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rm has contributed to 7 posts out of 21191 total posts
(0.03%) in 3,858 days (0.00 posts per day).
20 Most recent posts:
IQFeed API Questions »
Real Time Options Data... Mar 9, 2021 08:41 AM
(Total replies: 5)
OK this issue is now confirmed as resolved - was able to receive ticks for options on multiple different options symbols with no issues. One thing I did do differently between yesterday and today is restart my IQFeed client. Just a guess, but because I enabled options on my account and had not restarted the IQFeed app after that could have been what was causing the issue for me. Thanks to Gary Stephen for responding so quickly, it makes all the difference for us Dev guys. For those who might be perusing this forum wondering whether IQFeed is a worthwhile service provider, I have been using IQFeed since 2011 (used eSignal before that) and have only ever needed to access support twice during that time for help.
IQFeed API Questions »
Real Time Options Data... Mar 9, 2021 07:40 AM
(Total replies: 5)
Quick update... Tried the Level1Socket sample application again this morning and I *do* seem to be able to add the options symbols and receive the correct message in response as well as confirm that a watch shows for the options symbol (see log below from sample app), although the market is not open yet so I cannot see ticks coming through. Not sure what has changed though as I am using IQFeed provided unmodified sample code. I will update here once I can confirm that I can receive ticks when the market is open. S,WATCHES,SPY2110C385 S,REQUEST WATCHES Request Sent Successfully: T,20210309 08:19:29 T,20210309 08:19:28 T,20210309 08:19:27 T,20210309 08:19:26 T,20210309 08:19:25 T,20210309 08:19:24 T,20210309 08:19:23 T,20210309 08:19:22 T,20210309 08:19:21 T,20210309 08:19:20 T,20210309 08:19:19 T,20210309 08:19:18 T,20210309 08:19:17 T,20210309 08:19:16 T,20210309 08:19:15 P,SPY2110C385,1.75,1,16:14:58.749833,18,0,1.72,20,1.76,20,,,,1.75,Cbacv,20, F,SPY2110C385,E,,,12.66,0.57,,,,,,,,,,,,SPY MAR 2021 C 385.00,,,,,,,,,,,,12,2,,,2,14,02/16/2021,03/05/2021,,,,,,03/10/2021,385.000,,,100.00,0,,,,,,,,,2, wSPY2110C385 Request Sent Successfully: T,20210309 08:19:14 T,20210309 08:19:13
IQFeed API Questions »
Real Time Options Data... Mar 9, 2021 07:02 AM
(Total replies: 5)
Hi Gary, Thanks for your quick and detailed response. Copying the contents of my email response to you here so others might benefit as well... Your explanation clarifies how live and historical symbols are not different, so that rules out having to use a different name. Some more notes / context: - I am using either the display app included with the IQFeed client or IQFeed provided samples to confirm functionality (specifically the Level1Socket C# example). I also used the IQFeed Charts app to confirm display of historical minute data for the symbol in question successfully, and also the IQFeed Watchlist display app to try and 'watch' the option to see that continuous quote/tick updates were working (not successful - I enter the symbol and no data shows for it, but entering just a plain equity symbol works fine). - I had already checked the Total Used used symbols from the Feed Stats and was at 169 (max. 500 for my subscription) so I do not think it's an issue. - It was within market hours: I was following SPY2108C385 during the day today and was able to continually re-retrieve historical minute data with updated intraday prices throughout the day starting at about 10 AM; I just could not get any real time ticks. I also used both SPY2112C385 and SPY2112C385 (Wed. and Fri. expiry) with the same issue/results (I confirmed these symbol names using the IQFeed options chain lookup Display App). - When I watched the symbol I did *not* get a Fundamental (F) and Update (Q) message (the way I do when watching a stock symbol), but I was able to confirm that "wSPY2108C385" was sent. Below is the text logging output from the IQFeed provided Level1Socket C# sample (newest entry is at the top). The log reflects the following actions: 1) Started the sample app and click the Connect button 2) Set a Watch on the symbol DD to see that 'wDD' is sent and confirmation messages appear; this confirms that the connection / subscription are generally working for other (stock) symbols 3) Use Get All Watches to see that the system has a watch for 'DD' symbol (it did) 4) Set a watch on the option symbol 'SPY2110C385' and see that 'wSPY2110C385' was sent (note that in the log, no confirmation messages appear after sending for that symbol like they did for DD) 5) Use Get All Watches to see if the system has a record of 'SPY2110C385' having a watch on it (it does not) 6) And finally disconnecting Any light you could shed on this would be much appreciated. Thanks, Rahim LOG CONTENTS BELOW: =============== S,SERVER DISCONNECTED S,DISCONNECT Request Sent Successfully: T,20210308 23:56:55 T,20210308 23:56:54 T,20210308 23:56:53 S,WATCHES,DD S,REQUEST WATCHES Request Sent Successfully: T,20210308 23:56:52 T,20210308 23:56:51 wSPY2110C385 Request Sent Successfully: T,20210308 23:56:50 T,20210308 23:56:49 T,20210308 23:56:48 T,20210308 23:56:47 S,WATCHES,DD S,REQUEST WATCHES Request Sent Successfully: T,20210308 23:56:46 T,20210308 23:56:45 P,DD,75.3000,4,19:59:02.034006,11,4657391,75.3000,400,75.8000,600,74.5300,76.5000,74.3200,74.0300,,8717, F,DD,7,,7209000,87.2700,28.3300,87.2700,67.1500,,,,,,-4.01,,-0.40,12,DU PONT DE NEMOURS & CO,DD,78.700,1.51,,10877.0,4699.0,12/31/2020,21806.0,538089,3.00 06/03/2019,0.33 06/19/2000,14,4,5198,44.65,1,7,01/12/2021,03/23/2020,01/12/2021,02/23/2021,71.1100,,,,,325520,,,,,,USD,,,,,BBG00BN961G4,, wDD Request Sent Successfully: T,20210308 23:56:44 T,20210308 23:56:43 T,20210308 23:56:42 T,20210308 23:56:41 T,20210308 23:56:40 T,20210308 23:56:39 S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade Time,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions S,CURRENT PROTOCOL,6.1, S,CUST,real_time,66.112.156.225,60006,dlToIkqQ,6.1.0.20,0, OPRA NYSE NASDAQ BLOOMBERG RT_TRADER COMTEX PRIMEZONE DTNNEWS SCROLLNEWS EXFUND BENZINGA INDEX ,Z2Ab1X2Ag1D2DE2EF1a,500,QT_API,, S,IP,0.0.0.0 59000,0.0.0.0 59000,66.112.156.212 60009,66.112.156.211 60001,66.112.156.210 60005,66.112.156.212 60012,66.112.156.200 60003,66.112.156.211 60015,66.112.156.210 60050,66.112.156.211 60014,66.112.156.212 60016,66.112.156.211 60018 S,SERVER CONNECTED S,KEY,99999 S,SET PROTOCOL,6.1 Request Sent Successfully:
IQFeed API Questions »
Real Time Options Data... Mar 8, 2021 02:10 PM
(Total replies: 5)
I am a long time IQFeed API user that has enabled options on my account recently, but can't seem to get real time options ticks to work using the IQFeed provided C# level one sample to 'watch' the options symbol. Reasonably sure I have the correct permissions as I can get options chains and historical options data via the API - just not able to 'watch' an options symbol to ticks as they come in. An example symbol that is correct and yields historical minute data is SPY2108C385. Using this in the IQFeed provided sample does not produce an error, just no ticks, and checking 'get all watched symbols' command in the sample shows it is not being watched. Have already scoured the forum, docs as well as google and looked through the example code and open source packages to find some working code to watch an option symbol for ticks. I was thinking that perhaps the symbol to watch it in real time is has a special character added to it (like a @ sign) - can anyone point me in the right direction? Thanks.
IQFeed Developer Support »
Re: Watch Live Data Not Matching Historical Data... Sep 9, 2014 05:26 AM
(Total replies: 3)
Hi Tim, Thanks for the quick response - I think you are right after looking at the charts and data again. One thing though, TMP is thinly traded, but I show an average daily volume of 28K, not 500 shares...? And what about regionals as mentioned in my original post, are they included in the trades when using the watch command? Thanks.
IQFeed Developer Support »
Re: Watch Live Data Not Matching Historical Data... Sep 8, 2014 09:39 PM
(Total replies: 3)
Hello, Using the watch command to get live data and record minute bars, and my minute bars are identical to other vendors minute bars, but VERY different from the IQFeed historical data if I download and compare it (using HID with 60 second interval). There is essentially far less fluctuation in the price from the the IQFeed live data compared with the IQFeed historical data (see attached image). Is this because using the watch command does not include regional trades (I am also using Dynamic Update Fields)? A good example symbol is TMP - you can download historical minute data using IQFeed HID command and then compare it to freestockcharts.com (or other paid vendor) data - even visually there is a huge difference. In the included image, the part shown above the live arrow does match other vendor data, but the historical part does not. I want live data to be substantially similar to the historical data (some differences is OK), otherwise using backtests is useless since the live data is not reflective of the characteristics tested in the backtest. If the answer is turn on regional data per symbol (REGON), will it still come through using the dynamic update fields or will I have to write new parsing routines to get the data from the regional format? This could be problematic as I would then have to be comparing dates between dynamic field updates and regional updates to ensure I am processing chronologically. Is there any way to turn it on globally for all symbols and still use the dynamic field updates? Thanks for any help on this.
IQFeed Developer Support »
Re: Delayed Data on Some Symbols... Oct 16, 2013 09:31 AM
(Total replies: 1)
Hello, I am getting delayed data on some symbols and I am not sure why. All are DOW symbols. Example, MSFT show the current time, but GE is delayed (but they are all coming in in real time ticks, by delayed I mean the date of the data is delayed). I used protocol 5.1 (tried 5.0 as well) and have also tried the 'w' command instead of the 't' command, which is what I want to use. If I had to guess, I would say that somehow my account subscription thinks I only have 15min delayed data for those symbols. Using the socket interface. My developer userid is rmawji. Thanks. Rahim |
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