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"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
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"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
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Viewing User Profile for: rbrodt
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Joined: Oct 23, 2008 10:33 PM
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rbrodt has contributed to 4 posts out of 19160 total posts (0.02%) in 3,921 days (0.00 posts per day).

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Since tick data is typically accessed sequentially (from start to end) instead of randomly (picking out a tick from the middle of at trading session) it makes sense to use a directory and file structure. One directory per trading instrument, and one file per trading session. To conserve space, we use a flyweight design pattern storing only the price and size offsets from an initial absolute price/size. So the tick file uses a "long" record that contains a timestamp, the LAST price and size, and volume, then subsequent ticks use a "short" record that contains a time offset from the previous record (in seconds), price offset (in "ticks" depending on the instrument) and a size offset. If the offsets are too large to fit into a "short" record, we write another "long" record. A day's worth of tick data is typically about 1Mb - small enough to be managed comfortably.


Never mind...I found my answer here:

http://forums.dtn.com/index.cfm?page=topic&topicID=2231

When I ran from the debugger, the app did not find the extra IQ32.DLL in the app install directory and everything was cool. But when I ran the app on production, I guess two instances of the DLL were being loaded.


Hi Steve,

I have already sent an email to support@iqfeed.net, but maybe someone else on this forum is experiencing the same problem...

I am developing a win xp app with ms vc++ 6.0 using the latest iqfeed client 4.5. Everything works fine on my development machine but when I try to run the app on a production machine, I am unable to connect. I am using SetCallbackFunction() then I spin off a separate thread to call RegisterClientApp() so that the main thread doesn't block. The iqfeed API never calls my callback. As I said before, this works in my dev environment but not in production. I have also tried running both the release and debug versions of the app on production and that did not work either. Also tried calling RegisterClientApp() from the main thread, same thing. Any ideas what might be causing this?

Thanks!
Bob

IQFeed Developer Wish List » mktsymbols.txt Oct 23, 2008 10:39 PM (Total replies: 1)

Is it possible to get a security type code along with the list of symbols in mktsymbols.txt ?


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