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traps has contributed to 15 posts out of 21185 total posts (0.07%) in 4,715 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Soy meal data Sep 30, 2012 07:17 PM (Total replies: 11)

Thanks again Todd. I still have a number of questions about this. Is it possible to talk to someone on the phone?

Data and Content Support » Soy meal data Sep 28, 2012 02:33 AM (Total replies: 11)

Hi Todd,

I've also been looking at the volumes for the wheat contract as another example (sorry for switching the thread so much). Prior to a time in early 2008 the pit and Globex volumes were separate numbers and the combined (+) volume was equal to the sum of the two - i.e. what I'd expect. But from early 2008 the pit and Globex volumes are set exactly equal to each other (with the combined volume still the sum of the two). Then in mid 2008 all three volumes collapse to exactly the same number (with the odd anomaly, such as the 13th March 2009). I'm sure it's all very simple but I'm afraid I'm still struggling to understand this.

Cheers

Data and Content Support » Soy meal data Sep 28, 2012 12:27 AM (Total replies: 11)

> Yes, the @ sign gives you the Globex symbols for the CBOT. I do not understand
> the second question - the + sign combines both, pit and Globex data, not either/or.

I'm looking at closing prices (going back to 1996). I want to make sure I understand what the closing price means for the case of the + symbol. Is it just the last tick from whichever - pit or Globex happened to have the last trade that day? Or, for instance, an average of the last trade of each? I think you're saying that it's the first but I wanted to make absolutely sure.

> I show that the daily data for @KC# in IQFeed goes back to March 20, 1996.
> Earlier this year, we merged the data so prior to roughly February of 2008,
> the quotes are from the pit symbols. The daily data after February of 2008
> comes from the Globex contract.

So does that mean that @KC# has data merged from pit and Globex? I'm now confused again because I though that @ meant Globex only! For @KC# I can see a gap between 18th September 2002 and 18th December 2002. Are you seeing data for that period? If so I must be looking at it incorrectly.

Thanks

Data and Content Support » Soy meal data Sep 27, 2012 01:19 AM (Total replies: 11)

Hi Todd. Any idea about this one? I'm keen to figure out what's going on. Thanks.

Data and Content Support » Soy meal data Sep 25, 2012 10:55 PM (Total replies: 11)

Thanks Todd. That makes sense.

So just to be clear, does @ always refer to Globex for the CBOT contracts? How was it decided which number to use for + in the transition period?

The ICE US coffee contract (KC) only has @ data but going all the way back to 1996. Does that mean that it's been traded (only) electronically since then?

On a slightly separate subject, some of the historical data has large gaps in the time series. For example, ICE US coffee has a period of several months where the data is missing. What's the reason for this?

Data and Content Support » Soy meal data Sep 24, 2012 11:55 PM (Total replies: 11)

Could you tell me exactly (i.e. as much information as you can give) what the difference is between SM, @SM and +SM? Are they all for the same contract on the same exchange? I'd like to understand precisely how where the numbers come from to ensure that I'm using them correctly.

Also, there is data for, say, @SM# from 1996 until today but I can only see bars for 85% of the weekdays in that period. What is the reason for the gaps? For some contracts there can be gaps in the data of several months.

Thanks for your help.

DTN.IQ Client Software Support » Dividends and Historical Data Jan 9, 2012 08:18 AM (Total replies: 9)

So how are we supposed to know which data we need to adjust, and which has already been adjusted?

DTNIQ Client Software Wish List » iqconnect.exe & iqconnect_console.exe Sep 10, 2011 02:38 PM (Total replies: 10)

Hi,

Could we please get a version of iqconnect.exe which doesn't bring up a window when connecting? Ideally it would be another executable called something like iqconnect_console.exe.

Why? To make it easy to run on Linux. Currently, iqconnect.exe brings up a window when connecting and thus you have to installed a ton of extract packages to run Xvfb. If we had a console version, all this extra weight and complexity wouldn't be needed.

Thanks a lot,

Adam

IQFeed Developer Support » ISystemInfo Jun 16, 2011 10:08 PM (Total replies: 1)

I'm using the 4.8 beta with .net, and it appears that, for a single query, the callback for both ReqSymbolByNAICS and ReqSymbolBySIC for DTNIQFeedCOMLib.SystemInfoClass is called many times (one line of the result per call) instead of just once (multiple lines in a single call). Is this intentional? How are we meant to know when all the results are in?

IQFeed Developer Support » tick data historical request - dataPointsPerSend? Jun 16, 2011 08:48 AM (Total replies: 2)

I see, I misunderstood the behaviour (thinking ENDMSG occurred with every callback).

thanks again

IQFeed Developer Support » tick data historical request - dataPointsPerSend? Jun 16, 2011 06:44 AM (Total replies: 2)

Hi

When using the historical lookup COM method ReqHistoryTickTimeframe, I am wondering how one is supposed to use the dataPointsPerSend parameter.

If it is set to some non-zero value, say 100, then the time-series of ticks will be split up into separate messages, each with no more thant 100 ticks in it.

My question is, how do I know when all the messages/ticks have been received? My call-back will get called for each message, but is there a way to tell when all messages pertaining to this request have been received? Since I do not know the number of ticks beforehand, I do not know how many messages to expect.

thanks

Data and Content Support » Excel DDE 'Invalid Symbol' for some exchanges Jun 1, 2011 07:36 AM (Total replies: 1)

Hi, I'm trying out the 'Sample DDE Spreadsheet' with the Futures exchanges.

I can succeessfully download streaming data using symbols from all exchanges EXCEPT :- COMEX (globex or floor), NYMEX (globex or floor), LME, DME.

All of the other (20-25) exchanges are working fine.

I am obtaining the symbols from the symbol download tool on the website.

For the afore-mentioned exchanges I get 'Invalid Symbol" errors for every single symbol (looking at futures only).

What am I missing?

thanks

Data and Content Support » symbol limit for futures historical data May 31, 2011 09:16 AM (Total replies: 2)

Makes sense, thanks very much.

Data and Content Support » QNG# or +NG#, QRB# or +RB# ? May 31, 2011 07:21 AM (Total replies: 4)

Hi Jay, I was wondering if you could say any more about how the combined session data is produced?

Is this done at the exchange source or internally by your feed infrastructure?

Is the time-ordering correctly preserved when the streams are merged?

thanks

Data and Content Support » symbol limit for futures historical data May 29, 2011 04:28 AM (Total replies: 2)

Hi, I was wondering how you calculate the symbol limit for getting historical data for futures.

Each futures instrument will have many individual monthly contracts in the history - does each contract count as one symbol, or is it one symbol for all of the contracts? E.g. for Crude Oil, is it one symbol 'CL' or is it one symbol for each 'CLF1', 'CLG1', 'CLH1'?

What about the continuous contract symbols 'CL#' ?

thanks!


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