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» Low and High no update after overnight operation on several symbols
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| Author | Topic: Low and High no update after overnight operation on several symbols (15 messages, Page 1 of 1) |
 David -DTN Evangelist- Posts: 113 Joined: May 7, 2004 
I'd rather be... |
Posted: Jun 3, 2005 11:33 AM
Msg. 1 of 15
This morning I noticed that the low and high on several issues did not reflect today's conditions. They were still at "0" which reflects the overnight resetting of the fields to zero. This was on a test system using the 2.3.0.3 client that had only a handful of symbols (19) being watched. There were no re-connection attempts and everything looked normal otherwise. The heavy traded issues like INTC, ELN, QQQQ, SIRI and IBM were ok. Symbols that did not have the high/low data were OCCM, ALTI, ALTR, JSXB, and A.
Deleting (un-watching) and then re-watching the symbols pulled in correct data. This is a serious issue for those leaving their system on overnight. I will watch for this behavior in further testing. Had I started the system in the morning it would not have showed up. Thanks, David IQXP Software http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/ |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jun 3, 2005 03:47 PM
Msg. 2 of 15
Keep an eye on it and report what you see David. I have a system setup that runs 24/7 and noticed an issue with the change being cleared early last night, so I did restart before the market opened today (thus didn't see what you saw). I will see if I can replicate the issue. I ran 2.3.0.3 from Last Thurs - Yesterday without restarting. There were 3 reconnections which ocurred over the weekend, but IQFeed reconnected and was functioning properly on Monday morning without intervention.
Jay Froscheiser DTN - Trading Markets |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004
I'd rather be... |
Posted: Jun 5, 2005 05:06 PM
Msg. 3 of 15
Fields after overnight update This weekend I noticed that on Sat. morning all of the symbols had reset correctly in the overnight update (vol = 0, low = 0, etc.) except for one symbol, INTC - it had all data still there. So I suspect that there are other issues in the overnight change algorithm - I will also look at this system on Monday after leaving it on overnight to see what happens after market opens.
IQConnect I also had another anomaly this weekend - the feed had a server disconnect message and no re-connect (somewhat unusual) so when I came in on Sunday there was no active connection. When I exited the program IQConnect did not exit. It was hung in some state. Either double clicking on the tray Icon or using the right mouse button brought no response. Using the Window Task Manager I shut the process down - it took I would say 20 seconds or so before the tray icon disappeared. I have had another (non-systematic, can't repeat it) case of this related to news story retrieval - I had a non-response on a story and at exit IQConnect Icon was still there. It appears to me that there is an internal loop that does not get released in IQConnect if certain error conditions occur in getting data. You can see the error by requesting a junk symbol from history. (see earlier post in this group) David IQXP Software http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/ |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004
I'd rather be... |
Posted: Jun 6, 2005 01:57 PM
Msg. 4 of 15
I restarted the system on Sunday and left it on overnight. This morning all fields appeared to be ok with the current information. Same system as the original post.
I will do an overnight watch again tonight for the low / high update issue I saw. David IQXP Software http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/ |
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DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004 
DTN Market Access, LLC. |
Posted: Jun 6, 2005 02:20 PM
Msg. 5 of 15
Thanks for trying to recreate this issue!
Natalie Natalie Hannan DTN Market Access, LLC. |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004
I'd rather be... |
Posted: Jun 7, 2005 11:15 AM
Msg. 6 of 15
Overnight Update Reset Issue
I continued the overnight test and confirmed that indeed there is an issue in that most symbols (in the limited universe I tested) did not start updating their low and high when the market opened - they remained at zero, the overnight reset state. OCCM, ELN, DELL, AXO, ALTI, ALTR, A, and SIRI had zeros in the high and low field. INTC, ORCL and QQQQ high/low were updating. I did not see any other anomalies. When I did an update on the symbols (un-watching then re-watch) the data filled in correctly. David IQXP Software http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/ |
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DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004
DTN Market Access, LLC. |
Posted: Jun 7, 2005 12:32 PM
Msg. 7 of 15
David,
Thanks for the info. We are looking into it here. Natalie Natalie Hannan DTN Market Access, LLC. |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004
I'd rather be... |
Posted: Jun 15, 2005 04:20 PM
Msg. 8 of 15
Beta 2.3.0.4 - high less than last I noticed today that several symbols did not have the correct high. I noticed this because the last trade was higher than the high posted for the day. I did not go to a separate data source for comparison to see if other highs were incorrect - I only noticed this because the last was higher than the posted high, an obvious error. Doing a re-registration of the symbol (un-watch then re-watch) the data corrected itself. The system had been on overnight, however, there had been a server disconnect in the morning after market start (10:13:35 cst). This usually guarantees high/low filling. I suspect the mechanism that sets the high / low fields (either in IQConnect or if sent server side) still has an error in it and relates to the earlier error of the high/low fields not getting filled after running overnight. I will be checking the fields more closely tomorrow morning to see how they track. Tedious, as I am only eyeballing the data - I do not want to write test routines to check for data integrity and accuracy (requires alternative source). Would do it for $ however...  David IQXP Software http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/ Edited by David on Jun 15, 2005 at 04:21 PM |
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nsolot -DTN Guru- Posts: 273 Joined: Sep 4, 2004 |
Posted: Jun 16, 2005 09:40 AM
Msg. 9 of 15
I see the same thing (lack of updates to high & low) but I'm not running overnight. I start both my own app as well as DTN.IQ software between 9 & 9:30 EST, both using the latest version of the IQfeed client.
With DTN.IQ software both the WatchList and Level II modules don't update high & low during the day. The raw data feed I log with my own app confirms those fields not getting updates. |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004
I'd rather be... |
Posted: Jun 16, 2005 02:07 PM
Msg. 10 of 15
new highs / lows not adjusting
Today I confirmed that the new highs and lows are not getting changed in a symbol. This is on beta version 2.3.0.4 I have a global trading alert that trips when a symbol trades at today's high or trades at today's low. This filter shows the symbols on a ticker and also puts them into a log so it is easy to check. The system had a fresh start today - not running overnight. FYI: As an additional beta bug alert I noticed that the high / low of many of the symbols were at zero on the system left on overnight. This has not been fixed in 2.3.0.4 and was the topic of the OP. David IQXP Software http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/ Edited by David on Jun 16, 2005 at 02:55 PM |
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nsolot -DTN Guru- Posts: 273 Joined: Sep 4, 2004 |
Posted: Jun 16, 2005 03:09 PM
Msg. 11 of 15
Try starting your app in pre-market. Anything that hasn't traded when you start will have 0 high, 0 low all day long. I have to beleive they'll fix this one in the next release.
As an aside, I prefer to use my own calculated high & low for the day. While it doesn't happen often, but often enough, the exchange(s) seem to pump out an obviously bad print from time to time. I have confirmed this by checking yahoo finance and www.nasdaq.com and everyone will show the bad print as the high/low for the day until sometime later when it gets corrected. My app looks at each print and compares it to the bid/ask as well as the prior print and if it's way out of line, I ignore that data point. |
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DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004
DTN Market Access, LLC. |
Posted: Jun 16, 2005 03:29 PM
Msg. 12 of 15
Hi all,
I can reproduce the issue, and it is on my list to fix. We plan to do a new BETA release every 2 weeks until it goes live. I don't know if this fix will be in 2.3.0.5, but it will be fixed before IQFeed comes out of BETA. Thanks! Natalie Natalie Hannan DTN Market Access, LLC. |
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David -DTN Evangelist- Posts: 113 Joined: May 7, 2004
I'd rather be... |
Posted: Jun 16, 2005 03:49 PM
Msg. 13 of 15
Quote: Hi all, I would greatly appreciate fixing this for the next beta - in the past I did use the current last trade to compute the daily high and low. With IQFeed I rely on the data given by the interface and do little screening. One of the important filters in my program uses high and low for certain alerts and because of the bogus high/low data that program section is useless so I cannot expand my testing to my beta sites until fixed. This version is much more stable and eliminates many issues - I'd like to expand my beta group testing with it.I can reproduce the issue, and it is on my list to fix. We plan to do a new BETA release every 2 weeks until it goes live. I don't know if this fix will be in 2.3.0.5, but it will be fixed before IQFeed comes out of BETA. Thanks! Natalie --- Original message by DTN_Natalie_H on Jun 16, 2005 03:29 PM The extended field scale factor x1000 error is in the same category, although I can filter this one to stop any updates if the trade time field does not contain a 't', so this is not as big an issue. Thanks, David IQXP Software http://www.iqxp.com LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/ Edited by David on Jun 16, 2005 at 03:50 PM |
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DTN_Natalie_H -DTN Evangelist- Posts: 175 Joined: May 10, 2004
DTN Market Access, LLC. |
Posted: Jun 29, 2005 02:43 PM
Msg. 14 of 15
This fix will included in IQFeed v2.3.0.6. Thanks for your patience!
Natalie Natalie Hannan DTN Market Access, LLC. |
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