amethyste has contributed to 15 posts out of 21185 total posts
(0.07%) in 5,288 days (0.00 posts per day).
20 Most recent posts:
Hi,
how to join the history (bar request) and realtime (tick by tick)?
the only solution I found is to use the total volume.
thanks
Hi,
I developp with DTN a personnal scanner, but I can't find a function in COM or TCP to get a snapshot for a lot of symbol as Interactive Broker.
I need ask/bid/last/volume for a lot of symbol (stock/option) and I can't use a watch/unwatch request symbol by symbol. This method is very slow !
Do you have a method to do a snapshot?
thanks
Thanks StarGrazer
Yes but options are a derivate, so the option price can move fast without trade. If I want create and backtest strategies, how do if I receive no data ?
I search bar datas with the quotes and not with the trade.
The tick data use the trades and not the quotes, I can't get the price of the options if it's not traded.
If I want get the Minute-bar of the options symbol on the quotes, it's possible ?
Actually I construct all symbol name and I send request for each option symbol. But this method is slow, they are another method ?
thanks
m_historyLookup.ReqHistoryTickTimeframe("MSFT", "20100614 113000", "20100614 113015", (uint)10000, "", "", (byte)0, "MSFT", 500);
Return the trade or the quote ?
I want the ticks quotes.
OK, I begin to develop with TCP/IP
Where is the Doc ? It's only for developer member ?
HI,
What is the best solution for a .NET (c#) developper with IqFeed : TCP/IP or COM ?
What is the most Stable ? With new revision of IQFeed, TCP/IP protocol change or not ? And with COM ? All TCP/IP functions are présent in COM api ?
thanks
Thank you
Hello,
I have some questions on an application history:
My code:
m_historyLookup.ReqHistoryIntervalTimeframe ( "GOOG", (uint) 600, "20100301 09:30:00", "20100301 16:00:00", (uint) 1000, "", "", (byte) 0, "GOOG" , 10);
the result: begin GOOG ,2010-03-01 16:10:00,533.1000,532.6400,532.9500,532.7000,2224138,75564, GOOG ,2010-03-01 16:00:00,533.2900,531.8700,531.9500,532.6400,2129201,143750, GOOG ,2010-03-01 15:50:00,532.5300,531.5200,532.1500,532.0900,1985451,61588, GOOG ,2010-03-01 15:40:00,532.6400,531.5700,531.9400,532.1300,1923863,82845, ... ... GOOG ,2010-03-01 09:50:00,529.8700,528.2540,528.7600,528.2615,193303,82341, GOOG ,2010-03-01 09:40:00,531.0000,528.8500,529.2400,529.0015,110962,93127, GOOG ,2010-03-01 09:30:00,530.2100,529.6100,529.9400,530.1600,4089,1400, GOOG ,2010-03-01 09:10:00,529.6000,529.4000,529.4000,529.6000,2689,795, GOOG,! ENDMSG!, end
1 - in the result, time is the beginning or end of the bar? 2 - why there is a bar at 9:10 and a bar at 16:40 then I ask 9h30 and 16h00? 3 - the order of return is High, Low, Open, Close?
Thank you
Thanks
Hello,
From when the new syntax options will be available to the API?
MQF1017D15 -> MSFT1017D15
Thank you
Hello, I am registered on the flow stock / options. What must be done to consult the documentation for developer? there are a lot of things for C #?
Thank you
Hi,
I'm new with iqfeed. I want receive historical for MSFT in order to test the API. When I get realtime data it's OK but with historical data not.
The error message is "unable to connect to Day history socket"
Thanks
using System; using System.Collections.Generic; using System.Linq; using System.Text; using System.IO;
using DTNHISTORYLOOKUPLib; using DTNIQFeedCOMLib; using DTNNEWSLOOKUPLib; using DTNOPTIONCHAINLOOKUPLib; using DTNSYMBOLLOOKUPLib;
using IQ_APILib;
namespace MetaFinance { class Program { private object OnAbortedLoad;
static void Main(string[] args) { Program p = new Program(); Console.ReadLine(); }
Program() { Console.WriteLine("start");
HistoryLookup m_historyLookup = new HistoryLookup(); m_historyLookup.DayCompleted += new _IHistoryLookupEvents_DayCompletedEventHandler(m_historyLookup_DayCompleted); m_historyLookup.AbortedLoad += new _IHistoryLookupEvents_AbortedLoadEventHandler(m_historyLookup_AbortedLoad); m_historyLookup.RequestDayHistory("MSFT", 2);
//LevelOne oLevelOne = new LevelOne(); //oLevelOne.Fire_OnUpdateMsg += new _ILevelOneEvents_Fire_OnUpdateMsgEventHandler(oLevelOne_Fire_OnUpdateMsg); //oLevelOne.ReqWatch("MSFT"); //oLevelOne.ReqWatch("GOOG"); //oLevelOne.ReqWatch("AAPL"); }
void m_historyLookup_AbortedLoad(string bsReason) { Console.WriteLine(bsReason); }
private void m_historyLookup_DayCompleted(int noDays_, object objTime_, object objOpen_, object objClose_, object objHigh_, object objLow_, object objVolume_) { Console.WriteLine("Historical"); }
void oLevelOne_Fire_OnUpdateMsg(ref string pbstrUpdateMessages) { Console.WriteLine("RealTime"); }
} }
|