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DTN_Gary_Stephen has contributed to 135 posts out of 19800 total posts
(0.68%) in 447 days (0.30 posts per day).
20 Most recent posts:
DTN.IQ Client Software Support »
IQConnect not working on a new system Sep 14, 2020 02:04 PM
(Total replies: 12)
Rohan, OK, thanks for letting me know. I'll see what I can do to help. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
DTN.IQ Client Software Support »
IQConnect not working on a new system Sep 14, 2020 01:38 PM
(Total replies: 12)
Rohan, You can't have multiple connections to IQFeed's server from two different computers at once, using the same loginID. You can have multiple active, simultaneous connections from the same computer. I reviewed the log you sent me. It only tells me that you're being disconnected by the server. The most likely cause is that a second connection, from a different machine, using the same loginID is happening. Are you trying to make multiple connections at once in a way that could be interpreted as coming from two different machines? If so, that would explain the disconnections. Generally, the only other reason the server will disconnect you is if you have a server connection and no active socket connections for 30 seconds. From your log, that does not appear to be the case. Having a second login ID would allow you to have two connections from different machines at once, but you'd have to get a second ID, or a demo ID, from sales. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
DTN.IQ Client Software Support »
IQConnect not working on a new system Sep 9, 2020 02:05 PM
(Total replies: 12)
Rohan, Those logs don't tell me very much. I'd like to get a complete IQFeed log from you if possible. Set the Logging Groups to All Level 1. This can be done with the API command: S,SET LOG LEVELS,60 That file will be iqconnect.txt, stored in the Wine equivalent of MyDocs. See http://www.iqfeed.net/dev/api/docs//IQConnectLogging.cfm for more details about sending log commands via the API. You can email the log file to the developer support email address and I will review it. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Can I get the most recent quote for a symbol, not streaming data? Sep 9, 2020 09:31 AM
(Total replies: 11)
The values you see in a 5MS report are the same values you would see if you were watching the symbols on the level 1 port at the time the snapshot was taken. In other words, the 5MS reports are the Summary (P,) message you would get if you followed the symbol at that moment. As a result, the OHLC are for the current day up to that point, with Close being the previous day until the current day is actually closed. Bid/ask would also be current values. Any bid/ask values that aren’t cleared out by the exchange overnight would still be there the following morning (because they are still valid). So in that way, it is possible for a Bid/Ask to be from a previous day. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Can I get the most recent quote for a symbol, not streaming data? Sep 9, 2020 08:48 AM
(Total replies: 11)
I believe they are the OHLC for each 5-minute bar, but I will confirm that. I also think any Bid or Ask shown is from that 5-minute period, meaning that is from the same day (because the 5-minute bars start/end at midnight and do not split across days). How would Bid Time and Ask Time fields work for a 5-minute summary? Are you wanting to know the time of the peak Bid and Ask within each 5-minute bar? Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
DTN.IQ Client Software Support »
IQConnect not working on a new system Sep 9, 2020 08:02 AM
(Total replies: 12)
Regarding #2, the key log entry is: Quote: Error while connecting to IQHistory: Connection refused: 127.0.0.1:9100 This is usually caused by one of the following (in no particular order): The port is in use. Make sure nothing else is using port 9100. To do this, use the IQFeed Diagnostics app, with IQFeed otherwise not running. The "Start Listening" button should give you success on all ports. If it fails on 9100 but not the others, something else may be occupying that port. Firewall interference. Make sure you are whitelisting IQFeed API's IP addresses, which are 66.112.156.* and 66.112.148.*, ports 5000-5050 and 60000-60050, inclusive. No socket connections exist. If you close all socket connections, the server will disconnect you after 30 seconds. This is easy to identify in the logs. Your iqconnect.exe parameters are correct to establish a connection, so I don't think that's the problem in your case, but I include it for completeness. Look into those and let me know your results. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
DTN.IQ Client Software Support »
IQConnect not working on a new system Sep 9, 2020 06:33 AM
(Total replies: 12)
To answer Issue 1: Quote: I run iqconnect.exe I get the window, but the connect button is greyed out. I can't make it active by typing in any text boxes. The "Quit" button is fully active & functional though This is normal behavior. The Connect button will be grayed out if you don't have any connections active. To make it active, launch one of the IQFeed apps or connect to one of the ports via the API. That will make the Connect button visible. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Is there a way to limit SBF lookup responses? Sep 8, 2020 11:20 AM
(Total replies: 2)
You can filter SBF searches by Security Type or Exchange, but not both. To use a random example: SBF,s,SK Without any filters, this returns 6,984 matches. If you know you're looking for an equity, you can do this: SBF,s,SK,t,1 The t means "security type" and the 1 is type 1, which is equities. The command SST returns a list of these codes and what they mean. That search returns only 160 matches, all of which are equities. You can use multiple codes: SBF,s,SK,t,1 2 3 And you'll get matches from any of those three security type (equities, index/equity options, mutual funds). Similarly, you can use the letter e to limit responses to one or more listed markets: SBF,s,SK,e,7 This will return only the 22 symbols traded on NYSE. You can also use the same space-separated list to search for symbols that may be on any of multiple exchanges. The command SLM returns the list of exchange codes. All of these techniques also work with text searches: SBF,d,mini,e,7 This only returns about 30 matches, all of which are NYSE symbols. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed 3rd Party Software Support »
Daily (not Intraday) Splits Sep 8, 2020 10:38 AM
(Total replies: 19)
Okay, I have an update on this thread. It seems my earlier answer was incomplete. We handle splits differently for NYSE-listed stocks than for NASDAQ-listed stocks. It has to do with how we receive the split data. For NASDAQ, we split data directly from the exchange, and do not update the fundamental message until the split date. For NYSE, we receive split information from a third party, and their data can be added to our files ahead of the split date. This is what happened with TREX. I hope that clears this up! Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Can I get the most recent quote for a symbol, not streaming data? Sep 3, 2020 07:36 AM
(Total replies: 11)
If you only need the most recent Bid and Ask - and you don't need it on an ongoing basis - a historical HTX command will work. HTX,AAPL,1 2020-09-02 14:53:23.319623,130.8698,379,167406211,130.8400,130.8700,397564,C,19,01,0,2, !ENDMSG!, This returns the most recent tick for that symbol. Please note that this will occasionally return !NO_DATA!, because HTX only returns Last Qualified, Extended, and Other trades, and sometimes the most recent tick isn't one of those. If you're writing code around this approach, you'll have to account for that possibility. If you want to get regular Bid and Ask updates on some symbols, you can follow the symbol, and send an UPDATE command that will only return Bid and Ask. If you want to do this for an entire exchange, one of the Market Summary commands would be your best option. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed 3rd Party Software Support »
Daily (not Intraday) Splits Sep 2, 2020 08:08 PM
(Total replies: 19)
Roberts, Good question, since that clearly contradicts what I just posted. I will work with our data team to get to the bottom of this, and post my findings. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
General Product Announcements »
NYSE Short Interest data will stop on September 4. Sep 2, 2020 12:55 PM
(Total replies: 1)
To clarify a few questions I have received about this change: 1. Only NYSE symbols are affected. You will still get Short Interest data for other symbols. 2. The Short Interest data point will not be removed from the API response. It will just be blank for NYSE symbols (as it has been for NASDAQ symbols for a couple years now). So no change to any code is required. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Sep 2, 2020 at 01:20 PM
General Product Announcements »
NYSE Short Interest data will stop on September 4. Sep 2, 2020 10:22 AM
(Total replies: 1)
NYSE has informed DTN that NYSE Short Interest data will now require a charge and registration to receive the data. For many years, DTN has provided this data as part of the fundamental data within your service. As we do not want to have our customers incur more fees, we have chosen to remove this data from your current service. The removal of the data will occur on September 4th. We understand that any change in service could affect you, and we do not take these decisions lightly. As always, DTN will continue to look for and add markets that would be important to your business. If you have questions, please feel free to contact us. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Complete Errors List? Aug 31, 2020 03:19 PM
(Total replies: 2)
There isn't a complete list I can compile for you. But all error message will start with E, and your code can watch for that. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed 3rd Party Software Support »
Daily (not Intraday) Splits Aug 31, 2020 09:59 AM
(Total replies: 19)
Roberts, The split date field in the Fundamental Message does not contain upcoming splits, only past or current ones. It was updated to 8/31/2020 for both those symbols today. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Can I get the most recent quote for a symbol, not streaming data? Aug 31, 2020 09:37 AM
(Total replies: 11)
Andrew, What's happening in your IBM example actually has to do with the command, not the symbol. In general, protocols have nothing to do with symbols or exchanges. Only with commands, and how those commands behave. Here's a test request I made: (with default protocol 4.9) HTX,IBM,10 2020-08-31 10:04:58,124.2284,100,485546,124.2200,124.2800,910373954,0,0,C, 2020-08-31 10:04:58,124.2300,100,485445,124.2200,124.2800,808545882,0,0,C, 2020-08-31 10:04:57,124.2500,100,485334,124.2300,124.2800,1463249239,0,0,C, !ENDMSG!, S,SET PROTOCOL 6.1 S,CURRENT PROTOCOL,6.1 HTX,IBM,10 2020-08-31 10:05:07.206241,124.1900,99,487698,124.1900,124.2300,1229273419,O,19,87,0,31, 2020-08-31 10:05:07.180500,124.2100,1,487599,124.1900,124.2300,1565424203,O,153,87,0,31, 2020-08-31 10:05:06.641954,124.2100,100,487598,124.1900,124.2300,808546112,C,18,01,0,31, 2020-08-31 10:05:06.641740,124.2100,100,487498,124.1900,124.2300,977154111,C,5,3D,0,31, 2020-08-31 10:05:06.641528,124.2100,200,487398,124.1900,124.2300,808546111,C,18,3D,0,31, 2020-08-31 10:05:05.630828,124.2100,100,487198,124.1800,124.2100,1229214799,C,19,01,0,31, 2020-08-31 10:05:05.424824,124.2100,100,487098,124.1800,124.2100,977100123,C,5,01,0,31, 2020-08-31 10:05:04.940758,124.2050,4,486998,124.1800,124.2300,1533632367,O,153,87,0,31, 2020-08-31 10:05:04.931590,124.2050,2,486994,124.1800,124.2300,1533625136,O,153,87,0,31, 2020-08-31 10:05:04.762458,124.2000,1,486992,124.1900,124.2300,808602184,O,26,3D87,0,31, !ENDMSG!, I get 3 responses in protocol 4.9, but 10 in protocol 6.1. What's the difference? The difference is in how the HTX command works in protocol 4.9 compared to 6.1. http://www.iqfeed.net/dev/api/docs/docs51/HistoricalviaTCPIP.cfm says this about the response to HTX in Protocol 4.9: Quote: Basis For Last Character Possible single character values include: C - Last Qualified Trade. E - Extended Trade = Form T trade. NOTE: New values may be added in the future. If you look at protocol 5.0 on the same page, O, Other Trades were added to the type of trades that HTX returns. S, Settles (for commodities) were added in protocol 5.2. Those are the four types of ticks the HTX command currently returns in 6.1. So here's what's happening: when you send the HTX command in protocol 4.9, it only returns C and E trades, and the others are ignored. When you send the same command in protocol 6.1, it returns Setttles and Other trades in addition to C and E. If you look at my 10 ticks above, some are C, and some are O (which I would not get into protocol 4.9). When you sent HTX,IBM,1 in protocol 4.9, you got no response, because the most recent trades was not a C or E. If you'd done it at a time when the most recent tick was C or E, you would have gotten it. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Aug 31, 2020 at 09:39 AM
IQFeed Developer Support »
Can you force all API connections to PROTOCOL 6.1 by default? Aug 31, 2020 09:19 AM
(Total replies: 1)
Andrew, No, you have to send S,SET PROTOCOL 6.1 each time you connect if you want it. The API does not have any ability to retain a setting. This is a standard behavior of REST APIs: the server does not store any information about a connection. The API defaults to the oldest supported protocol for backwards compatibility reasons. It is preferable to force the user to specify a newer protocol if they want, so as not to break existing code each time a new protocol is released. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Can I get the most recent quote for a symbol, not streaming data? Aug 28, 2020 02:09 PM
(Total replies: 11)
If you just want the most recent tick, you can send this command to the history port (9100): HTX,SYMBOL,1 This will return the most recent tick for the symbol specified. You can retrieve the Last from it. If you're looking for something different, let me specifically what data point(s) you want and I can make another suggestion. EDITED TO ADD: I should point out that this command will return non-qualified trades, which cannot set an official Last, High, Low, or Close. Again, let me know exactly what you want and I can suggest a specific approach. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Aug 28, 2020 at 02:13 PM Edited by DTN_Gary_Stephen on Aug 28, 2020 at 02:29 PM
IQFeed Developer Support »
How well does IQ Feed work on Wine? Aug 28, 2020 02:04 PM
(Total replies: 1)
Andrew, We have many API customers who successfully use Wine, or a Wine-based solution, to launch iqconnect.exe in Linux or MacOS. I wouldn't say there are any "known" problems or issues, beyond the usual things that can crop up, like issues with permissions or libraries. In my experience, it is good practice to keep things as basic as possible, such as using default file locations. I should also note that launching the Windows APP iqconnect.exe is the only API task that is Windows-specific. Everything else can be done using any OS or technology that supports a socket connection. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
have to be root when install iqfeed client using wine? Aug 27, 2020 01:32 PM
(Total replies: 2)
I don't have much to add to Stargazer's answer, except to say that IQFeed does not require you to install it as root in Linux. In situations like this, the nature of your Wine install is probably the first place to look for solutions to any problems that arise. It's also good practice to keep things as simple and vanilla as possible when using Wine to run a WIidows app in a non-Windows environment. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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