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Viewing User Profile for: Zeruel
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Joined: Feb 22, 2012 04:23 PM
Last Post: Dec 21, 2020 06:31 PM
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Post Statistics
Zeruel has contributed to 29 posts out of 20682 total posts (0.14%) in 3,869 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Too many simultaneous history requests Dec 21, 2020 06:31 PM (Total replies: 13)

I'm currently using IQ Feed version 6.1.0.20 and pulling historical data via the API. At the end of each day I request the latest daily, weekly and monthly historical price data. My software automatically figures out what the last date of data I have for each symbol and then requests the delta from DTN. This code has been working for a number of years (over 9 years now) but as of today I started getting thousands of "Too many simultaneous history requests".

Normally I throttle my requests to a maximum of 8 simultaneous threads / requests but going anything over 1 is failing now. I can't even get 2 simultaneous requests without getting bombarded with "Too many simultaneous history requests" rejections from the API.

Is there a change to the way simultaneous historical requests work? Thanks!


Thanks Curtis.


Greetings,

The historical price data for PLUS doesn't appear to have been properly back-adjusted from a stock split on 5/22/2013.

Data and Content Support » Corrupt data: ASB - Associated Banc-Corp Jul 22, 2015 12:13 PM (Total replies: 3)

Thanks Stephen.

Data and Content Support » Corrupt data: ASB - Associated Banc-Corp Jul 21, 2015 04:25 PM (Total replies: 3)

Stock symbol ASB (Associated Banc-Corp) appears to have corrupted historical data. Daily, monthly and weekly data are all impacted.

It looks like a split in 2010 wasn't properly back adjusted and then in the 1997 to 2005 timeframe the price data is completely out of whack.

There may be other anomalies but these two are very easy to spot.

Data and Content Support » @FVZ14 Bad Daily Bar on 7/7/2014 Sep 15, 2014 12:22 PM (Total replies: 3)

Thanks for correcting this.

I just wanted to follow up to say that @PXZ14 has the same issue on the same date.

Data and Content Support » @FVZ14 Bad Daily Bar on 7/7/2014 Sep 3, 2014 02:44 PM (Total replies: 3)

@FVZ14 appears to have an incorrect Low price for it's daily bar on 7/7/2014. It's coming through as 0.0 instead of the correct low price for the day.

Data and Content Support » +GCK14 and +PLK14 no daily bars Feb 15, 2014 01:21 PM (Total replies: 1)

+GCK14 and +PLK14 are being reported as valid / active from the futures chain messaging however I'm only getting weekly and monthly bars for these two. There are no daily bars coming through for either of these symbols.

Any assistance would be appreciated. Thanks!

Data and Content Support » Stock 'STRZA' limited data Apr 25, 2013 09:25 PM (Total replies: 3)

Thank you. This is much better.

Data and Content Support » Stock 'STRZA' limited data Apr 24, 2013 05:43 PM (Total replies: 3)

Good afternoon,
I recently encountered an issue where STRZA doesn't appear to be providing the full range of historical data for any bar type (daily, weekly or monthly). The earliest available data from the iqfeed is only back to January 2013 (while I'm expecting data to at least 2008 or earlier).

Is there any way to get this additional historical data from the feed?

Thanks.

Data and Content Support » Invalid bar for +BOK13 Feb 27, 2013 07:44 PM (Total replies: 4)

These look good now. Thank you.

Data and Content Support » Invalid bar for +BOK13 Feb 25, 2013 01:54 PM (Total replies: 4)

In addition to +BOK13 several other Soybean Oil contracts have 1 or more bad bars:

+BON13
+BOQ13
+BOU13
+BOZ13

Data and Content Support » Invalid bar for +BOK13 Feb 25, 2013 01:44 PM (Total replies: 4)

+BOK13 (Soybean Oil) has a bad bar on 8/16/2012. The High price is 0.00.

Data and Content Support » NC, TYC bad data October 2012 Nov 9, 2012 11:44 AM (Total replies: 4)

Thanks Todd.

Data and Content Support » NC, TYC bad data October 2012 Nov 2, 2012 05:56 PM (Total replies: 4)

NC and TYC both appear to have bad data starting October 1, 2012. It looks like this could be because of recent splits that were not properly back adjusted however I have not been able to verify that the LastSplitDates for these symbols are incorrect.

Any assistance would be appreciated.
Edited by Zeruel on Nov 2, 2012 at 06:01 PM


The price bars for SAND when looking up historical data (daily, weekly and monthly) are completely wrong for all dates prior to 5/9/2012.

Data and Content Support » Oats December 2012 (+OZ12) Bad Bar 9/7/2012 Sep 11, 2012 06:24 PM (Total replies: 2)

Oats (+OZ12) has a bad High price for 9/7/2012.

Data and Content Support » DHI (DR Horton) bad bar 4/28/2010 Jun 29, 2012 07:52 PM (Total replies: 2)

The High for DHI on 4/28/2010 is 50.80 while other sources have it at 13.90. This also affects the weekly and monthly bars for that period.

Data and Content Support » Pre-2005 Historical Daily Futures Data May 30, 2012 04:13 PM (Total replies: 4)

Thanks Todd.

Data and Content Support » Pre-2005 Historical Daily Futures Data May 30, 2012 11:43 AM (Total replies: 4)

It has come to my attention that we've been unable to get historical daily price data prior to 2005 for various Futures contracts. The symbols and specific years that are affected seems somewhat random. In cases where we make a request and the feed responds with "Symbol Not Found" we keep a record of it; none of these symbols have been reported as "not found" and they all return monthly and weekly bars but not daily bars.

I've attached a file with symbols we're having an issue with. This was pointed out to me when a user attempted to look at daily data for Crude Oil 2004 (specifically +CLZ04) which should be valid.

Any assistance in either clarifying the range of available historical data (my understanding was that there was 15 years of historical daily/weekly/monthly price data) or helping to resolve why we're not getting the daily data or these symbols would be greatly appreciated.


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