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"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
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Viewing User Profile for: d_allen
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Joined: Nov 5, 2008 11:14 AM
Last Post: Dec 15, 2011 01:57 PM
Last Visit: Dec 15, 2011 02:03 PM
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Post Statistics
d_allen has contributed to 29 posts out of 21191 total posts (0.14%) in 5,659 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » How to retrieve 1min, 2min, etc...data/bars? Dec 15, 2011 01:57 PM (Total replies: 3)

can you provide an example or point to an example or thread where this interface is implemented and/or discussed?

thanks in advance,
-da

IQFeed Developer Support » How to retrieve 1min, 2min, etc...data/bars? Dec 15, 2011 02:23 AM (Total replies: 3)

I'm using C# with the .dll. I'm trying to figure how to go about retrieving 1min data, 2min data, 3min data etc...can you clarify this with me or point to thread that address this?

Thanks in advance,
-Dee

IQFeed Developer Support » empty filed values... Mar 9, 2011 03:55 PM (Total replies: 4)

yes you're correct steven that's my mistake...

IQFeed Developer Support » empty filed values... Mar 9, 2011 03:46 PM (Total replies: 4)

What about the "XLF" example where fields 18 and 66 where both empty? that wasn't an option that was an ETF.

IQFeed Developer Support » empty filed values... Mar 9, 2011 02:52 PM (Total replies: 4)

Wanted to know if anyone else is having issues with the format of the feed field values? For the last week or so I've been having issues with time stamp field 18 being empty also fields 4, 11 and 12 and other fields as well.

IQFeed Developer Support » how to insert large amounts of data Feb 25, 2011 04:05 PM (Total replies: 1)

Hi,
I'm building a multithreaded app that's using the producer consumer queue threading logic...I'm pushing the feed data into a queue which a worker thread processes (inserts and updates database tables). The problem is towards the end of the trading session the volume becomes VERY heavy and the queue builds at a faster rate than the worker thread can process causing latency with the inserts by 2 or 3 mins!

Does anyone have any solutions or suggestions on how to flush the entire queue into the table vs. individual inserts or some other way to resolve this?

By the way, I'm using MySQL 5.5 with .net connector (API) and C# 4.0

Thanks,
D.Allen
Edited by d_allen on Feb 25, 2011 at 04:06 PM

IQFeed Developer Support » Feed bottleneck Feb 11, 2011 05:12 PM (Total replies: 0)

I'm using two different activeX controls - one to receive stock data and the other to receive options data. I wanted to know if this is the correct way to go about receiving data for different asset classes. If so I'm running into a performance issue! I'm backing up the data from both assets types to my database and I have a client app that accesses the database. As the day progresses iqFeed performance gets worse and worse; consuming 25-40% of my system resources and the lagging by as much as 15 mins! What am I doing wrong here?

Thanks!
-DA
Edited by d_allen on Feb 11, 2011 at 05:14 PM
Edited by d_allen on Feb 11, 2011 at 05:15 PM
Edited by d_allen on Feb 11, 2011 at 05:18 PM

IQFeed Developer Support » Using feed with database Feb 2, 2011 04:01 PM (Total replies: 2)

Hi,
Thanks Red, hey give you show me an example of what you're talking about?


hey Helg37 sorry if I came off like I was trying to critique your code, lol! I just don't understand what's going on and what I'm suppose to be doing :) I need to understand what's going on and "WHY". That way I'll know how to modify it to fit my own needs and also I'll be more knowledgeable about what's going on and what I'm doing. That's why I had so many questions.

I'm thankful that you replied and provided me with a solution, I'm just not clear on what's going on and how I'm suppose to use the example that you provided.

So please don't take my questions the wrong way, I'm just trying to learn and not just have you guys hold my hand and give me the answers...it's VERY important for me to understand what I'm doing.

:)

allen
Edited by d_allen on Jan 30, 2011 at 04:47 PM
Edited by d_allen on Jan 30, 2011 at 04:49 PM
Edited by d_allen on Jan 30, 2011 at 04:49 PM



Edited by d_allen on Jan 30, 2011 at 04:44 PM


hey helg37, what is the "Prints" data type that's used in the generic container (concurrentQueue)? is that the quote argument dataType from iqFEED? also are GetPrint() and WorkerPrint() in the iqFEED quote event? and where is the worker_print thread started? i assuming it not started in the iqFEED quote event?

also I don't understand why youre locking the conconcurrentQueue object? doesn't the EventWaitHandle object synchronize your thread?
Edited by d_allen on Jan 28, 2011 at 03:46 PM
Edited by d_allen on Jan 28, 2011 at 03:47 PM


Thanks Helg37! I just just wanted to say thank you for responding to my "thread" no pun intended lol! And I'm most definitely grateful for the code!!! If I have any question or need any clarification I'll ask.

take care and have a good wkEnd Helg37.

-Allen


thanks Helg37,

can you PLEASE show me an example of exactly what you're talking about?

-Allen
Edited by d_allen on Jan 27, 2011 at 07:14 PM


I'm a novice C# developer and I'm using the activeX control which fires the axIQFeedY_QuoteMessage event. I have a couple of method calls which parses the feed then inserts the results into a database but this seems to overwhelm the windows form and consumes too much of my system resources so I wanted to put the axIQFeedY_QutoeMessage event on another thread. I tried to create a thread pass the event to an anonymous delegate:

ThreadStart myThreadStart = delegate() {axIQFeedY_QuoteMessage(object o, AxIQFEEDLib._DIQFeedYEvents_QuoteMessageEvent e);}

Thread myThread = new Thread(myThreadStart);
myThread.Start();

I don't know where or what object to pass to the axIQFeedY_QuoteMessage or how to instantiate the axIQFeedY_QuoteMessage. Can someone please explain/show me what I'm doing wrong and the correct way to go about this.

Thanks!
-Allen
Edited by d_allen on Jan 26, 2011 at 05:57 PM

IQFeed Developer Support » Using feed with database Jan 10, 2011 03:47 PM (Total replies: 2)

Hi,

I'm an entry level developer and with very little experience with DTN...I wanted to know if anyone had has any sample code that they can provide me with showing how you're using the feed in conjunction with a database.

I'm current "trying" to parse the feed and insert the the results in a MySQL database and I'm also querying the database and displaying the results on the front-end via a C# client app that I'm working on but I'm having a lot of trouble with performance, consistency, etc...

Basically I'd just like to look over some code with interaction between the a front-end, DNT and a database.

Thanks,

IQFeed Developer Support » Option Chain retrieval for C# Jan 6, 2011 02:52 PM (Total replies: 3)

not sure if this is of any help but I use the DNTOptionChainLookUp.dll which has methods: GetAllOptionSymbols(), GetCallOptionSymbols, etc...

IQFeed Developer Support » Are there any new C# sample apps? Jan 6, 2011 02:41 PM (Total replies: 0)

I remember browsering of a thread where some guys where asking for sample C# apps. Does DTN currently have newer sample apps other than the ones that are currently provided? If so how do I go about getting them?
Edited by d_allen on Jan 6, 2011 at 02:43 PM

IQFeed Developer Support » Update/Summary Message Format Jan 6, 2011 11:50 AM (Total replies: 3)

Thanks Steve. Hey, how and where do I get a current Listed Market List? Will I have to write a routine and display results via a control? Or can I simply download your IQ Feed Client wich possibly provides the Listed Market Lookup?
Edited by d_allen on Jan 6, 2011 at 11:51 AM

IQFeed Developer Support » Update/Summary Message Format Jan 6, 2011 11:11 AM (Total replies: 3)

Hi,
Can anyone tell me what is Listed Market ID "23"? It's not included in the Listed Market Codes but it appears quite regularly in Update/Summary Message Format.

Thanks,

-Allen
Edited by d_allen on Jan 6, 2011 at 11:13 AM

IQFeed Developer Support » datafeed optimization Nov 26, 2008 12:51 PM (Total replies: 2)

hello my fellow iqFeeders,
i'm a newbie/novice and i was wondering if someone could me give advice on optimizing the IQFeed? i'm currently watching over 500 equity options and simultaneously parsing and saving (sql insert) the messages to a MySQL data base. i'm using the IQFeed activeX control to receive message and the language i'm using is vb.net. if anyone has any solutions, advice, recommendations, etc please share them with me...

thanks
Edited by d_allen on Feb 21, 2010 at 05:05 PM


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