andrzejs
-Interested User-
Posts: 23
Joined: May 27, 2004
|
Posted: Apr 17, 2006 03:28 PM
Msg. 1 of 6
When I request historical tick data via tcp/ip I don't receive a valid value for the tick id:
iqfeed.write_synchronous: [write, L="HX,CSCO,10;"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,399232,33242707,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8500,3549,32843475,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8500,2758,32839926,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,2758,32837168,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 16:00:00,20.8600,100,32834410,20.8600,20.8500,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,1451,32834310,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,1791,32832859,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,5000,32831068,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,100,32826068,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L="2006-04-17 15:59:00,20.8500,2758,32825968,20.8600,20.8600,0,0,0"] iqfeed.read_synchronous: [read, L=""] iqfeed.read_synchronous: [read, L="!ENDMSG!"]
Also, there's no bid/ask size sent either. Is this a known issue?
When I receive live quote updates (Q message) I also don't receive a tick id (it's blank, not 0), but bid/ask sizes are sent. Is this a known issue?
I've searched for topics related to 'tick' but found nothing relevant.
Thanks
|