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Skaarj has contributed to 11 posts out of 21191 total posts (0.05%) in 3,586 days (0.00 posts per day).

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When I try to lookup some symbols from BMF or SGX there is no any results, but this symbols exist at txt-file (mktsymbols_v2) list of all symbols, that you can download from the same page: http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup

For example,
BMF: WDO, WIN
SGX: IN, TW, SS

few days ago they were there, but now - "No Records Found Please try again!!"

Also, one thing. There are 2 740 970 records in txt-file, but symbol lookup page tell us: "Total Available Records: 2700677".

Data and Content Support » Blancks in EB#C and QNG#C data Feb 6, 2020 09:43 AM (Total replies: 6)

If I find same issue in other futures-symbols, should I report to you? Or there is no chance that you can fix it in any case?

Data and Content Support » Blancks in EB#C and QNG#C data Feb 5, 2020 12:28 PM (Total replies: 6)

And in QCL#C same thing:

2007-02-20 14:30:00 - 2007-02-26 11:24:00 = 5 days
2007-03-20 14:31:00 - 2007-03-27 14:04:00 = 6 days
2007-12-13 17:01:00 - 2008-02-14 18:01:00 = 63 days

It seems like that there is a same issue can be in other futures too.

Data and Content Support » Blancks in EB#C and QNG#C data Feb 5, 2020 12:24 PM (Total replies: 6)

There are few blancks in EB#C data, downloaded from IQFeed:

From 2007-01-16 14:30:00 to 2007-01-21 18:59:00 - 5 days
From 2007-02-13 14:30:00 to 2007-02-18 19:04:00 - 5 days
From 2007-05-16 14:31:00 to 2007-05-20 19:03:00 - 4 days

From 2007-12-13 17:15:00 to 2008-03-13 20:12:00 - 91 days, the biggest one.

Blancks in QNG#C data:
2007-01-29 14:30:00 - 2007-02-04 18:01:00 = 6 days
2007-03-28 14:30:00 - 2007-04-01 18:01:00 = 4 days
2007-05-29 14:30:00 - 2007-06-04 00:02:00 = 5 days
2007-12-21 16:59:00 - 2008-02-24 18:01:00 = 65 days, the biggest one.

Data and Content Support » Odd bars in CME futures historic data Feb 4, 2020 08:15 AM (Total replies: 4)

Thanks for the answer.

Quote: If the exchange sends a trade message at 17:00:01

Did you know why the exchange sends trades like this? In case when there is only one bar after close - it is ok, just an outlier. But there are few days (e.g., 2008-08-31, 2008-09-14) when we have bars every minute within 45 minutes after market close (may be these were some special days?)

If I want to process thees bars correct (in bar-by-bar analysis for example) how to hand with it? Just ignore, or add to the last bar of the session? Hope, you can give me some advice.

Data and Content Support » Odd bars in CME futures historic data Feb 3, 2020 05:32 AM (Total replies: 4)

I've downloaded QCL#C 1-min bars historic data from IQFeed, the contract specification told me, that trading hours is 6:00 p.m. - 5:00 p.m. (and 6:00 p.m. - 5:15 p.m. before 2015 September 21). But, there are a lot of bars in data from IQFeed which are within exchange closed/maintenance period when executions are not allowed.

In other futures contract the same thing. Where are thees bars from?

For QCL#C:
- only one odd bar from 2015 September 21 to now:

2019-05-02 17:01:00;62.06;62.06;62.06;62.06;5

- and 110 bars from 2007 January to 2015 September:

2007-01-26 17:16:00;126.39;126.39;126.37;126.37;24
2007-03-02 17:16:00;131.6;131.6;131.6;131.6;1
2007-03-16 17:16:00;124.99;124.99;124.99;124.99;1
2007-04-11 17:16:00;129.78;129.78;129.78;129.78;5
2007-05-15 17:16:00;129.69;129.7;129.69;129.7;14
2007-07-12 17:16:00;137.66;137.66;137.66;137.66;9
2007-07-23 17:16:00;139.77;139.77;139.77;139.77;10
2007-07-26 17:16:00;139.67;139.67;139.67;139.67;1
2007-08-02 17:16:00;141.82;141.82;141.82;141.82;2
2007-08-17 17:16:00;136.73;136.73;136.73;136.73;1
2007-09-14 17:16:00;144.07;144.07;144.07;144.07;2
2007-12-03 17:16:00;158.01;158.01;158.01;158.01;1
2008-02-28 17:16:00;171.12;171.12;171.12;171.12;1
2008-05-09 17:16:00;196.4;196.4;196.4;196.4;30
2008-05-21 17:16:00;204.73;204.73;204.73;204.73;1
2008-05-28 17:16:00;201.49;201.49;201.49;201.49;1
2008-06-05 17:16:00;198.89;198.89;198.89;198.89;1
2008-06-11 17:16:00;207.03;207.03;207.01;207.01;3
2008-08-31 17:16:00;185.89;185.89;185.89;185.89;1
2008-08-31 17:17:00;185.9;185.91;185.9;185.91;8
2008-08-31 17:18:00;185.91;185.91;185.66;185.79;37
2008-08-31 17:19:00;185.69;185.79;185.66;185.71;114
2008-08-31 17:20:00;185.7;185.77;185.69;185.77;9
2008-08-31 17:21:00;185.73;185.73;185.73;185.73;1
2008-08-31 17:22:00;185.7;185.89;185.65;185.89;25
2008-08-31 17:23:00;185.89;185.91;185.89;185.89;8
2008-08-31 17:24:00;185.89;185.89;185.84;185.84;16
2008-08-31 17:25:00;185.84;185.94;185.84;185.94;7
2008-08-31 17:26:00;185.93;185.93;185.93;185.93;2
2008-08-31 17:27:00;185.94;185.99;185.94;185.99;3
2008-08-31 17:28:00;185.99;185.99;185.97;185.99;4
2008-08-31 17:29:00;185.98;185.98;185.98;185.98;2
2008-08-31 17:30:00;185.99;185.99;185.98;185.98;6
2008-08-31 17:31:00;185.97;185.97;185.97;185.97;1
2008-08-31 17:35:00;185.96;185.97;185.96;185.96;10
2008-08-31 17:36:00;185.93;185.93;185.83;185.83;13
2008-08-31 17:37:00;185.84;185.84;185.75;185.75;10
2008-08-31 17:38:00;185.84;185.84;185.84;185.84;3
2008-08-31 17:39:00;185.84;185.84;185.79;185.79;4
2008-08-31 17:41:00;185.74;185.74;185.74;185.74;1
2008-08-31 17:42:00;185.84;185.84;185.84;185.84;2
2008-08-31 17:43:00;185.84;185.84;185.84;185.84;2
2008-08-31 17:45:00;185.84;185.84;185.83;185.84;10
2008-08-31 17:46:00;185.84;185.89;185.84;185.89;27
2008-08-31 17:48:00;185.85;185.89;185.85;185.89;5
2008-08-31 17:49:00;185.84;185.84;185.74;185.74;8
2008-08-31 17:51:00;185.84;185.84;185.84;185.84;1
2008-08-31 17:52:00;185.84;185.84;185.84;185.84;2
2008-08-31 17:53:00;185.75;185.75;185.75;185.75;1
2008-08-31 17:54:00;185.77;185.77;185.69;185.69;5
2008-08-31 17:56:00;185.77;185.89;185.77;185.89;6
2008-08-31 17:57:00;185.85;185.85;185.85;185.85;3
2008-08-31 17:58:00;185.85;185.89;185.82;185.89;8
2008-08-31 17:59:00;185.84;185.87;185.84;185.87;2
2008-09-14 17:16:00;168.23;168.23;168.23;168.23;1
2008-09-14 17:18:00;168.13;168.13;168.13;168.13;1
2008-09-14 17:19:00;168.1;168.12;168.1;168.12;4
2008-09-14 17:20:00;168.2;168.2;168.2;168.2;1
2008-09-14 17:26:00;168.11;168.11;168.08;168.08;5
2008-09-14 17:29:00;168.08;168.08;168.08;168.08;1
2008-09-14 17:30:00;168.19;168.19;168.19;168.19;1
2008-09-14 17:31:00;168.14;168.14;168.09;168.09;8
2008-09-14 17:32:00;168.02;168.02;168.01;168.01;17
2008-09-14 17:33:00;168.02;168.03;168.02;168.02;6
2008-09-14 17:34:00;167.99;167.99;167.98;167.98;2
2008-09-14 17:36:00;168.02;168.02;168.02;168.02;1
2008-09-14 17:37:00;168.02;168.02;168.02;168.02;1
2008-09-14 17:39:00;168.01;168.01;168.01;168.01;49
2008-09-14 17:41:00;167.97;167.97;167.94;167.94;3
2008-09-14 17:42:00;167.94;167.94;167.89;167.89;7
2008-09-14 17:44:00;167.93;167.93;167.93;167.93;1
2008-09-14 17:45:00;167.89;167.89;167.89;167.89;1
2008-09-14 17:47:00;167.93;167.93;167.93;167.93;1
2008-09-14 17:48:00;167.93;167.93;167.88;167.88;5
2008-09-14 17:49:00;167.85;167.89;167.8;167.89;17
2008-09-14 17:50:00;167.86;167.86;167.86;167.86;1
2008-09-14 17:51:00;167.88;167.89;167.88;167.89;18
2008-09-14 17:52:00;167.89;167.89;167.89;167.89;3
2008-09-14 17:53:00;167.84;167.84;167.76;167.76;17
2008-09-14 17:54:00;167.81;167.82;167.81;167.82;8
2008-09-14 17:55:00;167.82;167.82;167.79;167.79;2
2008-09-14 17:56:00;167.89;167.89;167.89;167.89;3
2008-09-14 17:57:00;167.89;167.89;167.89;167.89;6
2008-09-14 17:58:00;167.91;168.03;167.91;168.03;5
2008-10-22 17:16:00;136.07;136.07;136.07;136.07;1
2008-11-24 17:16:00;122.54;122.54;122.54;122.54;2
2009-04-30 17:16:00;102.55;102.55;102.55;102.55;1
2009-05-12 17:16:00;110.98;110.98;110.98;110.98;1
2009-06-30 17:16:00;120.79;120.79;120.79;120.79;4
2009-09-14 17:16:00;115.8;115.8;115.8;115.8;9
2009-10-28 17:16:00;123.2;123.2;123.2;123.2;1
2009-11-09 17:16:00;125.37;125.37;125.37;125.37;1
2009-12-09 17:16:00;116.21;116.21;116.21;116.21;8
2010-01-07 17:16:00;126.52;126.52;126.52;126.52;1
2010-07-07 17:16:00;111.94;111.94;111.94;111.94;5
2011-01-06 17:16:00;121.35;121.35;121.35;121.35;4
2011-11-29 17:16:00;125.4;125.4;125.4;125.4;2
2012-01-13 17:16:00;124.73;124.73;124.73;124.73;2
2012-04-09 17:16:00;126.81;126.81;126.81;126.81;17
2012-05-30 17:16:00;111.3;111.3;111.3;111.3;2
2012-09-04 17:16:00;118.56;118.56;118.56;118.56;3
2013-02-01 17:16:00;118.32;118.32;118.32;118.32;1
2014-09-18 17:16:00;116.88;116.88;116.88;116.88;1
2014-12-23 17:16:00;82.16;82.16;82.16;82.16;1
2015-03-27 17:16:00;70.78;70.78;70.78;70.78;1
2015-03-31 17:16:00;69.84;69.84;69.84;69.84;1
2015-04-07 17:16:00;75.6;75.6;75.6;75.6;5
2015-05-26 17:16:00;78.34;78.34;78.34;78.34;1
2015-06-11 17:16:00;80.55;80.55;80.55;80.55;4
2015-08-25 17:16:00;58.35;58.35;58.35;58.35;1


Thanks, upgarding from 6.0.0.5 to 6.0.1.1beta helps.


When I try to request historic data for @RA#C and @TU#C it returns only part of bars and then raise "Connection Timeout Error".

I send:
HIT,@TU#C,60,20190101 000000,20190214 235959,,,,1,H_0000000000,100,s
HIT,@RA#C,60,2070101 000000,20190214 235959,,,,1,H_0000000000,100,s

For @TU#C I've got a break at:
H_0000000000,2019-01-11 16:58:00,106.0234375,106.0234375,106.0234375,106.0234375,333164,22,
H_0000000000,E,Connection Timeout Error.,
H_0000000000,!ENDMSG!,
H_0000000000,2019-01-11 17:00:00,106.0312500,106.0156250,106.0312500,106.0234375,333993,829,

For @RA#C:
H_0000000000,2008-06-13 10:26:00,123349.9344,123349.9344,123349.9344,123349.9344,31,1,
H_0000000000,E,Connection Timeout Error.,
H_0000000000,!ENDMSG!,
H_0000000000,2008-06-13 10:27:00,123349.9344,123349.9344,123349.9344,123349.9344,35,4,

Data and Content Support » wrong data for AAPL at 2014.06.25 Nov 15, 2016 12:57 PM (Total replies: 1)

Hello,

Historic price (actually High values) for AAPL are not correct from 9:30 to 10:40 2014.06.25


Thanks for answer, hope it will be resolved soon.


History is missing for GOOGL in periods:
2014-06-09
2014-06-11 to 2014-06-13
2014-06-16 to 2014-06-30

There now data in that periods, but it must be.


Time: Fri May 3, 2024 2:46 PM CFBB v1.2.0 12 ms.
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