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»Forums Index »IQFeed Developer »IQFeed Developer Support »Subscribe to new BARS not TICKs?
Author Topic: Subscribe to new BARS not TICKs? (7 messages, Page 1 of 1)

bbmat
-Interested User-
Posts: 30
Joined: Mar 31, 2014


Posted: Apr 23, 2014 06:35 AM          Msg. 1 of 7
I am aware how to retrieve historical bar series, however, I am wondering is it possible to receive new bars that complete? For example, I can retrieve all historical 1-minute bars up until now but I also like to be notified and receive when each new 1-minute bar completes going forward without having to specifically request it each single time. If that is not possible could you please give me some suggestion what Best Practices are? I see the problem that because of slight timer differences relying on the local timer to each time request a new bar is most likely a very bad solution.

Thanks.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Apr 23, 2014 11:33 AM          Msg. 2 of 7
Hello,

We do have a streaming bars feature, that may or may not be what you need. There was a good post with a lot of data that http://forums.dtn.com/index.cfm?page=topic&topicID=3738, and it has further discussion in our documentation at http://www.iqfeed.net/dev/api/docs/Derivatives_StreamingIntervalBars_TCPIP.cfm.

Let us know if you have questions though,

Tim

bbmat
-Interested User-
Posts: 30
Joined: Mar 31, 2014


Posted: Jun 26, 2014 04:15 AM          Msg. 3 of 7
Could you please check whether the streaming bar request "BW, ...." allows for currency symbol requests? Each time submit a request it returns "n,[Symbol]".

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 26, 2014 07:14 AM          Msg. 4 of 7
Good morning,

It appears to be working for me, but here is what I tried. What is the request you are attempting? I'll give it a try on my end as well.

Tim

BW,USDCAD.COMP,3600,,1
BH,USDCAD.COMP,2014-06-25 01:00:00,1.07450,1.07499,1.07330,1.07460,37569,3713,0,
BH,USDCAD.COMP,2014-06-25 02:00:00,1.07459,1.07491,1.07370,1.07460,41778,4209,0,
BH,USDCAD.COMP,2014-06-25 03:00:00,1.07460,1.07485,1.07370,1.07471,47727,5949,0,

bbmat
-Interested User-
Posts: 30
Joined: Mar 31, 2014


Posted: Jun 27, 2014 06:01 AM          Msg. 5 of 7
When I submit the command "BW,USDCAD.COMP,3600,,1", all that is returned is:

""S,SERVER CONNECTED\r""

but nothing else!

When I submit the following command :

"BW, USDJPY.FXCM, 1,,,,,,67c38784-4083-4117-ac92-8b6e82c27bb6,,,\r\n" (includes requestId)

then the following is returned:

"S,SERVER CONNECTED\r" and then "n, USDJPY.FXCM\r"

Neither seems to work.

Could you please advise what is potentially going wrong here? I set the protocol to Version 5.1 upon connecting the derivative tcp socket.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jun 27, 2014 07:30 AM          Msg. 6 of 7
The first request itself appears to work fine.
BW,USDCAD.COMP,3600,,1
BH,USDCAD.COMP,2014-06-26 01:00:00,1.07160,1.07187,1.07147,1.07160,24303,2033,0,
BH,USDCAD.COMP,2014-06-26 02:00:00,1.07170,1.07180,1.07060,1.07110,29031,4728,0,

You should be receiving the Server Connected message when the socket is established for the first time, and you should not be sending the command until after the server connected message has been received back. So I would suggest adjusting the timing of your sends on the first example.

The second I got the same, symbol not found error. n,<SYMBOL>

BW, USDJPY.FXCM, 1,,,,,,67c38784-4083-4117-ac92-8b6e82c27bb6,,,

On this request there are a couple spaces that need to be removed, one in front of the symbol, and the next field after that as well. Otherwise it appears to return fine.

BW,USDJPY.FXCM,1,,,,,,67c38784-4083-4117-ac92-8b6e82c27bb6,,,
.
.
.
67c38784-4083-4117-ac92-8b6e82c27bb6,BC,USDJPY.FXCM,2014-06-27 08:28:46,101.36500,101.36500,101.36400,101.36500,48512,3,,
67c38784-4083-4117-ac92-8b6e82c27bb6,BC,USDJPY.FXCM,2014-06-27 08:28:55,101.36500,101.36500,101.36500,101.36500,48513,1,,
67c38784-4083-4117-ac92-8b6e82c27bb6,BC,USDJPY.FXCM,2014-06-27 08:29:01,101.36400,101.36400,101.36400,101.36400,48515,2,,
.
.
.

Hope this helps,

Tim

bbmat
-Interested User-
Posts: 30
Joined: Mar 31, 2014


Posted: Jun 27, 2014 08:19 AM          Msg. 7 of 7
I figured out the issue, the problem was the <space> in front of the symbol.

Thanks a lot.
 

 

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