I am a long time IQFeed API user that has enabled options on my account recently, but can't seem to get real time options ticks to work using the IQFeed provided C# level one sample to 'watch' the options symbol.

Reasonably sure I have the correct permissions as I can get options chains and historical options data via the API - just not able to 'watch' an options symbol to ticks as they come in.

An example symbol that is correct and yields historical minute data is SPY2108C385. Using this in the IQFeed provided sample does not produce an error, just no ticks, and checking 'get all watched symbols' command in the sample shows it is not being watched.

Have already scoured the forum, docs as well as google and looked through the example code and open source packages to find some working code to watch an option symbol for ticks.

I was thinking that perhaps the symbol to watch it in real time is has a special character added to it (like a @ sign) - can anyone point me in the right direction?

Thanks.

In IQFeed, a symbol never differs between the live and realtime feeds. SPY2108C385 returned historical data to you, so SPY2108C385 is correct for live data also. Furthermore, there are never separate data subscriptions for live and historical. Since you can access the historical data, you are entitled to the live data, and vice versa. (With the caveat that your data subscription may be for delayed data only.) So we can eliminate the possibilities of a wrong symbol or subscription.

Beyond that, I'm not sure what exactly happened in your case.

- Are you watching more symbols than your maximum number? If so, IQFeed will not let you watch any more symbols. You can check this in Feed Stats (Maximum Symbols and Number of Symbols).
- SPY2108C385 did expire today. Is it possible you were following it after trading ended?
- When you first followed this symbol, did you get a Fundamental (F) and Update (Q) message? Any successful follow will give you this response, even if there are no live ticks coming in for whatever reason.
- The Level 1 port will ignore any command it doesn't understand, as opposed to giving you an error message. If you are doing any IQFeed logging, can you review it to confirm that "wSPY2108C385" or "tSPY2108C385" was sent?

Let me know anything else you can about this, and I can offer more suggestions.

---

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Hi Gary,

Thanks for your quick and detailed response. Copying the contents of my email response to you here so others might benefit as well...

Your explanation clarifies how live and historical symbols are not different, so that rules out having to use a different name.

Some more notes / context:

- I am using either the display app included with the IQFeed client or IQFeed provided samples to confirm functionality (specifically the Level1Socket C# example). I also used the IQFeed Charts app to confirm display of historical minute data for the symbol in question successfully, and also the IQFeed Watchlist display app to try and 'watch' the option to see that continuous quote/tick updates were working (not successful - I enter the symbol and no data shows for it, but entering just a plain equity symbol works fine).

- I had already checked the Total Used used symbols from the Feed Stats and was at 169 (max. 500 for my subscription) so I do not think it's an issue.

- It was within market hours: I was following SPY2108C385 during the day today and was able to continually re-retrieve historical minute data with updated intraday prices throughout the day starting at about 10 AM; I just could not get any real time ticks. I also used both SPY2112C385 and SPY2112C385 (Wed. and Fri. expiry) with the same issue/results (I confirmed these symbol names using the IQFeed options chain lookup Display App).

- When I watched the symbol I did *not* get a Fundamental (F) and Update (Q) message (the way I do when watching a stock symbol), but I was able to confirm that "wSPY2108C385" was sent. Below is the text logging output from the IQFeed provided Level1Socket C# sample (newest entry is at the top). The log reflects the following actions:

1) Started the sample app and click the Connect button
2) Set a Watch on the symbol DD to see that 'wDD' is sent and confirmation messages appear; this confirms that the connection / subscription are generally working for other (stock) symbols
3) Use Get All Watches to see that the system has a watch for 'DD' symbol (it did)
4) Set a watch on the option symbol 'SPY2110C385' and see that 'wSPY2110C385' was sent (note that in the log, no confirmation messages appear after sending for that symbol like they did for DD)
5) Use Get All Watches to see if the system has a record of 'SPY2110C385' having a watch on it (it does not)
6) And finally disconnecting

Any light you could shed on this would be much appreciated.

Thanks,
Rahim

LOG CONTENTS BELOW:
===============

S,SERVER DISCONNECTED
S,DISCONNECT
Request Sent Successfully:
T,20210308 23:56:55
T,20210308 23:56:54
T,20210308 23:56:53
S,WATCHES,DD
S,REQUEST WATCHES
Request Sent Successfully:
T,20210308 23:56:52
T,20210308 23:56:51
wSPY2110C385
Request Sent Successfully:
T,20210308 23:56:50
T,20210308 23:56:49
T,20210308 23:56:48
T,20210308 23:56:47
S,WATCHES,DD
S,REQUEST WATCHES
Request Sent Successfully:
T,20210308 23:56:46
T,20210308 23:56:45
P,DD,75.3000,4,19:59:02.034006,11,4657391,75.3000,400,75.8000,600,74.5300,76.5000,74.3200,74.0300,,8717,
F,DD,7,,7209000,87.2700,28.3300,87.2700,67.1500,,,,,,-4.01,,-0.40,12,DU PONT DE NEMOURS & CO,DD,78.700,1.51,,10877.0,4699.0,12/31/2020,21806.0,538089,3.00 06/03/2019,0.33 06/19/2000,14,4,5198,44.65,1,7,01/12/2021,03/23/2020,01/12/2021,02/23/2021,71.1100,,,,,325520,,,,,,USD,,,,,BBG00BN961G4,,
wDD
Request Sent Successfully:
T,20210308 23:56:44
T,20210308 23:56:43
T,20210308 23:56:42
T,20210308 23:56:41
T,20210308 23:56:40
T,20210308 23:56:39
S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Time,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions
S,CURRENT PROTOCOL,6.1,
S,CUST,real_time,66.112.156.225,60006,dlToIkqQ,6.1.0.20,0, OPRA NYSE NASDAQ BLOOMBERG RT_TRADER COMTEX PRIMEZONE DTNNEWS SCROLLNEWS EXFUND BENZINGA INDEX ,Z2Ab1X2Ag1D2DE2EF1a,500,QT_API,,
S,IP,0.0.0.0 59000,0.0.0.0 59000,66.112.156.212 60009,66.112.156.211 60001,66.112.156.210 60005,66.112.156.212 60012,66.112.156.200 60003,66.112.156.211 60015,66.112.156.210 60050,66.112.156.211 60014,66.112.156.212 60016,66.112.156.211 60018
S,SERVER CONNECTED
S,KEY,99999
S,SET PROTOCOL,6.1
Request Sent Successfully:

Quick update...

Tried the Level1Socket sample application again this morning and I *do* seem to be able to add the options symbols and receive the correct message in response as well as confirm that a watch shows for the options symbol (see log below from sample app), although the market is not open yet so I cannot see ticks coming through. Not sure what has changed though as I am using IQFeed provided unmodified sample code. I will update here once I can confirm that I can receive ticks when the market is open.

S,WATCHES,SPY2110C385
S,REQUEST WATCHES
Request Sent Successfully:
T,20210309 08:19:29
T,20210309 08:19:28
T,20210309 08:19:27
T,20210309 08:19:26
T,20210309 08:19:25
T,20210309 08:19:24
T,20210309 08:19:23
T,20210309 08:19:22
T,20210309 08:19:21
T,20210309 08:19:20
T,20210309 08:19:19
T,20210309 08:19:18
T,20210309 08:19:17
T,20210309 08:19:16
T,20210309 08:19:15
P,SPY2110C385,1.75,1,16:14:58.749833,18,0,1.72,20,1.76,20,,,,1.75,Cbacv,20,
F,SPY2110C385,E,,,12.66,0.57,,,,,,,,,,,,SPY MAR 2021 C 385.00,,,,,,,,,,,,12,2,,,2,14,02/16/2021,03/05/2021,,,,,,03/10/2021,385.000,,,100.00,0,,,,,,,,,2,
wSPY2110C385
Request Sent Successfully:
T,20210309 08:19:14
T,20210309 08:19:13

OK this issue is now confirmed as resolved - was able to receive ticks for options on multiple different options symbols with no issues.

One thing I did do differently between yesterday and today is restart my IQFeed client. Just a guess, but because I enabled options on my account and had not restarted the IQFeed app after that could have been what was causing the issue for me.

Thanks to Gary Stephen for responding so quickly, it makes all the difference for us Dev guys.

For those who might be perusing this forum wondering whether IQFeed is a worthwhile service provider, I have been using IQFeed since 2011 (used eSignal before that) and have only ever needed to access support twice during that time for help.

That would explain why your follow commands for the newly-subscribed option symbols weren't working. If you ever make changes to your subscriptions, you have to restart IQFeed for them to take effect. Thank you for the kind words about our service! I am glad I was able to help!

---

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist