Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »Data and Content Support »Streaming Interval Bars - Replaced Previous Watch
Author Topic: Streaming Interval Bars - Replaced Previous Watch (4 messages, Page 1 of 1)

jmcstone
-Interested User-
Posts: 3
Joined: Oct 29, 2017


Posted: Oct 29, 2017 09:44 PM          Msg. 1 of 4
I am just starting to use the streaming interval bars. I plan on streaming bars on multiple securities with each security having multiple different intervals (example: 1 min bars, 5 min bars, and 15 min bars - all on the same symbol).

The documentation states that a "S,REPLACED PREVIOUS WATCH,[Symbol],[RequestID]" message may be returned. Under what circumstances will a previous watch be replaced? That is, what fields in the request must match for it to replace a previous request (Symbol, Interval, IntervalType, BeginFilterTime, EndFilterTime, ...)?

Also, the documentation is not clear if the RequestId is the previous RequestId or the new RequestId (it would actually be nice to have both values returned). In fact, the RequestId should be on the SYMBOL LIMIT REACHED and the INVALID PARAMETERS FOR REQUEST messages also - so, that you can accurately associate the message to the request.

One last question - what is the use for Update Interval? Does it delay the sending of a bar - or, does it do something such as updating a 1 min bar every 15 seconds?

Thanks

jmcstone
-Interested User-
Posts: 3
Joined: Oct 29, 2017


Posted: Oct 29, 2017 10:13 PM          Msg. 2 of 4
I apologize - I reposted this question in the "DTN.IQ Client Software Support" section as the questions seem more appropriate for that area of the forum.

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


Posted: Oct 30, 2017 11:13 AM          Msg. 3 of 4
I'll answer it in both just to be safe for the next person.

Streaming bars can only handle one interval per symbol, so multiple connections to the derivative port will be needed to achieve what you are looking for. That is the reason for the replacement, any BW on a symbol that has already been watched will be a replacement.

With multiple connections, one per interval you can have the different ids that you are looking for. I'll note the request for the error to include the RequestID.

We have no guaranteed way to know a bar has completed, except to receive a trade that is outside of the current interval. That is when a BC bar is sent. But, if there is an hour between trades, then you end up waiting for an update that you may need. So a time based update is the alternative to that.

By setting a interval of x seconds you will always get an update or a complete message within x seconds of the last trade.

What that means to you is that if a BU message is received you can update your app with it, but you should expect to either receive further BU messages or a BC message and you will need to update the interval with each.

Tim

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


Posted: Oct 30, 2017 11:51 AM          Msg. 4 of 4
I was incorrect regarding the replace. I never use request IDs in my code, so I never realized this, but when you send two watches with empty request IDs, say BW,GOOG,1 and BW,GOOG,5, it replaces the first. hence my answer.

However, it is actually the duplicated requestID that is replaced. So if you sent two watches with two requestIDs
BW,GOOG,15,,,10,,,GOOG15,,,1 and
BW,GOOG,20,,,10,,,GOOG20,,,1
that does work fine. So you can do everything in one socket.

So given that, each requestID should be unique in the system, and is only replaced when duplicated, I think this also takes care of the second question.

Sorry for my confusion.

Tim
 

 

Time: Sun December 16, 2018 5:17 AM CFBB v1.2.0 0 ms.
© AderSoftware 2002-2003