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||Jan 31, 2011 11:10 PM
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software9Trader has contributed to 7 posts out of 18566 total posts
(0.04%) in 2,727 days (0.00 posts per day).
20 Most recent posts:
I have found my problem. Please disregard this question I posted.
I update to the newest iqfeed and I am now getting the message:
after 4pm, we have disconnected from IQfeed data server.
My program worked fine in the past. It uses both historical and real-time IQfeed data.
I have added some more info to this support question.
Here is the raw NYSE volume (VINT.Z) data record received for Feb 4th at 10:00 AM EST:
Here is the defined format for the data record from the DTN docs:
Result Format for HIX, HID, and HIT requests:
Field Format Notes
Time Stamp CCYY-MM-DD HH:MM:SS Example: 2008-09-01 16:00:01
High Decimal Example: 146.2587
Low Decimal Example: 145.2587
Open Decimal Example: 146.2587
Close Decimal Example: 145.2587
Total Volume Integer Example: 1285001
Period Volume Integer Example: 1285
As can be seen, the High field has the same value as the Close field, and the Low field has the same value as the Open field.
I compared these values to the data returned by Tradestation (i.e. 10AM EST on Feb 4, 2011). The value I got from Tradestation is: 149250 (they use $TVOL symbol for NYSE total volume).
Their numbers are significantly different.
So what is going on here with DTN values for NYSE total volume? If it is my problem, please point out what I am doing wrong.
I have questions regarding the VINT.Z NYSE total volume market stat:
What are the units used? is it 1000's , 1,000,000's or what? Is in the docs?
Also, when I get historical data on this for 30 minute intervals, I get an "open" value for 10:00 AM EST,
which I assume is the open at 9:30AM for the 9:30 to 10AM EST interval. But the NYSE opens at 9:30AM, so I expect the open to be equal to zero. It sure ain't zero, it's a pretty large number.
What goofy thing have I done?
Thanks for your help.
Thank you very much for the quick response and solving my error! I would have said thanks sooner but my internet provider had problems and I had no internet for the morning.
HTT is doing just fine.
I must be doing something wrong. Please point out the error of my ways.
I have sent the following HTT Tick data request for ES continuous contract:
"HTT,@ES#,20110127 090000,20110127 095959,0,090000 160000,1,@ES#,\r\n"
but I receive a response of "no data available": "E,!NO_DATA!,\r\n!ENDMSG!,\r\n”
However, if I use another type of message, e.g. HTD command for the same @ES# contract, I receive tick data.
How do I correct this?
Thanks in advance,