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Viewing User Profile for: rcardare
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Joined: Jun 8, 2011 09:40 PM
Last Post: Nov 5, 2015 03:00 PM
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rcardare has contributed to 5 posts out of 21185 total posts (0.02%) in 4,706 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Invalid Symbol Nov 5, 2015 03:00 PM (Total replies: 1)

I am trying to load in historic ticks and started getting errors about invalid symbol.

HTT,@ESZ15,20150514 084259,20150514 084400,,,,1,$LT481,

This was working at some point and not sure what I am doing wrong.

Thanks, Rick

IQFeed Developer Support » Duplicate tick Id Nov 4, 2015 10:32 PM (Total replies: 2)

I read that but somehow missed that. Thank you.

IQFeed Developer Support » Duplicate tick Id Nov 4, 2015 07:03 PM (Total replies: 2)

I am trying to look up historic tick data and curious about duplicate tick id's. What causes this?

HTT,@ESZ15,20151103 205959,20151103 210100,,,,1,$LT39,
$LT39,2015-11-03 21:00:01.032,2106.25,1,15314,2106.25,2106.50,7105687,C,43,01,
$LT39,2015-11-03 21:00:01.099,2106.25,3,15317,2106.25,2106.50,7105693,C,43,01,
$LT39,2015-11-03 21:00:01.099,2106.25,1,15318,2106.25,2106.50,7105693,C,43,01,


Thanks, Rick

Data and Content Support » Time and Sales - Trade Ordering Jun 9, 2011 05:53 PM (Total replies: 2)

Thank you for your verification.

Data and Content Support » Time and Sales - Trade Ordering Jun 8, 2011 10:04 PM (Total replies: 2)

I noticed that when trades come in at high frequencies the sales are reversed. For example I would see 2,87,1,1,3 in TOS and IQ feed would show 3,1,1,87,2. This only happens when a lot of fills take place at one given moment. I am using Ninja Trader to connect to both the IB and IQ feeds and base-lining against TOS. How can I verify which is correct? I don't notice this in the IB feed either. I attached an example and I have version 4.7.2.0 dated in 2010.
Edited by rcardare on Jun 8, 2011 at 10:11 PM


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