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Viewing User Profile for: stargrazer
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Joined: Jun 13, 2005 12:02 PM
Last Post: Jan 12, 2023 12:39 AM
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Website: https://github.com/rburkholder/trade-frame
Location: Alberta, Canada
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Interests: Will build customized trading algorithms based upon Interactive Brokers and DTN IQ
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stargrazer has contributed to 300 posts out of 20822 total posts (1.44%) in 6,443 days (0.05 posts per day).

20 Most recent posts:

If you start it from the command line, do you see any useful diagnostics?

IQFeed Developer Support » Empty result from HTT request Dec 11, 2022 10:35 AM (Total replies: 12)

Quote: stargrazer: How many threads (or processes) do you use for HTT commands?

Actually, it might be the threading thing. Not sure how you are doing it.

Use _only_ one thread per socket. You can have multiple requests per socket by using the tag feature. Only have about 8 - 10 requests submitted at any one time.

==> 1 socket - 1 thread - multiple tagged requests

In actual fact, I'd have to scrunch back through my code. I think I may have multiple sockets open, one thread per socket, with no more than 8 to 10 sockets, running one request in each socket at a time.

Edited by stargrazer on Dec 11, 2022 at 10:37 AM
Edited by stargrazer on Dec 11, 2022 at 10:37 AM
Edited by stargrazer on Dec 11, 2022 at 10:43 AM

IQFeed Developer Support » Empty result from HTT request Dec 11, 2022 12:05 AM (Total replies: 12)

Are you using the the v6.2 of the client?

I don't necessarily use HTT, but a number of the other history commands, and can do several 1000 symbols without error. I think 8 to 10 threads is the limit. And I've incorporated the time quota into the commands.

The following may provide some insight:
https://github.com/rburkholder/trade-frame/blob/master/lib/TFIQFeed/HistoryBulkQuery.h
https://github.com/rburkholder/trade-frame/blob/master/lib/TFIQFeed/HistoryQuery.h

The biggest recommendation, is if you reuse a connection, be sure if you've processed all messages to completion prior to sending a new command.

IQFeed Developer Support » Empty result from HTT request Dec 10, 2022 09:45 PM (Total replies: 12)

I've gone through a number of years using wine. I somehow doubt it is a wine issue. My connections have been stable.

I use LXDE and x2go Wine v7.0


Just stream the symbol as L1 like all the other symbols. Pull out the relevant fields and ignore the rest.

Since they are lighter load, not much to worry about. They do add to your overall symbol count.

You can reduce the dynamic fields down to what ever you normally use. Otherwise, you'll need a different TCP connection to use a different set of dynamic fields.

Forum Suggestions » https:// ???? Nov 18, 2022 09:46 AM (Total replies: 7)

Ok, Thank you.

The redirect does work from the regular http:// still embedded in the emails. Perhaps the email template may need an adjustment as well.

IQFeed Developer Support » SLM returns duplicate shortname May 31, 2022 02:54 PM (Total replies: 2)

Ok. Only COP-SUNOCO and LTSE seem to be duplicated.

In addition, in the trade condition download, LATE appears twice.

IQFeed Developer Support » SLM returns duplicate shortname May 29, 2022 11:38 PM (Total replies: 2)

When running the SLM command to obtain the listed markets, there appears to be a duplicate market:

LS,20,COP-SUNOCO,Crude Oil Postings Sunoco,169,COP-ERGON,
LS,182,COP-SUNOCO,Crude Oil Postings SUNOCO,170,COP-HUNT,


COP-SUNOCO is repeated twice as a short name. It is there fore impossible to perform a reverse resolution from name to id in order to substitute into something like the SBF command for performing a filtered lookup.

Shouldn't these short names be unique?

I have not yet performed a full load, but LTSE also appears to be a duplicate
Edited by stargrazer on May 29, 2022 at 11:39 PM

IQFeed Developer Support » @ESM22 seems to be missing options Mar 28, 2022 03:03 PM (Total replies: 12)

For what it is worth, I can probably understand the 'first trade' concept, but a few counter-facts which may help troubleshoot:

* IB has pretty good open interest on all chains in the usual trading range, so I think the 'first trade' has been triggered for many of the primary missing symbols

* in the other referenced thread, Steve was able to confirm that a 'watch' will indicate that the symbol is active and available

* all this would indicate there is some 'missing part' in the code which does generate the CEO responses. I've been able to generate a few 'flaky' responses from that that CEO request depending upon the combination of parameters provided (which yields a window into backend tooling, which, if I recall the message, seems to be Perl).

* in that other thread, someone did something in the background, and magically, all the symbols that I thought should be there, did show up.

* so.... I'd say there is an ugly bug or two waiting to be unearthed there somewhere :-) to provide the complete chains based upon what you see as actively traded options

IQFeed Developer Support » @ESM22 seems to be missing options Mar 24, 2022 02:45 PM (Total replies: 12)

Any updates?

IQFeed Developer Support » @ESM22 seems to be missing options Mar 15, 2022 09:33 PM (Total replies: 12)

This is my request:
CFO,@ESM22,cp,,234,1,CFO-@ESM22

These are the summary results:
underlying: @ESM22
chain: 2022-Mar-21 has 324 entries
#strikes=324, #calls=317, #puts=324
chain: 2022-Mar-23 has 303 entries
#strikes=303, #calls=297, #puts=303
chain: 2022-Mar-25 has 309 entries
#strikes=309, #calls=307, #puts=170
chain: 2022-Mar-28 has 304 entries
#strikes=304, #calls=297, #puts=304
chain: 2022-Mar-30 has 85 entries
#strikes=85, #calls=44, #puts=41
chain: 2022-Mar-31 has 344 entries
#strikes=344, #calls=344, #puts=0
chain: 2022-Apr-01 has 45 entries
#strikes=45, #calls=24, #puts=30
chain: 2022-Apr-04 has 6 entries
#strikes=6, #calls=6, #puts=0
chain: 2022-Apr-08 has 9 entries
#strikes=9, #calls=7, #puts=2
chain: 2022-Apr-14 has 247 entries
#strikes=247, #calls=247, #puts=247
chain: 2022-Apr-29 has 243 entries
#strikes=243, #calls=243, #puts=0
chain: 2022-May-20 has 249 entries
#strikes=249, #calls=249, #puts=249
chain: 2022-May-31 has 244 entries
#strikes=244, #calls=244, #puts=0
chain: 2022-Jun-17 has 257 entries
#strikes=257, #calls=257, #puts=257
EmitChainSummary total sum(call + put)=4810


Here is an excerpt of part of the summary. even ATM options are missing. Many calls have no paired puts, and many puts have no paired calls. I would say this is an incomplete data set. In my previous request, someone did something behind the scenes to restore the dataset. Perhaps there is a ticket for that fix you could look at?
chain: 2022-Apr-01 has 45 entries
2100: , @EW1J22P210000
2550: , @EW1J22P255000
3160: , @EW1J22P316000
3170: , @EW1J22P317000
3180: , @EW1J22P318000
3190: , @EW1J22P319000
3210: , @EW1J22P321000
3220: , @EW1J22P322000
3230: , @EW1J22P323000
3240: , @EW1J22P324000
3260: , @EW1J22P326000
3510: @EW1J22C351000,
3520: @EW1J22C352000,
3530: @EW1J22C353000,
3540: @EW1J22C354000,
3550: @EW1J22C355000,
3560: @EW1J22C356000,
3565: @EW1J22C356500, @EW1J22P356500
3570: @EW1J22C357000,
3575: @EW1J22C357500, @EW1J22P357500
3580: @EW1J22C358000,
3585: @EW1J22C358500, @EW1J22P358500
3595: @EW1J22C359500, @EW1J22P359500
3605: @EW1J22C360500, @EW1J22P360500
3615: @EW1J22C361500, @EW1J22P361500
3625: @EW1J22C362500, @EW1J22P362500
3635: @EW1J22C363500, @EW1J22P363500
3645: @EW1J22C364500, @EW1J22P364500
3690: @EW1J22C369000,
3695: @EW1J22C369500,
3700: @EW1J22C370000,
3705: @EW1J22C370500,
3710: @EW1J22C371000,
3715: @EW1J22C371500,
3720: @EW1J22C372000,
4515: , @EW1J22P451500
4520: , @EW1J22P452000
4525: , @EW1J22P452500
4530: , @EW1J22P453000
4535: , @EW1J22P453500
4580: , @EW1J22P458000
4585: , @EW1J22P458500
4590: , @EW1J22P459000
4630: , @EW1J22P463000
4660: , @EW1J22P466000
chain: 2022-Apr-04 has 6 entries
3675: @E1AJ22C367500,
3680: @E1AJ22C368000,
3685: @E1AJ22C368500,
3690: @E1AJ22C369000,
3695: @E1AJ22C369500,
3700: @E1AJ22C370000,
chain: 2022-Apr-08 has 9 entries
3605: @EW2J22C360500,
3610: @EW2J22C361000,
3615: @EW2J22C361500,
3620: @EW2J22C362000,
3625: @EW2J22C362500,
3630: @EW2J22C363000,
3635: @EW2J22C363500,
4550: , @EW2J22P455000
4560: , @EW2J22P456000


IQFeed Developer Support » @ESM22 seems to be missing options Mar 15, 2022 10:33 AM (Total replies: 12)

Any thoughts on a resolution to keeping the chains fully loaded with their symbols?

IQFeed Developer Support » @ESM22 seems to be missing options Mar 11, 2022 12:00 PM (Total replies: 12)

This contains the previous experience: http://forums.dtn.com/index.cfm?page=topic&topicID=5949 ... the commands used, and the various results, suggestions, and then the remediation by DTN.

@ES# rolled over to a new month yesterday, so I'm now working with the new chains.

IQFeed Developer Support » @ESM22 seems to be missing options Mar 10, 2022 09:33 PM (Total replies: 12)

Similar to before. Is this a data problem or an algorithm problem

underlying: @ESM22
chain: 2022-Mar-21 has 324 entries
#strikes=324, #calls=317, #puts=324
chain: 2022-Mar-23 has 303 entries
#strikes=303, #calls=297, #puts=303
chain: 2022-Mar-25 has 309 entries
#strikes=309, #calls=307, #puts=309
chain: 2022-Mar-28 has 304 entries
#strikes=304, #calls=297, #puts=304
chain: 2022-Mar-30 has 85 entries
#strikes=85, #calls=44, #puts=41
chain: 2022-Mar-31 has 346 entries
#strikes=346, #calls=344, #puts=346
chain: 2022-Apr-01 has 45 entries
#strikes=45, #calls=24, #puts=30
chain: 2022-Apr-04 has 6 entries
#strikes=6, #calls=6, #puts=0
chain: 2022-Apr-08 has 9 entries
#strikes=9, #calls=7, #puts=2
chain: 2022-Apr-14 has 247 entries
#strikes=247, #calls=247, #puts=247
chain: 2022-Apr-29 has 243 entries
#strikes=243, #calls=243, #puts=243
chain: 2022-May-20 has 249 entries
#strikes=249, #calls=249, #puts=249
chain: 2022-May-31 has 244 entries
#strikes=244, #calls=244, #puts=244
chain: 2022-Jun-17 has 257 entries
#strikes=257, #calls=257, #puts=257
EmitChainSummary total sum(call + put)=5782,


IQFeed Developer Support » Futures Options Chain is 'corrupt'. Mar 2, 2022 01:44 PM (Total replies: 8)

Looks like some fixes have been put in!

underlying: @ESH22
chain: 2022-Mar-02 has 341 entries
#strikes=341, #calls=341, #puts=341
chain: 2022-Mar-04 has 342 entries
#strikes=342, #calls=342, #puts=342
chain: 2022-Mar-07 has 341 entries
#strikes=341, #calls=341, #puts=341
chain: 2022-Mar-09 has 341 entries
#strikes=341, #calls=341, #puts=341
chain: 2022-Mar-11 has 341 entries
#strikes=341, #calls=341, #puts=341
chain: 2022-Mar-14 has 341 entries
#strikes=341, #calls=341, #puts=341
chain: 2022-Mar-16 has 316 entries
#strikes=316, #calls=316, #puts=316
chain: 2022-Mar-18 has 369 entries
#strikes=369, #calls=369, #puts=369
EmitChainSummary total sum(call + put)=5464

Thank you.

IQFeed Developer Support » Futures Options Chain is 'corrupt'. Feb 28, 2022 03:40 PM (Total replies: 8)

The other interesting aspect here is that, as I write this, ATM is 4370. The two symbols would be:
@E2CH22C437000
@E2CH22P437000

both exist in the system (but aren't listed in the chain as shown in my previous message):
w@E2CH22C437000
F,@E2CH22C437000,22,,,114.75,18.75,,,,,,,,,,,,E-MINI S&P 500 WEDNESDAY WEEK 2 MARCH 2022 CALL 437000,,,,,,,,,,,,12,2,,0.28,9,43,02/17/2022,02/24/2022,,,,,,03/09/2022,4370.00,,E2C,,,18:00:00,17:00:00,USD,,------------,0.25,,,,
P,@E2CH22C437000,55.75,0,14:56:09.178157,43,34,71.00,19,72.50,24,74.00,74.50,50.00,76.00,Cbasohlcv,01,
Q,@E2CH22C437000,55.75,0,14:56:09.178157,43,34,71.25,2,72.50,24,74.00,74.50,50.00,76.00,b,01,

w@E2CH22P437000
F,@E2CH22P437000,22,,,,,,,,,,,,,,,,E-MINI S&P 500 WEDNESDAY WEEK 2 MARCH 2022 PUT 437000,,,,,,,,,,,,12,2,,0.28,9,43,,,,,,,,03/09/2022,4370.00,,E2C,,,18:00:00,17:00:00,USD,,------------,0.25,,,,
P,@E2CH22P437000,,,,,0,70.50,17,71.50,2,,,,66.00,bascv,01,

Q,@E2CH22P437000,,,,,0,70.75,1,71.50,2,,,,66.00,b,01,


IQFeed Developer Support » Futures Options Chain is 'corrupt'. Feb 28, 2022 11:13 AM (Total replies: 8)

With the revised query, there are 1385 options. And I think the puts and calls are now properly segmented.
Now that I know how to perform the query, there is still something else. The put / call list doesn't seem complete. When looking at chains in Interactive Brokers, they seem to be complete, but your list doesn't seem to be. Only two chains seem to have about the correct number of puts/call. The others seem to be missing entries:

chain: 2022-Feb-28 has 268 entries
#strikes=268, #calls=249, #puts=247
chain: 2022-Mar-02 has 64 entries
#strikes=64, #calls=35, #puts=29
chain: 2022-Mar-04 has 71 entries
#strikes=71, #calls=50, #puts=21
chain: 2022-Mar-07 has 78 entries
#strikes=78, #calls=58, #puts=20
chain: 2022-Mar-09 has 36 entries
#strikes=36, #calls=24, #puts=12
chain: 2022-Mar-11 has 54 entries
#strikes=54, #calls=39, #puts=15
chain: 2022-Mar-14 has 45 entries
#strikes=45, #calls=29, #puts=16
chain: 2022-Mar-16 has 10 entries
#strikes=10, #calls=7, #puts=3
chain: 2022-Mar-18 has 261 entries
#strikes=261, #calls=256, #puts=255
EmitChainSummary total sum(call + put)=1365


As an example of one of the ones with missing entries, here is an example (whole strikes are missing, and no strike has a complete put/call entry):
chain: 2022-Mar-09 has 40 entries
3690: @E2CH22C369000,
3700: @E2CH22C370000,
3710: @E2CH22C371000,
3720: @E2CH22C372000,
3730: @E2CH22C373000,
3740: @E2CH22C374000,
3750: @E2CH22C375000,
3755: @E2CH22C375500,
3760: @E2CH22C376000,
3765: @E2CH22C376500,
3770: @E2CH22C377000,
3775: @E2CH22C377500,
3780: @E2CH22C378000,
3785: @E2CH22C378500,
3800: @E2CH22C380000,
3805: @E2CH22C380500,
3810: @E2CH22C381000,
3815: @E2CH22C381500,
3820: @E2CH22C382000,
3825: @E2CH22C382500,
3830: @E2CH22C383000,
3910: @E2CH22C391000,
3915: @E2CH22C391500,
3920: @E2CH22C392000,
4485: , @E2CH22P448500
4490: , @E2CH22P449000
4495: , @E2CH22P449500
4500: , @E2CH22P450000
4580: , @E2CH22P458000
4585: , @E2CH22P458500
4625: , @E2CH22P462500
4630: , @E2CH22P463000
4635: , @E2CH22P463500
4640: , @E2CH22P464000
4645: , @E2CH22P464500
4650: , @E2CH22P465000
4655: , @E2CH22P465500
4660: , @E2CH22P466000
4665: , @E2CH22P466500
4670: , @E2CH22P467000

Edited by stargrazer on Feb 28, 2022 at 11:14 AM
Edited by stargrazer on Feb 28, 2022 at 11:26 AM

IQFeed Developer Support » Futures Options Chain is 'corrupt'. Feb 28, 2022 10:52 AM (Total replies: 8)

Quote: If so, does it also happen with our chains app that is included with IQFeed (the app sorts symbols by position in the return message in relation to the : field)?

In my program, it says that query has around 2724 options. In your chains app, is says about 633 calls, 751 puts. Which when totalled, is about half of 2724 from a few days a go.

Also, your app is showing that there is a different number of puts than calls. Should that number be so out of balance?
Edited by stargrazer on Feb 28, 2022 at 10:53 AM

IQFeed Developer Support » Futures Options Chain is 'corrupt'. Feb 28, 2022 10:30 AM (Total replies: 8)

Try running this one:
CFO,@ESH22,cp,,,1,LU1 

You should get something like:
CFO,@ESH22,cp,,,1,LU1
LU1,@E1AH22C372000,@E1AH22C372500,@E1AH22C373000,@E1AH22C373500,@E1AH22C374000,@E1AH22C3745

Then look for the separating : and you'll see the same thing repeated:
:,@E1AH22C372000,@E1AH22C372500,@E1AH22C373000,@E1AH  ..... 

So you will see two issues:

* only calls should be before the : and puts after (which does not hold in this example)
* the stuff before the : is repeated after the :

Are you able to replicate that?

My example is directly from the telnet session.


What is the command which works for you?
Edited by stargrazer on Feb 28, 2022 at 10:30 AM
Edited by stargrazer on Feb 28, 2022 at 10:53 AM

IQFeed Developer Support » Futures Options Chain is 'corrupt'. Feb 27, 2022 01:44 PM (Total replies: 8)

If I perform a chain request for @ESH22 for one month, the call side of the ':' and the put side seem to be very similar. Meaning there are puts on the call side and calls on the put side:

chain response: CFO-@ESH22,LC,@E1AH22C372000,@E1AH22C372500,@E1AH22C373000,@E1AH22C373500,@E1AH22C374000 ...

,:,


@E1AH22C372000,@E1AH22C372500,@E1AH22C373000,@E1AH22C373500,@E1AH22C374000,@E1AH22C374500,@E1AH22C375000, .....

Which means the put side is somewhat of a duplication of the call side. I havn't looked at all entries, but in this one month query, there are 2724 entries with many/most of the them duplicates (> 1300)

I have not checked yet if this is occurring for the equity requests as well.


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