quickTick has contributed to 43 posts out of 19140 total posts
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Quote: Attached is the HTT response for @NQH19.@ mac
Note that the bids do not change for 17 minutes.
--- Original message by mac on Feb 21, 2019 07:20 AM
In your text file, the bid keeps the value it first acquires at 02:01:12.834878, at the value of 7091.75.
That's about a screen down from the beginning.
Right in the next line, the bid gets crossed by both ask and trade. Perhaps that is not a coincidence that it happens so close.
Perhaps the bid gets stuck because bid and ask cross. For example, somewhere might be code like "if ask < bid", perhaps even as a safety guard, and that code causes it to get stuck at that value. If so, bid and ask probably shouldn't cross in the first place, but that might be just a delay in the delivery of one vs the other.
Just a suggestion, since I don't see that on my own screen displaying the historical tick data for NQ, as far as I can tell.
I'm not sure about which field is which, but it doesn't seem to show the beginning.
Do quotes get crossed because they are stuck, or do they get stuck because they are crossed?
A quick test: the difference between local NTP time and "T" server time indicates "T" time has a small delay in addition to half of ping roundtrip. Symbols from Chicago have another, yet small, delay on top of that, and symbols from New York a bit higher delay. As far as I can tell, nothing strange or unexpected.
There are 'T' messages giving you the server time each second. I haven't tried to use them to synch yet, however I would assume they are sent at each full second.
As of right, now, I also see the gap in the historical tick data. Or maybe that's where I saw it in the first place.
The quotes got stuck at 2707.50, trades do continue (in the historical tick data).
Today as in 2019-02-11 CST, that is.
I believe I saw it at about the same time today, for ES.
Quote: Not currently.Sounds good. Do you have an estimated time frame for 6.1 ?
In IQFeed 6.1 we plan to release a new feature that will enable you to download batches of fundamental data by exchange/security type.
--- Original message by DTN_Steve_S on Feb 8, 2019 08:51 AM
Not sure what exactly the output means, but IQConnect has a configurable timeout that determines how long it waits for a client application to connect. This timeout is quite short by default, so it is good to have the client app already trying to open a connection as you issue that command. After that, IQConnect closes automatically. As I said, I'm not sure if your output indicates this situation.
Thanks for the info!
So if I load or reload an option chain maybe 1 hour before OPRA market open, there will be no need to check for updates for the rest of the day.
Regarding the listed markets, I did a quick comparison of the current list, and the one you have on your website. It seems the listedMarketID is more stable than the shortname. For example,
ARCA changed to NYSE_ARCA, yet remained at ID 11. And NMS changed to NGM, yet remained at ID 1 (although ID 21 was added).
So does the ID remain the same as long as a listed market exists?
For security types, can we expect that types 1, 2, 6, 8 and 9 will always keep their meaning, even if others are added or removed?
Edited by quickTick on Nov 7, 2017 at 11:42 AM
It looks like both of these messages were meant for a different topic.
I was wondering if there are definite times when you update any changes in lists (such as listed markets) and/or option chains.
For example, if that always happened Friday night, and one would make sure that the app is restarted, or the lists are reloaded, on Saturday, then one could be certain that nothing changes during trading or other times. It would not be necessary to repeatedly reload these lists, saving resources on both client and server.
Thanks for any info on this subject.
It might be not so difficult to write the core IQConnect itself in a lightweight cross-platform library like SDL2, as a command line utility. Even if the the thread functions or SDL2_NET network functions aren't sufficient, their source code could at least serve as a starting point. The apps, for example IQWatchQuote and Diagnostics, could still run on Wine (at least initially).
Is it not possible for this to happen whenever there are "hidden" orders on the book of any exchange, and/or in one of the dark pools? In those cases it is simply not possible to tell if the active order was buy or sell, as far as I know (my knowledge of these things is still very incomplete).
...l'm not sure if I understood the question as it was meant...
Edited by quickTick on Nov 28, 2016 at 05:39 PM
Maybe just the 600 data points limit you specified?
Looking for that as well. If there aren't any existing one's, it'd be great to have at least one of each (Future, Stock, Stock Option) simulated for testing purposes.
For example, @ESTEST# (and/or @NQTEST#) could repeat the market data for @ES# from the last trading day with timestamps offset for current time.
I see. How about getting the IEX "TOPS" data feed from IEX directly? My understanding is that it is free of charge. While the TOPS data feed doesn't seem to be available to the public, I'd guess they would be happy to have you as a "Market data partner".
It seems market depth has bid and ask entries for all kinds of non-exchange entities.
Why not for IEX?
This would be very useful as my broker allows directing orders to IEX.
By the way: Some minutes actually do have 61 seconds. The last one was apparently at "June 30, 2015 at 23:59:60 UTC".
How is this handled by IQFeed? Wouldn't want my app to crash in such a case.... :)