20.5000,20.5500,1042877,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6603,20.5000,20.5500,1042878,O,32,4D,0,2,

--> and then back to where it was

12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,6,6609,20.5000,20.5500,1061264,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,4,8486,20.5000,20.5500,1061265,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,3,8489,20.5000,20.5500,1061266,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,8,8497,20.5000,20.5500,1061267,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,5,8502,20.5000,20.5500,1061268,C,32,01,0,2,


In general - can we expect tick data to be in-order?

IQFeed API Questions » c & s update Message Contents. Jul 28, 2023 01:54 PM (Total replies: 28)

This is simply a grep of the log on the pattern 'Q,@VXMQ23'.
So unless the 'missing' events have a different form, they should be here.
Aren't the missing gaps in the numbers because of the other symbols I'm watching?

IQFeed API Questions » c & s update Message Contents. Jul 27, 2023 02:10 PM (Total replies: 28)

So they are not there right?
So do you plan to add them or was it all a misunderstanding?

IQFeed API Questions » c & s update Message Contents. Jul 26, 2023 03:11 PM (Total replies: 28)

OK - So here is the grepped logging for @VXMQ23 for today. I see no 's' or 'c' in the message contents on a cursory look - but I may be missing something.

IQFeed API Questions » c & s update Message Contents. Jul 26, 2023 02:01 PM (Total replies: 28)

I'm running with logging today - the file is huge - I will grep it down to the @VXMQ23 quotes around the close before sending.

BTW - What is the rule for requesting historical futures tick data? How far back can I go with requests on @VXMQ23? How far back can I go with any arbitrary futures symbol.

IQFeed API Questions » c & s update Message Contents. Jul 25, 2023 12:36 PM (Total replies: 28)

Yes - but this is in the time & sales data right?
I'm pretty sure I'm not seeing them in the realtime Q message stream.

As before - I see c & s messages for the day before, usually with a burst of F messages.
But I see nothing for the current day at around 4 est.

IQFeed API Questions » c & s update Message Contents. Jul 21, 2023 03:11 PM (Total replies: 28)

I'm just not seeing any 'c' or 's' events in the real-time Q messages around 4 est.
I'm seeing them coming through for the previous day before the market opens, so I know I'm logging them correctly, but nothing at the close.

I see the close in the time & sales trade conditions for equities but not for futures.
I think we're missing each other here - I will be in contact next week.
Edited by Craig on Jul 21, 2023 at 03:14 PM
Edited by Craig on Jul 21, 2023 at 06:01 PM

IQFeed API Questions » c & s update Message Contents. Jul 20, 2023 05:11 PM (Total replies: 28)

I'll not seeing them - but the fault must be on my side.
Thanks for the clarification.

IQFeed API Questions » c & s update Message Contents. Jul 20, 2023 01:42 PM (Total replies: 28)

Sorry to belabour the point - but to make sure I understand.

Equities will have an Q event with a 'c' in the message contents at around 4 est?


(Thanks for the telnet explanation - I think it also helps to connect to the historical port! :))
Edited by Craig on Jul 20, 2023 at 01:42 PM

IQFeed API Questions » VIX.XO 1 minute data Jul 19, 2023 11:13 PM (Total replies: 5)

Hi Gary,

I rang into into another data thing.
On this day there is a gap in the data for some reason:

2022-06-02 16:07:00,24.55000,24.53000,24.55000,24.53000,0,0,
2022-06-02 16:06:00,24.57000,24.56000,24.57000,24.56000,0,0,
2022-06-02 16:05:00,24.58000,24.55000,24.58000,24.55000,0,0,
2022-06-02 16:04:00,24.57000,24.56000,24.57000,24.57000,0,0,
2022-06-02 16:03:00,24.59000,24.56000,24.58000,24.58000,0,0,

(Here)

2022-06-02 15:48:00,24.71000,24.71000,24.71000,24.71000,0,0,
2022-06-02 15:47:00,24.73000,24.70000,24.70000,24.73000,0,0,
2022-06-02 15:46:00,24.75000,24.71000,24.73000,24.71000,0,0,
2022-06-02 15:45:00,24.77000,24.73000,24.77000,24.74000,0,0,
2022-06-02 15:44:00,24.78000,24.77000,24.78000,24.77000,0,0,
2022-06-02 15:43:00,24.80000,24.78000,24.80000,24.78000,0,0,
2022-06-02 15:42:00,24.80000,24.79000,24.80000,24.80000,0,0,
2022-06-02 15:41:00,24.84000,24.81000,24.84000,24.81000,0,0,
2022-06-02 15:40:00,24.86000,24.84000,24.86000,24.84000,0,0,


The command for this was: HIT,VIX.XO,60,20220602 000000,20220602 200000

IQFeed API Questions » c & s update Message Contents. Jul 19, 2023 05:20 PM (Total replies: 28)

Thanks Gary - how are you issuing those commands?
When I try via telnet my output is swamped with timestamps etc.


Edit more questions:
1. So these events will appear with trade condition 's' in the real-time stream?
2. How do I identify a equities close in real-time?
Edited by Craig on Jul 19, 2023 at 05:28 PM


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