andrejk
-Interested User-
Posts: 8
Joined: May 7, 2007
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Posted: Jun 7, 2007 11:41 AM
Msg. 5 of 8
calls:
"EK FE", "BBY FJ", "RQO FV", "NSI FN", "NSI FM", "MHS FP", "FRO FI", "TQA FD", "OAQ FJ", "CUY FG", "SUN FQ", "BUD FK", "UPY FW", "BOW FE", "KBH FI", "KBH FJ", "AV FC", "EDS FF", "MAR FJ", "FRO FH", "AEM FH", "BP FN", "CQJ FP", "CQJ FQ", "GES FW"
puts:
"CRQ RU", "MRK RX", "BHQ RH", "VZ RH", "KSS RN", "BNI RR", "ABC RJ", "CAL RG", "UPA RJ", "CCJ RJ" "SWQ RV", "OIQ RF", "QDX RD", "CRQ RH", "URQ RE", "LQH RL"
stocks: any stock of S&P500, NASDAQ100 or DJI
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andrejk
-Interested User-
Posts: 8
Joined: May 7, 2007
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Posted: Jun 7, 2007 01:08 PM
Msg. 7 of 8
thanks for checking this, Steve!
>I am showing that quite of few of these simply didnt trade immediately at open.
I know. this is normal behaviour of options. but it is unlikely that none of these are being traded after more than 60 minutes. moreover, should there not be a summary message at least ?
unfortunately all this is not reproducible at every time. sometimes it happens, sometimes not.
any advice how to tackle with this ?
I will check the timestamps in a next run (I do not record realtime data - only realtime analysis)
regards,
Andrej
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Jun 7, 2007 01:20 PM
Msg. 8 of 8
There are a couple of the symbols in your list that hadn't traded within 60mins of market open (one of them hasn't traded at all in the past couple days). But yes, most of them did trade within 60mins of open and about 50% of them within 5mins of market open.
As a general rule, you will only receive a Summary message when you initially watch a symbol. Are you saying that you never even receive that summary message?
If that is the case, then the symbol is probably not actually getting watched.
Do you track how many symbols your application is currently watching within your app? If so, perhaps issuing a stats request to IQFeed would be able to verify that IQConnect has registered all of the symbols you are expecting to be watching. I'm not sure that this is the problem but it might give us some clues.
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