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andrewm has contributed to 21 posts out of 19450 total posts (0.11%) in 1,863 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Exchange ID vs Listed Market Aug 15, 2019 11:23 AM (Total replies: 3)

Looks like the ListedMarkets ("SLM") reply has been expanded to include group ID info since I last looked ages ago. I guess that's what's being used here. Right?

IQFeed Developer Support » Exchange ID vs Listed Market Aug 15, 2019 11:13 AM (Total replies: 3)

What's the difference between Exchange ID vs Listed Market in the Fundamental msg?

Please document the difference better here:
http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm

IQFeed Developer Wish List » Binary Protocol Aug 9, 2019 10:12 AM (Total replies: 8)

Actually a protobuf+gRPC API would be best. Then I don't have to build + maintain decoders for IQ's data protocols.

IQFeed Datafeed Wish List » Change date formats to ISO Aug 9, 2019 12:55 AM (Total replies: 1)

Currently dates are like 07/26/2019. In some future version of the API they should be yyyy-mm-dd


Historical bid/ask changes should really be included. Maybe not every bid/ask size change, but at least if the price level changes we should see that in the feed. Maybe coalesce the size changes to some max frequency if necessary.

IQFeed Developer Wish List » Binary Protocol Aug 9, 2019 12:44 AM (Total replies: 8)

Yes a binary protocol would be better. I suspect that the Windows IQ Feed client probably gets fed binary data but then serves it as ASCII.


What is the max chars a symbol field can be?


What do values in the Last Trade Time field like this represent?
00:37:17a
00:37:17b
00:37:17t

Is that bid/ask/trade time?

Where is this documented?

Thanks


Thanks. Is there a programmatic way using the API?


When pulling historical or realtime data, how do you know what contact you're really looking at?

IQFeed Datafeed Wish List » Native Linux IQ Feed build Jul 14, 2019 08:57 PM (Total replies: 4)

Can we have a build of IQ Feed for Linux?


Is there a linux version coming?

IQFeed Developer Support » All ticks Historical data requests seldom work Jan 20, 2018 08:43 PM (Total replies: 9)

It would be great if users could pull down historical tick data in ZIP files instead so we have a CRC check to confirm we got everything. Transfer could be simpler and faster. I might groups ticks by first letter of the symbol, listing exchange and trade date. So if you want AAPL today you'd just request A-NASDAQ-2018-01-20.zip.

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 29, 2017 10:00 PM (Total replies: 41)

Can IQ Feed even tell us the most recent date this retroactive adjustment process was employed? If we just knew that we would know that data going forward of this date can be trusted.

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 27, 2017 05:14 PM (Total replies: 41)

And I think the subject was brought up in a thread much earlier than this one. I'd hate to be the guy who thought it was a good idea to fix how some charts appeared after splits by overwriting values in the EOD historical data archive. Oops.

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 22, 2017 05:16 PM (Total replies: 41)

Ok but (correct me if I'm wrong) you don't tell people. Unless someone reads this forum thread, they'll think your data is right. But you know it's wrong. You have an obligation to disclose that, no? If you've applied some of the adjustments to some of the symbols, some of the time then you've invalidated the dataset for research purposes.
You might even open the firm up to liability for someone's losses if they allege you knowingly sold invalid data upon which they relied.

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 22, 2017 06:04 AM (Total replies: 41)

Are you able to post a list of equity symbols which have had dividends applied so at least users know which EOD prices to avoid?

Did IQ Feed not save the original unmodified prices or something?

If you change your OHLC bars to Open, High Low, Close, Adjusted Close that would be great.

I agree that it is dangerous and irresponsible to publish historical daily OHLC data without mentioning that some arbitrarily set of undisclosed symbols have been adjusted to reflect some, but not all, historical price adjustments.

DTNIQ Client Software Wish List » iqconnect.exe & iqconnect_console.exe Jun 13, 2017 04:50 PM (Total replies: 10)

If you don't want the GUI in a Linux version you could use some xserver that just discards the display updates. If the UI is text/console based or graphical should not concern the exchange.

DTNIQ Client Software Wish List » iqconnect.exe & iqconnect_console.exe Nov 10, 2016 03:50 PM (Total replies: 10)

Yes, this would be very helpful. Either a command line argument to disable the GUI or a non-GUI version of the exe. Is it coming?


I see that I can get time&sales using this command on the level1 port:

t[SYMBOL]<CR><LF>
Begins a trades only watch on a symbol for Level 1 updates.
[SYMBOL] - The symbol that you wish to receive updates on

It does not look like there is a convenient way to back-fill that data. Even if I pull in historical tick data using the HTD command on the Lookup Socket (port 9100 by default) I would need to figure out the point at which the realtime data has caught up with the historical. Am I missing some easier way to accomplish this?

Thanks


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