Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Broken Futures options updates?
Author Topic: Broken Futures options updates? (7 messages, Page 1 of 1)

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jun 20, 2006 03:04 PM          Msg. 1 of 7
I just noticed if I watch a futures option (for example, @ESU6P149000), I get two "P" messages. The first is almost all 0's, the second has valid data.

My program has been making the assumption that all "P" records are valid (and has a function which gets price snapshots by waiting for the first P record and then unwatching a symbol).

Are invalid "P" records normal, or is this a server bug?

w@ESU6P149000
F,@ESU6P149000,10,,,.00,.00,,,,,,,,,,,,,,,,,,E-MINI S&P 500 SEP 2006,,,,,,,,,,,,,,0,12,2,,,9,34,,,,,
P,@ESU6P149000,10,,,,00,00,,,,,00,00,,,,,,,,,,,,0,,,,,,,,,,,,,,,,,,1,,,,,,00,,,,,,,,,,,,
P,@ESU6P149000,10,0,,,00,00,0,0,0,0,0,0,,,0.,01:00t,0,0,0,0.,1490.0000,,10,,,,,,,,0,09/15/2006,,,,0,,,,,,1,,,12,2,86,00,,0,0,0,0,0,,,,,,

DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005


Posted: Jun 23, 2006 08:43 AM          Msg. 2 of 7
Sorry for the delay on this.

I am actually not returning anything at all for this contract.

I am getting no data when watching level1 (symbol not found), and it isnt showing up in an option chain lookup for all months puts and calls on @ES.

DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005


Posted: Jun 23, 2006 10:18 AM          Msg. 3 of 7
I am getting results now for this but I am not seeing the issue, are you still getting the same results?

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jun 23, 2006 11:08 AM          Msg. 4 of 7
I just ran it a second ago with the same symbol and got the same results:

w@ESU6P149000
F,@ESU6P149000,10,,,.00,.00,,,,,,,,,,,,,,,,,,E-MINI S&P 500 SEP 2006,,,,,,,,,,,,,,0,12,2,,,9,34,,,,,
P,@ESU6P149000,10,,,,00,00,,,,,00,00,,,,,,,,,,,,0,,,,,,,,,,,,,,,,,,1,,,,,,00,,,,,,,,,,,,
P,@ESU6P149000,10,0,,,00,00,0,0,0,0,0,0,,,0.,01:00t,0,0,0,0.,1490.0000,,10,,,,,,,,0,09/15/2006,,,,0,,,,,,1,,,12,2,83,00,,0,0,0,0,0,,,,,,

DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005


Posted: Jun 23, 2006 04:16 PM          Msg. 5 of 7
I checked this earlier again after you posted but must have forgotten to respond.

I still am not getting the duplicate Summary messages for this contract. I believe I have seen this issue in the past (or it could have simply been something similar) but I cannot remember what caused (or solved) it at this point.

I will continue to look into this. In the meantime, if you can provide anymore information or thoughts on what may be causing this, it would be appreciated.

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jun 23, 2006 04:36 PM          Msg. 6 of 7
Interesting result:

1) Quit IQfeed
2) Turn on logging
3) Run IQfeed and try. *NO CORRUPT "P" RECORD*
4) Quit IQfeed
5) Turn off logging
6) Run IQfeed and try. *CORRUPT*

I can repeat this combination. If logging is on, there is no corrupt P record, if logging is off, there is.

DTN_Steve_S
-DTN Guru-
Posts: 2096
Joined: Nov 21, 2005


Posted: Jun 26, 2006 10:10 AM          Msg. 7 of 7
This appears to be a bug with IQFeed. I haven't figured out exactly what is causing it yet (I cannot duplicate it simply by turning logging on and off but I have been able to get it to happen randomly).
 

 

Time: Fri September 6, 2024 12:39 PM CFBB v1.2.0 9 ms.
© AderSoftware 2002-2003