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quickTick has contributed to 31 posts out of 17947 total posts
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It might be not so difficult to write the core IQConnect itself in a lightweight cross-platform library like SDL2, as a command line utility. Even if the the thread functions or SDL2_NET network functions aren't sufficient, their source code could at least serve as a starting point. The apps, for example IQWatchQuote and Diagnostics, could still run on Wine (at least initially).
Is it not possible for this to happen whenever there are "hidden" orders on the book of any exchange, and/or in one of the dark pools? In those cases it is simply not possible to tell if the active order was buy or sell, as far as I know (my knowledge of these things is still very incomplete).
...l'm not sure if I understood the question as it was meant...
Edited by quickTick on Nov 28, 2016 at 05:39 PM
Maybe just the 600 data points limit you specified?
Looking for that as well. If there aren't any existing one's, it'd be great to have at least one of each (Future, Stock, Stock Option) simulated for testing purposes.
For example, @ESTEST# (and/or @NQTEST#) could repeat the market data for @ES# from the last trading day with timestamps offset for current time.
I see. How about getting the IEX "TOPS" data feed from IEX directly? My understanding is that it is free of charge. While the TOPS data feed doesn't seem to be available to the public, I'd guess they would be happy to have you as a "Market data partner".
It seems market depth has bid and ask entries for all kinds of non-exchange entities.
Why not for IEX?
This would be very useful as my broker allows directing orders to IEX.
By the way: Some minutes actually do have 61 seconds. The last one was apparently at "June 30, 2015 at 23:59:60 UTC".
How is this handled by IQFeed? Wouldn't want my app to crash in such a case.... :)
Fixed in 184.108.40.206.
Just noticed in the admin STATS message, "MarketTime" field, it said "Mar 05 02:35PM". Instead of "Feb". Didn't check if this is 5.2 specific or not. However "StartTime" is correctly "Feb 04 9:21AM".
(I'm assuming Application B has its own admin socket connection. That might be necessary.)
AFAIK you can just close the sockets of Application A. IQConnect will terminate only if all sockets are closed, so if Application B still has sockets open, IQConnect will remain connected.
Also IQConnect will terminate only after a timeout, which can be changed per command line option and some registry setting.
Another thing your application could do, is use S,CLIENTSTATS ON to see which other connections exist, but that doesn't seem necessary.
Hope that helps until DTN will respond tomorrow.
FYI, meanwhile I found that with a different "distribution" of WINE I have different problems. (However I'd prefer to keep using the same one).
I'm using 5.2 protocols to some extent, and that appears to work fine.
Thanks for your response!
Just a bit more info:
Diagnostics worked fine with WINE using 220.127.116.11. On 18.104.22.168, it does connect, but the crash comes after check-marking "Test IP List", which I guess is the same thing you were able to replicate. When I go to the "Client Stats" tab without running the test, it says "Not connected to IQFeed", however if I start the News app first (to run the auto-login), then Diagnostics will display any open sockets in "Client Stats".
IQWatchQuote actually works even the first time (including under 22.214.171.124) if IQConnect is already logged in and running (which I usually do by running Diagnostics first). You are right that otherwise it did't enable the symbol field even with 126.96.36.199, however in that case it didn't crash when closing.
I found that the "Socket Error 10061" occurred even with 188.8.131.52 when running News app the first time.
For now, it seems I can work around the issues by running the News app first.
Edited by quickTick on Jan 18, 2016 at 05:47 PM
Running 184.108.40.206 on WINE on OS X.
With 220.127.116.11 it does connect and many tests of the Diagnostic app succeed, but then at some point the Diagnostic app will crash. Attached backtrace.
IQWatchQuote will start but the field for entering a symbol will remain disabled. Closing the window (which quits the app) will crash (with a different backtrace, let me know if you want me to send it).
The News app appears to work, however starting it up, the first time, it will bring up a dialog "Unable to connect to IQFeed: Socket Error 10061", but when I click OK it proceeds and works fine.
Then with my own app I can connect and some functions appear to work well, but I haven't tested it extensively yet (summary for watches and history appear to work fine).
Also the release notes for 5.2 don't seem to be accessible anymore. I think I was seeing them when going to "Developer Notices", opening the 5.2 notice, and clicking on the "release notes" link close to the end of it. Now this leads to the 5.1 notes.
FYI, specifically for historical requests the docu states symbols are "Max Length 30 characters"
Thank you, that's useful info!
Your connection log shows "S,SET PROTOCOL,5.1" only for the admin socket. Perhaps that's also necessary for the Level 1 socket.
Field 80 in the Level 1 Update/Summary Message: