I'm having a problem retrieving historical data for options via TCP/IP. As a test, I picked 'MSQ FE' (Microsoft June call with nice volume) and issued the following commands:

HT,MSQ FE,5;
HX,MSQ FE,100;
HM,MSQ FE,1,5;
HD,MSQ FE,5;

No matter which of the history commands I issue, the response is always a quick '!ENDMSG!'.

I've tried multiple symbols, etc but can't seem to get historical option data. Interestingly, the sample history applications IQFeed provides will retrieve data just fine (same symbol).

I'd gladly post source code that demonstrates the issue, but a simple telnet to 9100 will show the H commands return nothing. Help!

Ted

Ted,

Which version of IQFeed do you currently have installed? Do you have the 2.3 version? If so, we should be getting the new 2.3 out on Tuesday (after the holiday). We will see if that corrects your issue.
Thanks

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Jay Froscheiser
DTN Market Access, LLC.
Edited by DTN_Steve_S on Feb 27, 2014 at 03:25 PM

Note to developers using TCP/IP:

The history server (9100) seems to not like spaces in symbol names. Given that this is the native IQFeed way to reference option symbols, this is a problem. A round of sniffing packets reveals that DTNHistoryLookup.dll replaces a space with an underscore prior to sending the request on to the history server. This is why I couldn't retrieve option data via TCP.

Moral of the story: even though the rest if IQFeed references option symbols like this:
"MSQ FE", you need to convert it to this "MSQ_FE" if you'd like to see history data.

Can this subtlety please be placed in the documentation?

Ted

Ted,

We are currently working on a fix for this, but we do not have a release date. Thanks for bringing this to our attention!

Natalie

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Natalie Hannan DTN Market Access, LLC.

This issue should now be fixed. An underscore substitution should no longer be necessary in Option symbols.

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Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS