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»Forums Index »IQFeed Developer »IQFeed Developer Support »Fundamental Data field order
Author Topic: Fundamental Data field order (5 messages, Page 1 of 1)

Roberts
-Interested User-
Posts: 37
Joined: Mar 26, 2008


Posted: Aug 15, 2020 05:26 AM          Msg. 1 of 5
Please help me with the field order for ..dev/api/docs/Level1FundamentalMessage.cfm
Here's the fundamental message for TSLA received today:

"F,TSLA,5,775.0,13022000,1794.9900,211.0000,1794.9900,350.5100,0.0000,,,,,,,,,,2.13,,,12,,TESLA INC.,,38.,1.42,,12103.0,10667.0,06/30/2020,11634.0,186362,336211, , ,,0,14,4,3711,80.92,1,21,07/13/2020,08/23/2019,07/13/2020,03/18/2020,418.33,,,,,336211,,"

Assuming F is field number 0, the data correspond well to the Level1FundamentalMessage field order up to index 9. However, the next value available is at index 19, which is "2.13. The table, however, indicates "Root Option symbol (there may be more than one)" for index 19.

The Company Name, TESLA INC. appears at index 24, but the table suggests that Company Name should be at index 18.

I've attached a tab-delimited txt document that aligns the data in this message with the descriptions for Level1FundamentalMessage.cfm. What's going on here?



File Attached: FundamentalMessage.txt (downloaded 663 times)

Roberts
-Interested User-
Posts: 37
Joined: Mar 26, 2008


Posted: Aug 15, 2020 06:15 AM          Msg. 2 of 5
I can reconcile many of the fields to indexes where the data are appearing (like Company Name), but there was a mistake in the previously-attached file due to a few merged cells from the spreadsheet, but this doesn't affect the discussion. If you look, import this attached one into Excel.



File Attached: FundamentalMessage1.txt (downloaded 665 times)

Roberts
-Interested User-
Posts: 37
Joined: Mar 26, 2008


Posted: Aug 15, 2020 07:50 PM          Msg. 3 of 5
While I don't know what the table isn't update, the order of the fields from the S,REQUEST FUNDAMENTAL FIELDNAMES request appears as follows and reconciles with the fundamental data received.

0 FUNDAMENTAL FIELDNAMES
1 Symbol
2 Exchange ID
3 PE
4 Average Volume
5 52 Week High
6 52 Week Low
7 Calendar Year High
8 Calendar Year Low
9 Dividend Yield
10 Dividend Amount
11 Dividend Rate
12 Pay Date
13 Ex-dividend Date
14 (Reserved)
15 (Reserved)
16 (Reserved)
17 Short Interest
18 (Reserved)
19 Current Year EPS
20 Next Year EPS
21 Five-year Growth Percentage
22 Fiscal Year End
23 (Reserved)
24 Company Name
25 Root Option Symbol
26 Percent Held By Institutions
27 Beta
28 Leaps
29 Current Assets
30 Current Liabilities
31 Balance Sheet Date
32 Long-term Debt
33 Common Shares Outstanding
34 (Reserved)
35 Split Factor 1
36 Split Factor 2
37 (Reserved)
38 Market Center
39 Format Code
40 Precision
41 SIC
42 Historical Volatility
43 Security Type
44 Listed Market
45 52 Week High Date
46 52 Week Low Date
47 Calendar Year High Date
48 Calendar Year Low Date
49 Year End Close
50 Maturity Date
51 Coupon Rate
52 Expiration Date
53 Strike Price
54 NAICS
55 Exchange Root
56 Option Premium Multiplier
57 Option Multiple Deliverable

Roberts
-Interested User-
Posts: 37
Joined: Mar 26, 2008


Posted: Aug 15, 2020 09:42 PM          Msg. 4 of 5
I'm going to quit! I had set the protocol to 6.1 only for the history socket. The level 1 socket defaults to 4.9, so there's the difference. The field order above is 4.9. The doc is updated to 6.1.

DTN_Gary_Stephen
-DTN Guru-
Posts: 267
Joined: Jul 3, 2019


Posted: Aug 17, 2020 08:07 AM          Msg. 5 of 5
Roberts,

I'm sorry I didn't read this message before I responded to your other one. But yes, the protocol command explains the difference. Each socket, and each connection if you have multiple connections going, is unique. The S,SET PROTOCOL command must be set each time you connect. It won't be shared across different ports, or multiple connections to the same port.

Let me know if you have any other questions about this!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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