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developer_hm has contributed to 2 posts out of 21191 total posts (0.01%) in 2,018 days (0.00 posts per day).

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IQFeed Developer Support » Corrupted L1 data-in recent past on multiple products at 'random' times Oct 29, 2018 08:01 AM (Total replies: 28)

I agree that Friday was particularly bad. The entire strip November expiring ESZ8 options was giving me bad prices, which was throwing off calculations we use to drive our model.

IQFeed Developer Support » Corrupted L1 data-in recent past on multiple products at 'random' times Oct 26, 2018 03:05 PM (Total replies: 28)

I am also still seeing this issue. Sometimes restarting the instance of iqfeed resolves the issue, but often times it does not. I've been noticing that for many instruments that trade on the CME, a bid or ask will get stuck at a particular price for several hours.

Constantly having these bad prices is making the data effectively unusable. Do you have an ETA on when the CME data will become usable again?


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