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lvarga has contributed to 12 posts out of 21185 total posts
(0.06%) in 7,135 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
spy bid/ask update issues Sep 29, 2008 10:17 AM
(Total replies: 1)
Hi, Several times today spy bid or ask stopped updating for minutes, ask was @116.8 for like 10 mins, just started getting updates again. Tried to restart iqfeed several times so that it might connect to different servers, no luck. No app. issues as this was the ask I was getting using the c++ level1 example too. Cheers, lvarga
IQFeed Developer Support »
Minimum price increment on Nasdaq Mar 6, 2008 04:38 PM
(Total replies: 3)
Thanks Steve for checking this for me. And this would hold true on Nasdaq only right, ie. on NYSE/Amex the minimum price increment is $0.01 for both bid/ask and trades? Regards, lvarga
IQFeed Developer Support »
Minimum price increment on Nasdaq Mar 5, 2008 04:53 PM
(Total replies: 3)
Hi, As far as I know the minimum price increment is $0.01 on NASDAQ for stocks above $1.00 yet I got $6.515 (and other 3 or 4 digit precision prices) for NOVL in the tick-history request, one example would be the 2008-03-05 15:58:50,6.5150,100,6.5100,6.5200,2578287,0,0 tick, w/ $6.515 last price. Was that min. price increment for stocks above $10 or could this be a data issue? Thanks in advance, lvarga
IQFeed Developer Support »
Got "Not Found" for valid tickers Jan 16, 2008 11:14 AM
(Total replies: 4)
Thanks for the prompt reply Steve, a few more questions: 1) would it be possible to post some kind of notification on this site in such a case stating that (in our case) 66.112.148.XXX servers may return invalid symbols, ETA for the resolution, than update once the problem is resolved? (If there's already such than could you please direct me there) Reason why I'm asking is that I've just spent 2 hours debugging our code as I initially thought it was a bug on my side, as such has error never happened before w/ IQFeed, next time I could save this time. 2) If say in the future I suspect that some servers are experiencing problems (say these 66.112.148.XXX servers), how could I force IQFeed not to connect to these or to connect to some specific servers. ie how to work-around once I suspect some servers are experiencing problems? Thanks, LVarga
IQFeed Developer Support »
Got "Not Found" for valid tickers Jan 16, 2008 10:58 AM
(Total replies: 4)
At 11:19AM I got "Not Found" for OMX, MAC, and a few other tickers, was connected to 66.112.148.113 server. I've stopped/restarted IQ a couple of times until I finally got market data for these (and other) tickers, works fine since than on the very same server. I've used the C++ Level1 Socket demo app. to ensure it's not a bug in our code (which produced the same not found errors), can PM the screenshots of the IQ Connection manager + the demo app if needed. What could be these periodic "not found" errors be? At some point I got these "not founds" for 30 of the ~300 tickers I watched. Thanks, lvarga
Data and Content Support »
Regular session marker (?) in tick/intraday data Sep 24, 2007 01:31 PM
(Total replies: 1)
Hi, As far as I understand there is no regular vs. premarket/after hours trade flag in the historical tick/minute data, so 1) is there any way to identify the beginning/ending of the regular trading session in the historical data (or is there a workaround to find it out) ? 2) if not, would it be possible to implement such a feature in later IQFeed releases? Best Regards, lvarga
IQFeed Developer Support »
Invalid update messages Jun 13, 2007 12:33 AM
(Total replies: 11)
Hi Steve, Thanks a lot for the prompt reply, there are few things I would like to clarify a bit: 1) when you say the client application is not processing the data fast enough, you mean my application that connects to localhost:5009 or the IQFeed client (with the icon on the tray) that connects to the IQFeed servers? 2) You say "...the data corruption shouldn't happen when you are connected to the new servers.." -- this means that after 16th's switchover this should be solved as I would automatically connect to the new servers without any changes on my side, right? (and if still not solved I should raise this issue again) Thank you very much, lvarga
IQFeed Developer Support »
Invalid update messages Jun 11, 2007 10:40 PM
(Total replies: 11)
Hi, I've got invalid updates 2 days ago while having several simultaneous connections, these all had invalid last prices like: Q,FWLT,F,0.0NRG,1.96,... Q,SMH,E,3U,.D|,-32.69,... Q,FRO,D,LL.TC,1.24,... I was running the latest 4.2.1.4 IQFeed, any idea why this could have happened? Regards, lvarga
IQFeed Developer Support »
Split and last split problems in fundamental message Dec 17, 2006 02:29 AM
(Total replies: 4)
Hi, I've found a few invalid last split fields in the fundamental messages, just a few as an example: 1) split date = last split date and split factor = 3.0, last split factor = 0.4 F,ALE,0D,17.6,88000,49.30,42.55,49.30,42.55,3.1,0.36,1.45,12/01/06,11/13,,,,,,2.69,2.65,-27.29,12,,ALLETE INC,ALE,60.,0.67,,373.9,119.7,09/01/06,387.8,30381,,3.00 09/21/04,0.40 09/21/04,,n,12,2,4931,10.91,1,7,07/24/2006,10/10/2006,07/24/2006,10/10/2006, 2) split date = last split date and split factor = 250, last split factor = 0.5 F,BAK,0D,,133000,18.28,8.75,18.28,8.75,1.0,,0.14,05/05/06,04/10,,,,,,-0.29,0.25,,12,,BRASKEM PFD CL A ADR,,2.,3.99,,2490.1,1902.1,09/01/06,1907.5,179218,,250.00 05/16/05,0.50 05/16/05,,n,12,2,2869,32.16,1,7,02/16/2006,07/18/2006,02/16/2006,07/18/2006, Could you please take a look into this? Thanks a lot! This message was posted in a secure forum. Click here to access the topic where message was posted.
IQFeed Developer Support »
Invalid Update Messages using IQFeed socket API Oct 8, 2004 10:30 AM
(Total replies: 3)
Thank you for the fast reply, I really appreciate it! I've tried the 64k TCP buffer modification and double-checked the partial message handling -- I could not find any bugs in it, so I would assume that the invalid updates were not due to partial messages as they are handled by the test application. But just in case I've started the 64k TCP buffered application today shortly after market open and got invalid updates again (lines from the test application's output): ... Starting iteration #3 Parse error in column 3 in line: P,SPLS,F,.SNPS,,,3185,100,0.0000,0.0000,16.7100,16.8000,200,300,,173,0.,09:29t,,0.0000,29.8700,0.09,,,,t,N,,,,10/07/2004,,.SNPS,,,,,0,,,,,,1,,,14,4,,1513610,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,23,,,, Parse error in column 3 in line: P,WFMI,F,.ADBE,,,1500,100,0.0000,0.0000,50.8600,50.9500,100,100,,175,0.,09:29t,,0.0000,84.8400,0.09,,,,t,N,,,,10/07/2004,,.ADBE,,,,,0,,,,,,1,,,14,4,,591682,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,12,,,, Parse error in column 3 in line: Q,SPLS,F,.SNPS,,,3185,100,0.0000,0.0000,29.8000,29.8000,500,300,,175,0.,09:29b,,0.0000,29.8700,0.,,,,t,N,,,,10/07/2004,,.SNPS,,,,,0,,,13.09,13.,,1,,,14,4,,1513610,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,23,,,, ... Parse error in column 9 in line: Q,AMGN,F,56.6700,0.11,0.001944837,126434,100,56.6700,.PAYX,56.6500,56.6800,100,200,173,173,56.67,09:31t,,56.2900,56.5600,0.03,,,,p,N,,,,10/08/2004,,56.6700,,,,0.11,0,28.9,-0.981450411,0.,0.,0.38,1,1.,71745183.390000001,14,4,,6750460,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,453,,,, Parse error in column 9 in line: Q,AMGN,F,56.6700,0.11,0.001944837,126434,100,56.6700,.PAYX,56.6500,56.6800,300,200,,173,56.67,09:31b,,56.2900,56.5600,0.03,,,,c,N,,,,10/08/2004,,56.6700,,,,0.11,0,28.9,-0.981450411,0.,0.,0.38,1,1.,71745183.390000001,14,4,,6750460,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,453,,,, ... I would be very happy if you could compile and run this test application (sent in email) on some of your development machines, to see whether this error can be duplicated in your environment. Best Regards, Lajos
IQFeed Developer Support »
Invalid Update Messages using IQFeed socket API Oct 7, 2004 10:40 AM
(Total replies: 3)
I've been receiving invalid update messages through the socket API; first I thought it was a bug in my update-parsing process so I modified the console_stream example to duplicate the problem -- sent the program - it subscribes to the Nasdaq100 stocks, - reads 1000 updates, - unsubscribes for the symbols, - after suspending for a minute starts the iteration again. /This modified console_stream uses CString so use MFC static/shared library + replace #include <windows.h> to #include <afs.h> in stdafx.h/ After some iterations I receive updates like: Q,FLEX,F,13.6701,-0.1299,-0.00941304,1766768,181,13.8800,.PSFT,13.6700,13.6700,1100,800,,173,13.88,11:51b,,13.8100,13.8000,0.,,,,c,N,,,,10/06/2004,,13.6701,,,,-0.1299,0,1380.,-0.741625037,0.,0.,-0.1399,1,1.015354679,7602092.9811,14,4,,6610306,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,4607,,,, Note the 9th column: ".PSFT". Similar happens in other price fields as well (bid, ask, last, etc). Could somebody also compile/run the program and see what happens (pm me , I can send the code)? Ususally the longer it runs, the more invalid updates it receives. I appreciate any ideas, comments!!! Lajos Edited by DTN_Steve_S on Sep 19, 2011 at 09:22 AM |
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