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Skaarj has contributed to 11 posts out of 21185 total posts
(0.05%) in 3,576 days (0.00 posts per day).
20 Most recent posts:
When I try to lookup some symbols from BMF or SGX there is no any results, but this symbols exist at txt-file (mktsymbols_v2) list of all symbols, that you can download from the same page: http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup
For example, BMF: WDO, WIN SGX: IN, TW, SS
few days ago they were there, but now - "No Records Found Please try again!!"
Also, one thing. There are 2 740 970 records in txt-file, but symbol lookup page tell us: "Total Available Records: 2700677".
If I find same issue in other futures-symbols, should I report to you? Or there is no chance that you can fix it in any case?
And in QCL#C same thing:
2007-02-20 14:30:00 - 2007-02-26 11:24:00 = 5 days 2007-03-20 14:31:00 - 2007-03-27 14:04:00 = 6 days 2007-12-13 17:01:00 - 2008-02-14 18:01:00 = 63 days
It seems like that there is a same issue can be in other futures too.
There are few blancks in EB#C data, downloaded from IQFeed:
From 2007-01-16 14:30:00 to 2007-01-21 18:59:00 - 5 days From 2007-02-13 14:30:00 to 2007-02-18 19:04:00 - 5 days From 2007-05-16 14:31:00 to 2007-05-20 19:03:00 - 4 days
From 2007-12-13 17:15:00 to 2008-03-13 20:12:00 - 91 days, the biggest one.
Blancks in QNG#C data: 2007-01-29 14:30:00 - 2007-02-04 18:01:00 = 6 days 2007-03-28 14:30:00 - 2007-04-01 18:01:00 = 4 days 2007-05-29 14:30:00 - 2007-06-04 00:02:00 = 5 days 2007-12-21 16:59:00 - 2008-02-24 18:01:00 = 65 days, the biggest one.
Thanks for the answer.
Quote: If the exchange sends a trade message at 17:00:01 Did you know why the exchange sends trades like this? In case when there is only one bar after close - it is ok, just an outlier. But there are few days (e.g., 2008-08-31, 2008-09-14) when we have bars every minute within 45 minutes after market close (may be these were some special days?) If I want to process thees bars correct (in bar-by-bar analysis for example) how to hand with it? Just ignore, or add to the last bar of the session? Hope, you can give me some advice.
I've downloaded QCL#C 1-min bars historic data from IQFeed, the contract specification told me, that trading hours is 6:00 p.m. - 5:00 p.m. (and 6:00 p.m. - 5:15 p.m. before 2015 September 21). But, there are a lot of bars in data from IQFeed which are within exchange closed/maintenance period when executions are not allowed.
In other futures contract the same thing. Where are thees bars from?
For QCL#C: - only one odd bar from 2015 September 21 to now:
2019-05-02 17:01:00;62.06;62.06;62.06;62.06;5
- and 110 bars from 2007 January to 2015 September:
2007-01-26 17:16:00;126.39;126.39;126.37;126.37;24 2007-03-02 17:16:00;131.6;131.6;131.6;131.6;1 2007-03-16 17:16:00;124.99;124.99;124.99;124.99;1 2007-04-11 17:16:00;129.78;129.78;129.78;129.78;5 2007-05-15 17:16:00;129.69;129.7;129.69;129.7;14 2007-07-12 17:16:00;137.66;137.66;137.66;137.66;9 2007-07-23 17:16:00;139.77;139.77;139.77;139.77;10 2007-07-26 17:16:00;139.67;139.67;139.67;139.67;1 2007-08-02 17:16:00;141.82;141.82;141.82;141.82;2 2007-08-17 17:16:00;136.73;136.73;136.73;136.73;1 2007-09-14 17:16:00;144.07;144.07;144.07;144.07;2 2007-12-03 17:16:00;158.01;158.01;158.01;158.01;1 2008-02-28 17:16:00;171.12;171.12;171.12;171.12;1 2008-05-09 17:16:00;196.4;196.4;196.4;196.4;30 2008-05-21 17:16:00;204.73;204.73;204.73;204.73;1 2008-05-28 17:16:00;201.49;201.49;201.49;201.49;1 2008-06-05 17:16:00;198.89;198.89;198.89;198.89;1 2008-06-11 17:16:00;207.03;207.03;207.01;207.01;3 2008-08-31 17:16:00;185.89;185.89;185.89;185.89;1 2008-08-31 17:17:00;185.9;185.91;185.9;185.91;8 2008-08-31 17:18:00;185.91;185.91;185.66;185.79;37 2008-08-31 17:19:00;185.69;185.79;185.66;185.71;114 2008-08-31 17:20:00;185.7;185.77;185.69;185.77;9 2008-08-31 17:21:00;185.73;185.73;185.73;185.73;1 2008-08-31 17:22:00;185.7;185.89;185.65;185.89;25 2008-08-31 17:23:00;185.89;185.91;185.89;185.89;8 2008-08-31 17:24:00;185.89;185.89;185.84;185.84;16 2008-08-31 17:25:00;185.84;185.94;185.84;185.94;7 2008-08-31 17:26:00;185.93;185.93;185.93;185.93;2 2008-08-31 17:27:00;185.94;185.99;185.94;185.99;3 2008-08-31 17:28:00;185.99;185.99;185.97;185.99;4 2008-08-31 17:29:00;185.98;185.98;185.98;185.98;2 2008-08-31 17:30:00;185.99;185.99;185.98;185.98;6 2008-08-31 17:31:00;185.97;185.97;185.97;185.97;1 2008-08-31 17:35:00;185.96;185.97;185.96;185.96;10 2008-08-31 17:36:00;185.93;185.93;185.83;185.83;13 2008-08-31 17:37:00;185.84;185.84;185.75;185.75;10 2008-08-31 17:38:00;185.84;185.84;185.84;185.84;3 2008-08-31 17:39:00;185.84;185.84;185.79;185.79;4 2008-08-31 17:41:00;185.74;185.74;185.74;185.74;1 2008-08-31 17:42:00;185.84;185.84;185.84;185.84;2 2008-08-31 17:43:00;185.84;185.84;185.84;185.84;2 2008-08-31 17:45:00;185.84;185.84;185.83;185.84;10 2008-08-31 17:46:00;185.84;185.89;185.84;185.89;27 2008-08-31 17:48:00;185.85;185.89;185.85;185.89;5 2008-08-31 17:49:00;185.84;185.84;185.74;185.74;8 2008-08-31 17:51:00;185.84;185.84;185.84;185.84;1 2008-08-31 17:52:00;185.84;185.84;185.84;185.84;2 2008-08-31 17:53:00;185.75;185.75;185.75;185.75;1 2008-08-31 17:54:00;185.77;185.77;185.69;185.69;5 2008-08-31 17:56:00;185.77;185.89;185.77;185.89;6 2008-08-31 17:57:00;185.85;185.85;185.85;185.85;3 2008-08-31 17:58:00;185.85;185.89;185.82;185.89;8 2008-08-31 17:59:00;185.84;185.87;185.84;185.87;2 2008-09-14 17:16:00;168.23;168.23;168.23;168.23;1 2008-09-14 17:18:00;168.13;168.13;168.13;168.13;1 2008-09-14 17:19:00;168.1;168.12;168.1;168.12;4 2008-09-14 17:20:00;168.2;168.2;168.2;168.2;1 2008-09-14 17:26:00;168.11;168.11;168.08;168.08;5 2008-09-14 17:29:00;168.08;168.08;168.08;168.08;1 2008-09-14 17:30:00;168.19;168.19;168.19;168.19;1 2008-09-14 17:31:00;168.14;168.14;168.09;168.09;8 2008-09-14 17:32:00;168.02;168.02;168.01;168.01;17 2008-09-14 17:33:00;168.02;168.03;168.02;168.02;6 2008-09-14 17:34:00;167.99;167.99;167.98;167.98;2 2008-09-14 17:36:00;168.02;168.02;168.02;168.02;1 2008-09-14 17:37:00;168.02;168.02;168.02;168.02;1 2008-09-14 17:39:00;168.01;168.01;168.01;168.01;49 2008-09-14 17:41:00;167.97;167.97;167.94;167.94;3 2008-09-14 17:42:00;167.94;167.94;167.89;167.89;7 2008-09-14 17:44:00;167.93;167.93;167.93;167.93;1 2008-09-14 17:45:00;167.89;167.89;167.89;167.89;1 2008-09-14 17:47:00;167.93;167.93;167.93;167.93;1 2008-09-14 17:48:00;167.93;167.93;167.88;167.88;5 2008-09-14 17:49:00;167.85;167.89;167.8;167.89;17 2008-09-14 17:50:00;167.86;167.86;167.86;167.86;1 2008-09-14 17:51:00;167.88;167.89;167.88;167.89;18 2008-09-14 17:52:00;167.89;167.89;167.89;167.89;3 2008-09-14 17:53:00;167.84;167.84;167.76;167.76;17 2008-09-14 17:54:00;167.81;167.82;167.81;167.82;8 2008-09-14 17:55:00;167.82;167.82;167.79;167.79;2 2008-09-14 17:56:00;167.89;167.89;167.89;167.89;3 2008-09-14 17:57:00;167.89;167.89;167.89;167.89;6 2008-09-14 17:58:00;167.91;168.03;167.91;168.03;5 2008-10-22 17:16:00;136.07;136.07;136.07;136.07;1 2008-11-24 17:16:00;122.54;122.54;122.54;122.54;2 2009-04-30 17:16:00;102.55;102.55;102.55;102.55;1 2009-05-12 17:16:00;110.98;110.98;110.98;110.98;1 2009-06-30 17:16:00;120.79;120.79;120.79;120.79;4 2009-09-14 17:16:00;115.8;115.8;115.8;115.8;9 2009-10-28 17:16:00;123.2;123.2;123.2;123.2;1 2009-11-09 17:16:00;125.37;125.37;125.37;125.37;1 2009-12-09 17:16:00;116.21;116.21;116.21;116.21;8 2010-01-07 17:16:00;126.52;126.52;126.52;126.52;1 2010-07-07 17:16:00;111.94;111.94;111.94;111.94;5 2011-01-06 17:16:00;121.35;121.35;121.35;121.35;4 2011-11-29 17:16:00;125.4;125.4;125.4;125.4;2 2012-01-13 17:16:00;124.73;124.73;124.73;124.73;2 2012-04-09 17:16:00;126.81;126.81;126.81;126.81;17 2012-05-30 17:16:00;111.3;111.3;111.3;111.3;2 2012-09-04 17:16:00;118.56;118.56;118.56;118.56;3 2013-02-01 17:16:00;118.32;118.32;118.32;118.32;1 2014-09-18 17:16:00;116.88;116.88;116.88;116.88;1 2014-12-23 17:16:00;82.16;82.16;82.16;82.16;1 2015-03-27 17:16:00;70.78;70.78;70.78;70.78;1 2015-03-31 17:16:00;69.84;69.84;69.84;69.84;1 2015-04-07 17:16:00;75.6;75.6;75.6;75.6;5 2015-05-26 17:16:00;78.34;78.34;78.34;78.34;1 2015-06-11 17:16:00;80.55;80.55;80.55;80.55;4 2015-08-25 17:16:00;58.35;58.35;58.35;58.35;1
Thanks, upgarding from 6.0.0.5 to 6.0.1.1beta helps.
When I try to request historic data for @RA#C and @TU#C it returns only part of bars and then raise "Connection Timeout Error".
I send: HIT,@TU#C,60,20190101 000000,20190214 235959,,,,1,H_0000000000,100,s HIT,@RA#C,60,2070101 000000,20190214 235959,,,,1,H_0000000000,100,s
For @TU#C I've got a break at: H_0000000000,2019-01-11 16:58:00,106.0234375,106.0234375,106.0234375,106.0234375,333164,22, H_0000000000,E,Connection Timeout Error., H_0000000000,!ENDMSG!, H_0000000000,2019-01-11 17:00:00,106.0312500,106.0156250,106.0312500,106.0234375,333993,829,
For @RA#C: H_0000000000,2008-06-13 10:26:00,123349.9344,123349.9344,123349.9344,123349.9344,31,1, H_0000000000,E,Connection Timeout Error., H_0000000000,!ENDMSG!, H_0000000000,2008-06-13 10:27:00,123349.9344,123349.9344,123349.9344,123349.9344,35,4,
Hello,
Historic price (actually High values) for AAPL are not correct from 9:30 to 10:40 2014.06.25
Thanks for answer, hope it will be resolved soon.
History is missing for GOOGL in periods: 2014-06-09 2014-06-11 to 2014-06-13 2014-06-16 to 2014-06-30
There now data in that periods, but it must be.
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