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bigjake has contributed to 11 posts out of 21191 total posts
(0.05%) in 2,308 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
FIGI id in symbol data download file Jul 24, 2019 06:07 PM
(Total replies: 1)
It would be helpful if the FIGI id for a symbol was included in the mktsymbols_v2.zip file.
IQFeed Developer Support »
Historical Tick Data Request Hours Sep 11, 2018 12:55 PM
(Total replies: 12)
I've developed my own C# iqfeed client that I am considering productizing.
IQFeed Developer Support »
Historical Tick Data Request Hours Sep 11, 2018 12:24 PM
(Total replies: 12)
Yes I believe it was a socket error, but I'll run a quick test to verify.
IQFeed Developer Support »
Historical Tick Data Request Hours Sep 11, 2018 12:00 PM
(Total replies: 12)
Yeah I am storing it locally. I'll just have to do bulk downloads off hours. One question though. Is there a way to change the timeout value for history requests? I cannot pull more than about three days worth of tick data before the connection closes. I suspect its timing related.
IQFeed Developer Support »
Historical Tick Data Request Hours Sep 10, 2018 12:39 PM
(Total replies: 12)
That's going to make backtesting/simulation difficult.
IQFeed Developer Support »
Historical Tick Data Request Hours Sep 10, 2018 11:30 AM
(Total replies: 12)
May I ask why this limitation exists? Also what defines trading hours? I'm working with futures and they trade around the clock. Also is this noted in the documentation somewhere? I don't recall seeing it mentioned.
IQFeed Developer Support »
Issue with HIT lookup message Aug 31, 2018 03:22 PM
(Total replies: 3)
I was afraid you would say that :( Calculating the end time is going to be tricky. Can you guys clarify the documentation to indicate this isn't possible?
IQFeed Developer Support »
Issue with HIT lookup message Aug 30, 2018 03:44 PM
(Total replies: 3)
I am trying to get 10 bars of 5 minute history from a point in time forward, and I can't get it to work. Here is my request and responses - I am specifying the begin date/time only: HIT,@ES#,300,20180827 000000,,10,,,0,#HIT1,,s,1 #HIT1,2018-08-30 15:35:00,2901.75,2898.50,2901.25,2900.75,1134975,14970,0, #HIT1,2018-08-30 15:40:00,2901.50,2899.00,2900.50,2900.00,1146389,11413,0, #HIT1,2018-08-30 15:45:00,2902.00,2899.50,2899.75,2899.75,1160030,13637,0, #HIT1,2018-08-30 15:50:00,2901.75,2899.00,2900.00,2901.25,1177734,17702,0, #HIT1,2018-08-30 15:55:00,2903.00,2900.50,2901.25,2901.50,1249617,71528,0, #HIT1,2018-08-30 16:00:00,2903.50,2901.50,2901.50,2902.25,1276968,27351,0, #HIT1,2018-08-30 16:05:00,2902.50,2902.00,2902.25,2902.25,1280075,3107,0, #HIT1,2018-08-30 16:10:00,2902.50,2901.50,2902.25,2902.00,1290824,10717,0, #HIT1,2018-08-30 16:30:00,2902.00,2899.25,2901.75,2899.75,1293344,2517,0, #HIT1,2018-08-30 16:35:00,2900.50,2899.75,2899.75,2900.00,1293796,452,0, I am specifying only a begin time and bar count. What I expect in return is: #HIT1,2018-08-27 00:45:00,2883.50,2883.25,2883.50,2883.50,37031,51,0, #HIT1,2018-08-27 00:40:00,2883.75,2883.25,2883.50,2883.25,36980,264,0, #HIT1,2018-08-27 00:35:00,2883.75,2883.50,2883.75,2883.75,36716,42,0, #HIT1,2018-08-27 00:30:00,2883.75,2883.25,2883.50,2883.75,36674,278,0, #HIT1,2018-08-27 00:25:00,2883.75,2883.25,2883.50,2883.50,36396,111,0, #HIT1,2018-08-27 00:20:00,2883.50,2883.00,2883.25,2883.25,36285,93,0, #HIT1,2018-08-27 00:15:00,2883.25,2883.00,2883.00,2883.00,36192,59,0, #HIT1,2018-08-27 00:10:00,2883.50,2883.00,2883.50,2883.25,36133,244,0, #HIT1,2018-08-27 00:05:00,2883.75,2883.25,2883.50,2883.25,35889,291,0, #HIT1,2018-08-27 00:00:00,2884.00,2883.50,2883.75,2883.75,35598,312,0, I can only get it to work by specifying an end date/time of 2018-08-27 00:45:00 or by specifying both the begin date/time and end date/time. My 'begin date/time only' request returns bars with timestamps starting at 16:35:00, which is the bar current at the time of the request (16:39:00) What am I doing wrong? Thanks, -Jake Edited by bigjake on Aug 30, 2018 at 03:45 PM
IQFeed Developer Support »
Open, High, Low, Volume, Bid, BidSize, Ask, AskSize are all reset to zero outside trading hours Apr 25, 2018 12:17 PM
(Total replies: 4)
Isn't this information available with HDT/HDX lookup requests?
IQFeed Developer Support »
Making multiple simultaneous history lookup requests Feb 1, 2018 10:58 AM
(Total replies: 3)
Hmm. I tried request per socket again and it works fine. Not sure what I was doing different before. Thanks!
IQFeed Developer Support »
Making multiple simultaneous history lookup requests Jan 31, 2018 04:27 PM
(Total replies: 3)
Is it possible to make multiple history lookup requests at the same time? I can issue two requests, but the second one isn't processed until after the first. I've tried with multiple socket connections and no difference. |
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