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jigsawtrading has contributed to 3 posts out of 21196 total posts
(0.01%) in 2,813 days (0.00 posts per day).
20 Most recent posts:
Thanks Tim
So I'm back to setting protocol 5.0 and I took the spaces out.
Now I have L1 data coming in - but I don't see the message types in there
Q,@ESM18,22,2610.50,3,0.001150527,1974,1,2611.75,2608.50,2610.50,2610.75,10,9,183,,3.25,18:02:57t,2884080,2609.75,2607.50,0.25,,2607.50,,0,,,,,03/28/2018,,2610.50,06/15/2018,,,3,0,,,-0.25,-0.25,0.75,1,0.001244972,,12,2,78,2730613,,0.00,0.00,0.00,0.00,1013,18:02:57,18:02:57,,271419800,,03/28/2018,43,43,43,18:02:57,,
No more 'C', 'a', 'b' and 'ba' types coming through. This is with client 5.2.7.0
These issues seem to have come about since upgrading my client - has the feed changed?
Thanks
Pete Edited by jigsawtrading on Mar 28, 2018 at 05:11 PM
Hi
I'm getting errors with ReqWatch messages. Using 5.2.6 IQFeed Client.
We were setting the protocol to 5.0
objLevelOne.SetProtocol("5.0");
And setting required fields to:
private const string reqFields = "Last, Last Size, Message Contents, High, Low, Open, Close, Ask, Ask Size, Bid, Bid Size, Most Recent Trade Conditions, Most Recent Trade Market Center";
And this week, that stopped working - it's giving the message
"LevelOne_OnErrorMsg() - Error message is E,Last Size is not a valid fieldset field.,"
OK - so we figured maybe we needed to go to a later protocol, so we tried this:
objLevelOne.SetProtocol("5.2"); private string reqFields = "Last, Incremental Volume, Message Contents, High, Low, Open, Close, Ask, Ask Size, Bid, Bid Size, Most Recent Trade Conditions, Most Recent Trade Market Center";
And now it complains that "Message Contents" is not there.
Which gives us an interesting issue - Message Contents previously told us which type of L1 message this was - a ask, bid or trade (a,b,C).
With that removed - we have no idea how to process L1 (Time & Sales) messages - we don't know if a message is a bid/ask or trade.
Any idea what we are missing here?
Thanks
Pete
Hi
I am using the SymbolDownload in the IQFeed API to grab the symbols for the ICE exchanges (IDs 38, 63,54).
According to my understanding I should be able to do request symbols for more than one exchange by using a space delimited filter - "38 63 54" (see attached image).
When I do this, it only downloads the instruments for exchange id 38. If I use "63 54 38", it just downloads for exchange 63.
Is this expected behavior?
Let me know.
Pete Edited by jigsawtrading on Oct 27, 2016 at 08:34 AM Edited by jigsawtrading on Oct 27, 2016 at 08:38 AM
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