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Viewing User Profile for: mvvcorp
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Joined: Apr 7, 2010 03:08 PM
Last Post: May 17, 2020 08:40 AM
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Post Statistics
mvvcorp has contributed to 24 posts out of 20682 total posts (0.12%) in 4,555 days (0.01 posts per day).

20 Most recent posts:
IQFeed Datafeed Wish List » Please, add delayed OPRA quotes subscription May 17, 2020 08:40 AM (Total replies: 1)

Please, add delayed OPRA quotes subscription (same as CBOE Indexes Delayed for $2.00, COMEX Delayed for $1.00, NYMEX Delayed ... etc). I do not need real time options, but $50 ($7 OPRA fee +$50 IQFEED RT Options) is too much.
Thank you


Issue: No access to delayed and historical stock options data
Description: I don't have subscription on real-time OPRA options (no need for real-time). I used to use delayed quotes and historical options data rarely. But as of yesterday something goes wrong. No data. No access.

Data and Content Support » TRMYQ - 1 min vs tick data Nov 24, 2014 04:23 AM (Total replies: 2)

More confusing data:
Ticker: OHTR
1 minutes history - no(invalid symbol)
daily history - yes
tick history - yes (but not matching with daily data at all!)

Yes, these are extremely illiquid stocks with a few trades... but it probably shows data integrity problem.

Data and Content Support » TRMYQ - 1 min vs tick data Nov 24, 2014 03:39 AM (Total replies: 2)

I checked TRMYQ historical data.
There is no 1 min. historical data (invalid symbol) for TRMYQ , but tick data is ok!

Data and Content Support » a lot of duplicate tickIds for @TFS# Oct 27, 2012 06:02 PM (Total replies: 25)

thx!

Data and Content Support » a lot of duplicate tickIds for @TFS# Oct 22, 2012 09:57 PM (Total replies: 25)

Well, and finally what should I do in this case? :

@CTZ12_0:
14.08.2012,211325,72.91,1,233,72.84,72.91,215704,0,0,C,
14.08.2012,211347,72.92,1,234,72.84,72.92,215718,0,0,C,
14.08.2012,211408,72.86,1,235,72.86,72.94,215737,0,0,C,
14.08.2012,211630,72.84,1,236,72.84,72.89,215821,0,0,C,
14.08.2012,210000,73.15,1,236,72.75,72.84,215922,0,0,C, <--------------!!!
14.08.2012,212115,72.78,1,237,72.78,72.84,216104,0,0,C,
14.08.2012,212156,72.77,1,238,72.77,72.82,216140,0,0,C,
14.08.2012,212241,72.82,1,239,72.78,72.82,216159,0,0,C,
14.08.2012,212247,72.84,6,245,72.82,72.84,216168,0,0,C,
14.08.2012,212254,72.84,8,253,72.82,72.84,216172,0,0,C,

Yes, we have ordered IDs but obviously there is wrong ID for the line starting with "14.08.2012,210000..."!
Apparently this line should be moved to another place (much more earlier).

one more case:
@ESZ12:
08.10.2012,104715,1451.00,1,461593,1450.75,1451.00,1817180,0,0,C,
08.10.2012,104715,1451.00,3,461596,1450.75,1451.00,1817181,0,0,C,
08.10.2012,104715,1451.00,3,461599,1450.75,1451.00,1817182,0,0,C,
08.10.2012,104716,1451.00,3,461602,1450.75,1451.00,1817183,0,0,C,<----------- ???
08.10.2012,104715,1451.00,2,461604,1450.75,1451.00,1817184,0,0,C,
08.10.2012,104715,1451.00,1,461605,1450.75,1451.00,1817185,0,0,C,
08.10.2012,104715,1451.00,2,461607,1450.75,1451.00,1817186,0,0,C,
08.10.2012,104715,1451.00,1,461605,1450.75,1451.00,1817185,0,0,C,


M.NI3=LX:
03.04.2012,080346,18379.00,1,1416,18362.00,18382.00,42747,0,0,C,
03.04.2012,080346,18379.00,2,1418,18362.00,18382.00,42750,0,0,C,
03.04.2012,080346,18379.00,2,1420,18362.00,18382.00,42755,0,0,C,
03.04.2012,090414,18375.00,0,1420,18364.00,18379.00,42807,0,0,C,<----------- ???
03.04.2012,080420,18379.00,1,1421,18363.00,18381.00,42815,0,0,C,
03.04.2012,080420,18380.00,1,1422,18363.00,18381.00,42816,0,0,C,
03.04.2012,080439,18381.00,1,1424,18362.00,18390.00,42883,0,0,C,
03.04.2012,080439,18382.00,3,1427,18362.00,18390.00,42884,0,0,C,
03.04.2012,080456,18390.00,2,1429,18370.00,18390.00,42896,0,0,C,
03.04.2012,090457,18380.00,0,1429,18371.00,18380.00,42901,0,0,C,<----------- ???
03.04.2012,080531,18387.00,1,1430,18377.00,18390.00,42970,0,0,C,
03.04.2012,080551,18367.00,1,1432,18367.00,18390.00,42987,0,0,C,
03.04.2012,080951,18387.00,1,1433,18381.00,18394.00,43036,0,0,C,
03.04.2012,081000,18392.00,1,1434,18371.00,18394.00,43043,0,0,C,

MTV12:
17.09.2012,103007,3552.00,4,54306,3552.00,3552.50,491456,0,0,C,
17.09.2012,103010,3552.50,1,54307,3552.00,3553.00,491902,0,0,C,
17.09.2012,103010,3552.50,1,54304,3552.00,3553.00,491903,0,0,C,
17.09.2012,103033,3552.50,1,52531,3552.00,3553.00,492427,0,0,C,
17.09.2012,103033,3552.00,4,52535,3552.00,3553.00,492428,0,0,C,
17.09.2012,103106,3552.00,1,52536,3551.50,3552.50,493270,0,0,C, <-----------
17.09.2012,103053,3546.50,1773,54309,3552.00,3552.50,493291,0,0,C,<-----------
17.09.2012,103145,3553.00,5,50768,3553.00,3553.50,494112,0,0,C,
17.09.2012,103145,3553.00,5,50773,3552.50,3553.00,494114,0,0,C,
17.09.2012,103149,3552.00,1,50774,3551.00,3552.50,494449,0,0,C,
17.09.2012,103149,3552.00,1,50770,3552.00,3552.50,494451,0,0,C,
17.09.2012,103158,3552.00,1,50771,3551.50,3552.50,495049,0,0,C,
17.09.2012,103158,3552.00,1,50771,3552.00,3552.50,495051,0,0,C,
17.09.2012,103202,3552.50,1,50772,3552.00,3553.00,495169,0,0,C,


QCLJ12:
13.02.2012,140110,100.73,1,74293,100.73,100.75,1333152,0,0,C,
13.02.2012,140110,100.73,1,74294,100.71,100.73,1333261,0,0,C,
13.02.2012,140110,100.73,1,74295,100.71,100.73,1333275,0,0,C,
13.02.2012,140111,100.73,1,74296,100.77,100.79,1333374,0,0,C,
13.02.2012,140110,100.73,1,74297,100.77,100.79,1333394,0,0,C,
13.02.2012,140006,100.77,1,74296,100.78,100.80,1333706,0,0,C,<----------???
13.02.2012,140014,100.77,1,74233,100.76,100.77,1333856,0,0,C,
13.02.2012,140025,100.76,1,74234,100.74,100.76,1334045,0,0,C,
13.02.2012,140110,100.73,1,74235,100.74,100.77,1334085,0,0,C,
13.02.2012,140111,100.73,1,74296,100.76,100.78,1334177,0,0,C,
Edited by mvvcorp on Oct 23, 2012 at 08:34 AM

Data and Content Support » a lot of duplicate tickIds for @TFS# Oct 22, 2012 08:11 PM (Total replies: 25)

@DXZ12:
26.09.2012,082229,80.000,1,4740,79.995,80.000,7592703,0,0,C,
26.09.2012,082229,80.000,1,4741,79.995,80.005,7656031,0,0,C,
26.09.2012,082230,80.000,2,4743,80.000,80.005,7668917,0,0,C,
26.09.2012,082243,80.005,3,4746,80.000,80.005,7585461,0,0,C,
26.09.2012,082243,80.005,1,4747,80.000,80.005,7666640,0,0,C,
26.09.2012,082243,80.005,2,4749,80.000,80.005,7668825,0,0,C,
26.09.2012,082243,80.005,2,4751,80.000,80.005,7669010,0,0,C,
26.09.2012,082243,80.005,1,4752,80.000,80.010,7669012,0,0,C,
26.09.2012,082243,80.010,1,4753,80.000,80.010,7233582,0,0,C,
26.09.2012,082243,80.010,1,4754,80.005,80.010,7665989,0,0,C,
26.09.2012,082243,80.010,1,4755,80.005,80.010,7670630,0,0,C,
26.09.2012,082243,80.015,1,4756,80.005,80.015,7500844,0,0,C,
26.09.2012,082243,80.015,1,4757,80.005,80.015,7579144,0,0,C,
26.09.2012,082243,80.015,2,4759,80.005,80.015,7584981,0,0,C,
26.09.2012,082243,80.015,2,4761,80.005,80.015,7585802,0,0,C,
26.09.2012,082243,80.015,3,4764,80.005,80.015,7606130,0,0,C,
26.09.2012,082243,80.015,1,4765,80.005,80.015,7631035,0,0,C,
26.09.2012,082243,80.015,1,4766,80.005,80.015,7666282,0,0,C,
26.09.2012,082243,80.015,1,4767,80.005,80.015,7666307,0,0,C,
26.09.2012,082243,80.015,2,4769,80.005,80.015,7670678,0,0,C,
26.09.2012,082243,80.015,2,4771,80.005,80.015,7670679,0,0,C,
26.09.2012,082243,80.015,2,4773,80.005,80.015,7670692,0,0,C,
26.09.2012,082243,80.015,3,4776,80.005,80.020,7670693,0,0,C,
26.09.2012,082243,80.020,1,4777,80.005,80.020,7579151,0,0,C,
26.09.2012,082243,80.020,2,4779,80.005,80.020,7585779,0,0,C,
26.09.2012,082243,80.020,2,4781,80.005,80.020,7606150,0,0,C,
26.09.2012,082243,80.020,3,4784,80.005,80.020,7624726,0,0,C,
26.09.2012,082243,80.020,1,4785,80.005,80.020,7666409,0,0,C,
26.09.2012,082243,80.020,1,4786,80.005,80.020,7668682,0,0,C,
26.09.2012,082243,80.020,19,4805,80.005,80.025,7670690,0,0,C,
26.09.2012,082243,80.010,1,4806,80.005,80.020,7670720,0,0,C,

Data and Content Support » a lot of duplicate tickIds for @TFS# Oct 22, 2012 11:51 AM (Total replies: 25)

Thx

Next question:
I found multiple unordered ID's. Should I sort lines by ID or not ?

EPIX12 (raw data):
19.10.2012,161219,983.50,1,57462,982.75,983.50,12622342,0,0,C,
19.10.2012,161219,983.50,1,57463,982.75,983.50,12622585,0,0,C,
19.10.2012,161219,983.50,1,57464,982.75,983.50,12622587,0,0,C,
19.10.2012,161219,983.50,1,57465,983.50,983.75,12622584,0,0,C,
19.10.2012,161219,983.50,1,57466,983.50,983.75,12622600,0,0,C,

OR


EBK13 (raw data):
19.10.2012,115656,108.50,1,6332,108.50,108.53,17846918,0,0,C,/
19.10.2012,115656,108.50,1,6333,108.50,108.53,17890254,0,0,C,\ --- --------------- should be here
19.10.2012,115656,108.50,3,6336,108.50,108.53,17890261,0,0,C, |
19.10.2012,115656,108.50,4,6340,108.50,108.53,17890267,0,0,C, |
19.10.2012,115656,108.50,1,6341,108.50,108.53,17890273,0,0,C, |
19.10.2012,115656,108.50,2,6343,108.50,108.53,17890279,0,0,C, |
19.10.2012,115656,108.50,3,6346,108.50,108.53,17890285,0,0,C, |
19.10.2012,115656,108.50,1,6347,108.50,108.53,17847488,0,0,C, -> unordered ID
19.10.2012,115701,108.41,1,6348,108.37,108.41,17899340,0,0,C,
19.10.2012,115710,108.40,1,6349,108.38,108.40,17903487,0,0,C,

But if I sort lines by ID, I'll get unordered cumulative volume...

So more important question:
What is of greater priority: native line number OR tick ID OR cumulative volume? What should I do if they have conflict with each other?

thx

Edited by mvvcorp on Oct 22, 2012 at 12:20 PM

Data and Content Support » a lot of duplicate tickIds for @TFS# Oct 19, 2012 12:41 AM (Total replies: 25)

The same problem @CCZ12:
20.08.2012,040000,2442,1,1,0,0,714949,0,0,C,
20.08.2012,040000,2442,1,2,0,0,714949,0,0,C,
20.08.2012,040000,2442,1,3,0,0,714949,0,0,C,
20.08.2012,040000,2442,1,4,0,0,714949,0,0,C,
20.08.2012,040000,2442,1,5,0,0,714949,0,0,C

Is it bunch of numerous duplicates? should I delete\ignore them except first one?

14.09.2012,134904,2637,3,10127,2636,2639,6570900,0,0,C,
14.09.2012,134904,2636,2,10129,2636,2639,6570900,0,0,C,
14.09.2012,134904,2636,1,10130,2636,2639,6570900,0,0,C, <------------
14.09.2012,134904,2636,1,10131,2636,2639,6570900,0,0,C, <------------
14.09.2012,134904,2636,1,10132,2636,2639,6570900,0,0,C, <------------

Edited by mvvcorp on Oct 19, 2012 at 12:51 AM

Data and Content Support » "Unstable" historical tick data Sep 25, 2012 05:19 AM (Total replies: 12)

I found millions and millions discrepancies in the "theoretically" same data (mostly in bidask and cum.volume), which I've got with the 1-2 weeks pause between two downloads.
What is that?

Data and Content Support » "Unstable" historical tick data Sep 25, 2012 05:10 AM (Total replies: 12)



Data and Content Support » "Unstable" historical tick data Sep 25, 2012 05:02 AM (Total replies: 12)

I'm still having the same problem (right part of the line is almost pure output from iqconnect socket; downloaded at different times, hard to say precisely dates):



IQFeed Datafeed Wish List » Matlab Apr 22, 2012 04:01 AM (Total replies: 11)

Wow!
waiting with bated breath

Data and Content Support » "Unstable" historical tick data Apr 17, 2012 01:46 AM (Total replies: 12)

---->If I'm understanding you correctly, you are saying that you are making two requests for the most recent trade on a symbol and comparing the results.
--->And when doing so, you are getting differing results for the bid/ask prices?

I've made multiple historical requests (at least two) appending my historical tick data files with identical parameters (the same ticker, the same period) at different time (let it be one month ago, end two months ago - sorry, but I have not logs to say precisely) into two different csv files.

It was my mistake (duplicates files), but it allowed me to compare theoretically identical files then.
It should be identical, but not.

Data was "as is" (only date field changed, others field - unchanged! without rounding -> raw text data from socket). I used my command line utility (simple HIT request as I remember), developed 3-4 years ago when I had subscription to IQFeed developer section.
So I compared historical data then.
Let me show another example.
I compared two historical tick files (WinMerge), downloaded at different times for the same ticker (AAN) and period:

There are thousands and thousands of such cases
And I'm sure it's not a client software problem...
Thx

Edited by mvvcorp on Apr 17, 2012 at 01:54 AM

Data and Content Support » "Unstable" historical tick data Apr 15, 2012 01:17 PM (Total replies: 12)

27-03-2012 I've downloaded some history tick data.
Recently I re-downloded history for the same tickers and found multiple discrepancies:

It seems like historical (!!) bid-ask prices are changing continuously for last hist. record (until new last trade appeared).
Could you fix this problem?

Data and Content Support » Copper - Historical Data missing Apr 1, 2012 03:43 PM (Total replies: 15)

Please, tell us when the problem will be solved.

Data and Content Support » Last candle (OHLC record) in a history Mar 26, 2012 10:08 AM (Total replies: 1)

Do IQFeed provide correct (fully formed) last record in OHLC history (1 min , 5 min ...) during trading sessions even for non-delayed instruments?
Should I except that last High Low and Close fields will not changed a few moments later, if I re-download recent history again?
Thanks


Thank you
Please, let us know when the process will be over.


LG# "lost" ALL(!) liquidity between 28-feb-2011, 28-mar-2011 !
And another 4-5 months in 2010.
It looks like LG# have the same problem - wrong rolling dates.

PS Why is it so hard to keep accurate rolling dates for continuous contracts?


Possible wrong continuous contracts LL# and IE#.

I've downloaded tick history (4 months) for LL# (continuous ) and LLU11 (single).
LL# ~ 2 Mb (ASCII file)
LLU11~ 20 Mb (ASCII file)
difference - 10 times!
It means that continuous contract have less liquidity than single contract (at 10 times!).
Obviously something wrong with continuous contract LL# (as it was for QGC#)
The same is for IE#


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