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Viewing User Profile for: AHA
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Joined: Jan 31, 2012 02:26 AM
Last Post: Apr 12, 2016 11:13 AM
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Post Statistics
AHA has contributed to 23 posts out of 19160 total posts (0.12%) in 2,726 days (0.01 posts per day).

20 Most recent posts:
Data and Content Support » Trimmed zero in quotes Apr 12, 2016 11:13 AM (Total replies: 2)

Noticed an internal issue on my side that caused the trimming. Was different before 5.2.

Data and Content Support » Trimmed zero in quotes Apr 9, 2016 04:15 AM (Total replies: 2)

For symbol WINJ16 and INDJ16 do not get ending '0' in quotes e.g. 50500 is distributed as 505.
Applies for 5.2 protocol and this exchange only.

IQFeed Developer Support » 5.2 Timestamp EUREX Jan 15, 2016 02:31 PM (Total replies: 1)

Tested the 5.2 today. Only got microseconds for US market. What about EUREX?

Data and Content Support » EUREX feed corrupt Nov 20, 2015 12:54 PM (Total replies: 5)

Now getting one duplicate. See pic.

Two trades at 11108,5 with volume 2. Can tell it's a duplicate because the timestamp is in mixed order again.

Seems like this happened only once during the whole trading day, but you may want to have a look into it.

Data and Content Support » EUREX feed corrupt Nov 19, 2015 05:49 PM (Total replies: 5)

See attached a snapshot comparision between IB feed and your feed.
Looks like you edit EUREX timestamp-

Have a look at IB feed - 09:02:22 - Trade at 11048 with volume 4.
Your feed trades at 09:02:25

Why can't you just pass through the original EUREX data instead of obviously editing and somehow corrupting the data?

Data and Content Support » EUREX feed corrupt Nov 19, 2015 04:17 PM (Total replies: 5)

Starting today, lasting the whole day got screwed EUREX quotes for all products.

Please check timestamp... applies for bid/ask/last

Mixed timestamp order.

E.g. getting quote timestamps in this order:
1 08:00:11.xxx
2 08:00:15.xxx
3 08:00:12.xxx

Check e.g. symbol XGZ15.

Also a lot of missing quotes and trades too, today the feed was totally unrealiable. Wondering if a) I'm the only customer noticing this b) there is any monitoring on your side to check delivery of screwed quotes.

IQFeed Developer Support » Disconnect - No reconnection for 10 minutes Dec 4, 2014 11:58 AM (Total replies: 0)

IQF disconnected at 11:05 (your time) and althought restarting IQF manually I didn't get a connect for 10 minutes.

Last connect was successful at 11:15.

My internet connection was stable. Please check.

IQFeed Developer Support » frankfurt-denver Nov 13, 2014 03:29 PM (Total replies: 1)

Today I monitored more than 150 disconnects (see file attached. Time is GMT +1).
It started at 6:06 pm (GMT +1) and still disconnects every 30 to 60 seconds.

Please check your Level3-line from frankfurt1.level3.net to denver1.level3.net.
Problem is there, not in the IQF software.

Please contact Level3 to check your line from frankfurt to denver.

Tracing it from frankfurt to denver usually pings < 100ms.

Todays it is > 250ms timing out 1 of 3 pings.

IQFeed Developer Support » Changes in feed after weekend? Sep 12, 2014 02:19 PM (Total replies: 13)

Last invalid timestamp I see was also yesterday.

Could you describe the fix and what caused the bug?

IQFeed Developer Support » Changes in feed after weekend? Sep 10, 2014 01:04 AM (Total replies: 13)

Any news?

Timestamps are still wrong.

IQFeed Developer Support » Changes in feed after weekend? Sep 8, 2014 11:59 AM (Total replies: 13)

Tim, I'm sure that it wasn't happening before and sure that it just started today.

Problem is still current. I did a raw logging of about 20 minutes with XGU14.
There are about 40 wrong timestamps.

Seems the problem applies also to the ask side.

Q,XGU14,9748.00,4,9747.50,9748.50,6,5,99:99:99.,99:99:99.,12:31:55.202,71782,ba

IQFeed Developer Support » Changes in feed after weekend? Sep 8, 2014 02:57 AM (Total replies: 13)

Today I randomly get wrong timestamps in bid quotes for all symbols.
Wrong timestamp is "99:99:99.".

Did you change the feed?

If so, I would appreciate to get the information on any productive changes in upfront for the future.

Thank you.

IQFeed Developer Support » 5.1.1.13 Aug 7, 2014 07:43 AM (Total replies: 2)

Bug in 5.1.1.3

I randomly do receive empty volume in Bid / Ask.

Data and Content Support » Eurex feed Apr 4, 2014 04:08 AM (Total replies: 18)

Now I do get 2-3 times more bid/ask data.

I would appreciate any information about the change.

Could you please describe exactly the difference to the current feed vs. the prior 3/31 one?

Data and Content Support » Disconnect Feb 25, 2014 06:40 AM (Total replies: 1)

Today IQF disconnected at 06:02:36 and reconnected at 06:09:09.

I was connected both to .148 and -156 using two accounts and two different internet connections and locations (running both IQF 5.x and prior.)

3 questions:

1) Why does a disconnect occur on two different farms at the same time?
2) Why does the reconnect take about 7 minutes?
3) Did you register any problems at your site that could confirm the disconnect?

IQFeed Developer Support » Timestamps in 5.0 Mar 20, 2013 04:08 PM (Total replies: 9)

TimeStamp still is wrong.

I do not receive the 1/1000 part of second.

HH:SS:MM:abc where c is always zero. This bug exists since 2/11. On that day the >254 ms bug was fixed.

The missing 1/1000 only applies to EUREX.

IQFeed Developer Support » Timestamps in 5.0 Jan 30, 2013 03:45 PM (Total replies: 9)

Steve, that issue is not occasionally.

As I checked with my other feeds, this problem does apply only to EUREX feed.

Every timestamp (Last, Bid and Ask) is limited from HH:MM:SS.000 to HH:MM:SS.254

I recorded 48000 bid quotes, 16050 quotes are wrong
I recorded 49000 ask quotes, 16800 quotes are wrong
I recorded 32500 last trades, 3600 trades are wrong

Please do check that issue on your site and with your 3rd party providers, as it seems to be a data type bug (using the "byte" data type) .

IQFeed Developer Support » Timestamps in 5.0 Jan 30, 2013 03:04 PM (Total replies: 9)

Does that mean the exchange or 3rd party data provider does send wrong timestamps??

IQFeed Developer Support » Timestamps in 5.0 Jan 30, 2013 02:16 PM (Total replies: 9)

As you confirmed the correct order of the trades - 7806 was traded later than 7805.5.

The timestamp at 7806 is 26 milliseconds earlier than the timestamp at 7805.5.

How could you verify that this is correct?

IQFeed Developer Support » Timestamps in 5.0 Jan 30, 2013 10:49 AM (Total replies: 9)

Q,XGH13,7805.50,1,7805.50,7806.50,16,25,11:31:41.114,11:31:42.044,11:31:42.044,C
Q,XGH13,7805.50,1,7805.50,7806.00,16,5,11:31:42.154,11:31:42.154,11:31:42.044,ba
Q,XGH13,7806.00,4,7805.50,7806.00,16,5,11:31:42.154,11:31:42.154,11:31:42.018,C

Fieldset: Last,Last Size,Bid,Ask,Bid Size,Ask Size,Ask TimeMS,Bid TimeMS,Extended Trade TimeMS,Message Contents
(I'm using Level 1 via TCP/IP)

Question 1: Why is the timestamp in row 1 (11:31:42.044) older than in row 3 (11:31:42.018)
although trade in row 3 occured after trade in row 1?

Question 2: I would like to use field Last TimeMS, but it's always empty. Which field is the replacement for Last Trade Time?

The wrong timestamp applies also to bid and ask quote.


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