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Joined: Mar 28, 2022 08:06 AM
Last Post: Jul 28, 2022 07:33 AM
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xvz has contributed to 13 posts out of 21242 total posts (0.06%) in 847 days (0.02 posts per day).

20 Most recent posts:
IQFeed Developer Support » Futures daily bars Jul 28, 2022 07:33 AM (Total replies: 0)

Hi,

I have a question.
For example let's look at daily bar QGCZ22 - Gold Future December 2022.
As we see from documentation, this instrument work from 18:00 till 17:00

Daily bar 2022-07-27 . Have:
Close - 1737.5

Hour bars 2022-07-27. Have:
13:00 Close - 1738.6
16:00 Close - 1751.3

None of them matches.
The same thing with Open values.

My question is: How the daily bar is collected ?

IQFeed Developer Support » How to create bar from tick data Jul 25, 2022 09:23 AM (Total replies: 22)

Quote: There's already a command that will build live bars for you: Streaming Intervals Bars (BW). Connect to port 9400 and send BW,Symbol,Interval in Seconds,Begin Date/Begin Time. This will give you history up to the current moment, then new incoming ticks as they happen. http://www.iqfeed.net/dev/api/docs//Derivatives_StreamingIntervalBars_TCPIP.cfm goes into more detail.


Thank a lot!!
This is like bomb for me!
I read all documentation , and from the naming I thought that is only for futures and others.
But now I khow, that I can use it for stocks , and it's really good new!

IQFeed Developer Support » How to create bar from tick data Jul 25, 2022 02:53 AM (Total replies: 22)

Hi,

I'm trying to create 1 minute bar from tick data.
I take tick data with "wAAPL" request.

My logic:
1min bar OPEN - I'll take from field Open, from the first tick at current minute
1min bar HIGH - I'll take from field High , from the tick with Max value at current minute
1min bar LOW - I'll take from field Low, from the tick with Min value at current minute
1min bar CLOSE - I'll take from field Close, from the last tick at current minute
1min bar VOLUME - I'll take from field Last Size, I just sum values from all ticks at current minute

Am I doing write? Maybe you can give me some advices? Or there any thing to optimize in my logic ?

And another question:
Why I can't get tick data on premarket session?
Edited by xvz on Jul 25, 2022 at 03:06 AM

IQFeed API Questions » How to find Future Contract May 12, 2022 05:03 AM (Total replies: 6)

Ok,
In my account I found such subscription:
"Access to realtime Nasdaq Futures.
Contracts Include: Henry Hub Natural Gas, Brent Crude, Heating Oil."

I had enabled this subscription.

But now I can't find contracts at Nasdaq
 
SBF,d,Henry Hub,e,5,FEATURE
FEATURE,E,!NO_DATA!,,
FEATURE,!ENDMSG!,


Is this correct?

IQFeed API Questions » How to find Future Contract May 11, 2022 09:30 AM (Total replies: 6)

Thanks,
I've tried:
 wQNPZ22
Q,QNPZ22,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,


port 5009

IQFeed API Questions » How to find Future Contract May 11, 2022 09:09 AM (Total replies: 6)

Picture

IQFeed API Questions » How to find Future Contract May 11, 2022 09:07 AM (Total replies: 6)

Hi,

In my account I found such features. (see picture in attach)

I tried to call such function
 SBF,d,Henry Hub Natural gas,t,8,FEATURE<CR><LF> 


And got the response:
 FEATURE,QNPZ22,112,8,HENRY HUB NATURAL GAS PENULTIMATE DECEMBER 2022,


I understand correctly that the contract will be like this QNP ?

Then I tried to call:

 w@QNPZ22<CR><LF>


And got
 Q,QNPZ22,,Not Found,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,


Also I tried to make such things with
 FEATURE,QBZM22,112,8,BRENT CRUDE OIL LAST DAY JUNE 2022,


And got the same errors.

What I'm doing wrong?

IQFeed API Questions » FDS request error Apr 11, 2022 10:10 AM (Total replies: 2)

Hi,

I'n trying to make request

 FDS,1,5,20220408<CR><LF>


and always get such response

E,!SYNTAX_ERROR!, 


What I'm doing wrong ?

IQFeed API Questions » Future previous contracts Apr 7, 2022 01:13 PM (Total replies: 2)

Thanks alot!!

IQFeed API Questions » Future previous contracts Apr 6, 2022 02:06 PM (Total replies: 2)

Hi,

I found method here http://www.iqfeed.net/dev/api/docs/OptionChainsviaTCPIP.cfm called CFU

I tried to run such code:
 CFU,@NQ,HMUZ,67890123,,CHAIN<CR><LF>


And I've got
CHAIN,@NQM22,@NQU22,@NQZ22,@NQH23,@NQM23,
CHAIN,!ENDMSG!,


My question is:
How can I get previous contracts from API ?

Or maybe there is a method where I can found available Months of the Symbol in API ?

IQFeed Developer Support » Developer Agreement and Licences Apr 5, 2022 04:48 AM (Total replies: 1)

Hi,

Let's imagine I create my own Software. My Software runs in a browser.
If I want to sell subscriptions to my Software.
Which licenses should I purchase?

I found only this doc http://www.iqfeed.net/dev/newagreement.cfm

I understand that I should purchase info from some Exchange. Do I need to purchase something else?

IQFeed Developer Support » Report Dates Mar 29, 2022 02:44 AM (Total replies: 2)

Sorry, maybe I was inaccurate in the definitions.
I mean each company submits a quarterly report on its financial activities.
My question was , Can I get Quarterly reporting dates from API ?

IQFeed Developer Support » Report Dates Mar 28, 2022 08:54 AM (Total replies: 2)

Hi,

Can I get information about report dates in the past and in the future with API ?

I found Balance sheet date in the Fundamental data message (http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm). Is there any other dates in API?


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