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Viewing User Profile for: Craig
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Joined: Apr 16, 2010 09:35 AM
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Craig has contributed to 208 posts out of 18063 total posts (1.15%) in 2,715 days (0.08 posts per day).

20 Most recent posts:
IQFeed Developer Support » Access to Historical Data. Today @ 06:09 PM (Total replies: 5)

Hi Mark, Thx for the reply.

IQFeed Developer Support » Decoding Timestamps in Update Messages. Today @ 05:59 PM (Total replies: 0)

I've switched to using the timestamps in the feed as opposed to local timestamps.
But I'm now getting out of order times. My algorithm is as follows...

* If the "Message Contents" contains "C" use the last trade time.
* else if the "Message Contents" contains "b" use the bid time.
* else if the "Message Contents" contains "a" use the ask time.

This seems straight forward, but is obviously incorrect.
Could I receive a "Message Contents" with a "C" where the Bid or Ask time is after the trade time?
...or an "Message Contents" with a "b" but the ask time is greater than the bid time?

How should I use the "Message Contents" in general to figure out what timestamp to assign a quote?

IQFeed Developer Support » Access to Historical Data. Sep 6, 2017 05:08 PM (Total replies: 5)

So everything that is *not* premium should be available for historical download.

IQFeed Developer Support » Access to Historical Data. Sep 5, 2017 08:25 PM (Total replies: 5)

I have subscriptions to NYSE & NASDAQ, yet I notice I can get delayed ES futures quotes and download ES historical data. Yet I can't get Forex delayed or historical data. What are the rules for accessing historical data for exchanges to which one doesn't have a subscription?

IQFeed Developer Support » Odd Updates On SCOR Apr 25, 2017 02:39 PM (Total replies: 3)

Cool, thank you.

IQFeed Developer Support » Odd Updates On SCOR Apr 25, 2017 01:59 PM (Total replies: 3)

Some guidance would be appreciated.

IQFeed Developer Support » Odd Updates On SCOR Apr 24, 2017 01:33 PM (Total replies: 3)

I have a field set of: Symbol,Last,Bid,Ask,Most Recent Trade Size,Message Contents,Most Recent Trade Market Center,Bid Size,Ask Size

But I keep getting updates like this...

No bid, ask this a problem or something I should be coding for?

I concur, this would be a good idea.

IQFeed Developer Support » Tick data into OHLCV Apr 4, 2016 01:19 PM (Total replies: 22)


IQFeed Developer Support » Tick data into OHLCV Apr 4, 2016 12:45 PM (Total replies: 22)

'It appears this is related to an issue that occurred back in 2015 during our initial roll-out of microseconds'

Can you please expand on kind of seems like a big deal.
How invalid is the post 2015 interval data?

IQFeed Developer Support » 5.2 Set Protocol. Feb 12, 2016 02:10 AM (Total replies: 2)

Figured it out, brain fade at this end.

IQFeed Developer Support » 5.2 Set Protocol. Feb 11, 2016 12:55 PM (Total replies: 2)

I'm using the new 5.2 client, I notice that when I send it a set protocol message with '5.2', it echos back '5.1'.
Is this expected?

IQFeed Developer Support » New Subscriptions. Jan 4, 2016 04:40 PM (Total replies: 1)

When I start logging out the news messages I'm getting, I'm seeing the 'BEN' stuff as expected, but I also see all sorts of other stuff. e.g. CBW, CIW, CPZ, CPR etc. Are these also free?

Sorry: I meant "News Subscriptions" in the title...
Edited by Craig on Jan 4, 2016 at 04:42 PM

IQFeed Developer Support » CMEMINI Time-Stamps Dec 4, 2015 03:53 PM (Total replies: 5)

Cool, ta.

IQFeed Developer Support » CMEMINI Time-Stamps Dec 4, 2015 11:13 AM (Total replies: 5)

K, thanks, and just to be sure I understand the symbols.
I would send @ES#C (for example), to get back adjusted history.
But watch @ES# in real-time.

IQFeed Developer Support » CMEMINI Time-Stamps Dec 4, 2015 11:00 AM (Total replies: 5)

I'm sure this information is on your site, but I can't seem to find it.
What time zone is the CMEMINI live and backfill data time-stamps in?

IQFeed Developer Support » Best practice question Sep 19, 2015 08:43 PM (Total replies: 2)

I don't know if this helps but I'm using the .NET socket classes in C# and I have roughly the same architecture and it seems to handle 100s of equity symbols just fine. I would start by optimizing the consuming logic (I'm assuming the program is written in some reasonably quick language).

IQFeed Developer Support » IVV Data 2015-Aug-24 Sep 19, 2015 08:08 PM (Total replies: 1)

This day was obviously particularly volatile, but looking at the tick backfill the opening 30 minutes looks completely messed up. Is this data actually correct? Certainly it looks nothing like the bar data.

IQFeed Developer Support » Most Recent Trade Size Sep 16, 2015 01:29 PM (Total replies: 6)

All good today. Thank you.

IQFeed Developer Support » Most Recent Trade Size Sep 15, 2015 01:17 PM (Total replies: 6)

Still happening today.


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