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Viewing User Profile for: USV
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Joined: Mar 20, 2015 10:37 AM
Last Post: Jan 29, 2016 08:21 AM
Last Visit: Feb 19, 2019 08:14 AM
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Post Statistics
USV has contributed to 20 posts out of 19160 total posts (0.10%) in 1,582 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Incorrect real-time data Jan 29, 2016 08:21 AM (Total replies: 1)

O man, I must be smoking something early this morning. This is not the case at all. My bad. Please disregard.

IQFeed Developer Support » Incorrect real-time data Jan 29, 2016 08:18 AM (Total replies: 1)

Hello,

The data for QRBG16 contract is off by a penny this morning. Instead of 1.11 for instance, it is 1.10. It looks like its off exactly by a penny because the rest of the decimals match. Any ideas what is going on?

Thanks

IQFeed Developer Support » Incorrect settles for 12/18? Dec 20, 2015 10:12 PM (Total replies: 2)

Thank you.

IQFeed Developer Support » Incorrect settles for 12/18? Dec 20, 2015 10:00 PM (Total replies: 2)

Hello,

The settles for HO (NYMEX Heating Oil) futures contract for months Feb through Sep seem to be incorrect. They all have an approximately -5c settle which is not possible.

Maybe I am doing something wrong but could you please take a look at this? I have attached a screen shot of the History Socket showing data retrieved for the past 10 days for QHOH16.

Thanks.
Edited by USV on Dec 20, 2015 at 10:01 PM

IQFeed Developer Support » Continuous contract back adjusted Nov 12, 2015 07:55 PM (Total replies: 2)

Thank you Curtis.

IQFeed Developer Support » Continuous contract back adjusted Nov 12, 2015 07:36 PM (Total replies: 2)

Hello,

Why doesn't EB#C back adjust? The prompt rolled over today and the symbol EB#C is not returning back adjusted data on the history lookup port. Is it just timing and I need to wait a bit before it does? Or has it always not back adjusted and I am noticing today because the spread is quite large?

Thanks.

IQFeed Developer Support » Best practice question Sep 19, 2015 10:09 PM (Total replies: 2)

You are right. My program is also written in C#.NET. I am also using .NET socket classes and the BlockingCollection implementation of the Producer-Consumer interface for the initial consuming logic. I will explore other options to use instead of this.

Thanks for letting me know. It definitely helped.

IQFeed Developer Support » Best practice question Sep 19, 2015 11:26 AM (Total replies: 2)

Hello,

I realize this isn't something you would necessarily advise on but I thought I would utilize the API better if you could guide me a little on a design decision I am facing.

I subscribe to about 16-20 symbols on the same Level1 socket. I have a single thread consuming all the incoming messages. There are further consumer threads, one for each symbol to distribute the processing load further down my application.

Everything works fine except during the close or any event that increases the incoming message rate to a point that exceeds the consuming speed. The bottleneck is that initial consuming thread that accepts all incoming messages from the socket.

To attempt to fix this, I was thinking what if I had one Level1 socket connection for each symbol. But that would mean there would be 16-20 clients connected to IQConnect.exe at any given time. Do you see this as a problem or would you not recommend this approach? Would it be better to keep a single Level1 socket connection for all symbols and optimize the consuming logic?

Thanks.

IQFeed Developer Support » Incorrect historical data? Sep 9, 2015 08:57 PM (Total replies: 2)

Hello Curtis,

You are right. Looks like I lost sight of the forest for the trees for a bit there. Thanks for clearing this up. Appreciate the help.

Regards

IQFeed Developer Support » Incorrect historical data? Sep 9, 2015 03:23 PM (Total replies: 2)

Hello,

Could you please look at the following historical queries:

1. HDX,QHON14-QHOQ14,1000,,,
Result:
2014-06-27,-0.0047,-0.0068,-0.0050,-0.0059,7223,0,
2014-06-26,-0.0047,-0.0064,-0.0056,-0.0048,10437,0,
2014-06-25,-0.0055,-0.0071,-0.0066,-0.0061,13753,0,
2014-06-24,-0.0063,-0.0080,-0.0075,-0.0074,11714,0,
2014-06-23,-0.0068,-0.0136,-0.0069,-0.0079,15306,0,
2014-06-20,-0.0060,-0.0075,-0.0071,-0.0073,10450,0,
...

focus on the low of -0.0136 for 6/23/2014

Now when I run an intra-day query, I get this for 6/23 300s intervals
2. HIX,QHON14-QHOQ14,300,1000,,,,s
Result for 6/23 (rest truncated)
2014-06-23 23:30:00,-0.0074,-0.0075,-0.0075,-0.0074,86,7,0,
2014-06-23 22:35:00,-0.0077,-0.0077,-0.0077,-0.0077,79,1,0,
2014-06-23 22:25:00,-0.0077,-0.0077,-0.0077,-0.0077,78,1,0,
2014-06-23 22:20:00,-0.0074,-0.0074,-0.0074,-0.0074,77,1,0,
2014-06-23 20:55:00,-0.0076,-0.0076,-0.0076,-0.0076,76,1,0,
2014-06-23 20:40:00,-0.0072,-0.0072,-0.0072,-0.0072,75,1,0,
2014-06-23 20:30:00,-0.0073,-0.0073,-0.0073,-0.0073,74,3,0,
2014-06-23 20:20:00,-0.0074,-0.0074,-0.0074,-0.0074,71,2,0,
2014-06-23 20:15:00,-0.0077,-0.0077,-0.0077,-0.0077,69,3,0,
2014-06-23 20:10:00,-0.0077,-0.0077,-0.0077,-0.0077,66,1,0,
2014-06-23 20:05:00,-0.0077,-0.0077,-0.0077,-0.0077,65,1,0,
2014-06-23 19:55:00,-0.0076,-0.0076,-0.0076,-0.0076,64,1,0,
2014-06-23 19:45:00,-0.0072,-0.0072,-0.0072,-0.0072,63,1,0,
2014-06-23 18:55:00,-0.0076,-0.0077,-0.0076,-0.0077,62,58,0,
2014-06-23 18:25:00,-0.0075,-0.0075,-0.0075,-0.0075,4,1,0,
2014-06-23 18:15:00,-0.0074,-0.0074,-0.0074,-0.0074,3,1,0,
2014-06-23 18:05:00,-0.0075,-0.0075,-0.0075,-0.0075,2,2,0,
2014-06-23 17:05:00,-0.0070,-0.0076,-0.0073,-0.0076,15306,36,0,
2014-06-23 17:00:00,-0.0073,-0.0073,-0.0073,-0.0073,15270,3,0,
2014-06-23 16:55:00,-0.0076,-0.0076,-0.0076,-0.0076,15267,38,0,
2014-06-23 16:50:00,-0.0073,-0.0076,-0.0076,-0.0073,15229,9,0,
2014-06-23 16:45:00,-0.0076,-0.0076,-0.0076,-0.0076,15220,5,0,
2014-06-23 16:40:00,-0.0075,-0.0076,-0.0076,-0.0075,15215,2,0,
2014-06-23 16:35:00,-0.0075,-0.0075,-0.0075,-0.0075,15213,1,0,
2014-06-23 16:30:00,-0.0075,-0.0075,-0.0075,-0.0075,15212,2,0,
2014-06-23 16:25:00,-0.0075,-0.0077,-0.0077,-0.0076,15210,7,0,
2014-06-23 16:20:00,-0.0077,-0.0077,-0.0077,-0.0077,15203,5,0,
2014-06-23 16:15:00,-0.0076,-0.0077,-0.0077,-0.0076,15198,5,0,
2014-06-23 16:10:00,-0.0075,-0.0078,-0.0078,-0.0075,15193,7,0,
2014-06-23 16:05:00,-0.0075,-0.0077,-0.0076,-0.0076,15186,43,0,
2014-06-23 16:00:00,-0.0076,-0.0077,-0.0077,-0.0076,15143,7,0,
2014-06-23 15:55:00,-0.0075,-0.0080,-0.0079,-0.0077,15136,88,0,
2014-06-23 15:50:00,-0.0079,-0.0079,-0.0079,-0.0079,15048,9,0,
2014-06-23 15:45:00,-0.0075,-0.0079,-0.0077,-0.0079,15039,106,0,
2014-06-23 15:40:00,-0.0079,-0.0079,-0.0079,-0.0079,14933,35,0,
2014-06-23 15:35:00,-0.0075,-0.0079,-0.0077,-0.0079,14898,76,0,
2014-06-23 15:30:00,-0.0074,-0.0077,-0.0076,-0.0077,14822,36,0,
2014-06-23 15:25:00,-0.0074,-0.0076,-0.0075,-0.0076,14786,73,0,
2014-06-23 15:20:00,-0.0070,-0.0075,-0.0073,-0.0075,14713,234,0,
2014-06-23 15:15:00,-0.0071,-0.0078,-0.0078,-0.0074,14479,688,0,
2014-06-23 15:10:00,-0.0078,-0.0079,-0.0078,-0.0079,13791,41,0,
2014-06-23 15:05:00,-0.0078,-0.0079,-0.0078,-0.0079,13750,11,0,
2014-06-23 15:00:00,-0.0078,-0.0079,-0.0078,-0.0078,13739,63,0,
2014-06-23 14:55:00,-0.0078,-0.0079,-0.0079,-0.0078,13676,7,0,
2014-06-23 14:50:00,-0.0078,-0.0080,-0.0079,-0.0078,13669,60,0,
2014-06-23 14:45:00,-0.0078,-0.0080,-0.0080,-0.0078,13609,22,0,
2014-06-23 14:40:00,-0.0077,-0.0080,-0.0080,-0.0079,13587,143,0,
2014-06-23 14:35:00,-0.0078,-0.0080,-0.0079,-0.0080,13444,215,0,
2014-06-23 14:30:00,-0.0077,-0.0080,-0.0078,-0.0080,13229,1335,0,
2014-06-23 14:25:00,-0.0077,-0.0080,-0.0079,-0.0077,11894,660,0,
2014-06-23 14:20:00,-0.0078,-0.0079,-0.0079,-0.0079,11234,569,0,
2014-06-23 14:15:00,-0.0077,-0.0079,-0.0079,-0.0079,10665,146,0,
2014-06-23 14:10:00,-0.0077,-0.0079,-0.0078,-0.0077,10519,128,0,
2014-06-23 14:05:00,-0.0077,-0.0079,-0.0079,-0.0078,10391,218,0,
2014-06-23 14:00:00,-0.0077,-0.0079,-0.0078,-0.0079,10173,74,0,
2014-06-23 13:55:00,-0.0077,-0.0078,-0.0077,-0.0078,10099,83,0,
2014-06-23 13:50:00,-0.0077,-0.0078,-0.0078,-0.0078,10016,46,0,
2014-06-23 13:45:00,-0.0076,-0.0078,-0.0076,-0.0078,9970,61,0,
2014-06-23 13:40:00,-0.0075,-0.0077,-0.0075,-0.0077,9909,86,0,
2014-06-23 13:35:00,-0.0075,-0.0077,-0.0075,-0.0076,9823,121,0,
2014-06-23 13:30:00,-0.0075,-0.0077,-0.0076,-0.0075,9702,77,0,
2014-06-23 13:25:00,-0.0074,-0.0076,-0.0074,-0.0076,9625,68,0,
2014-06-23 13:20:00,-0.0074,-0.0077,-0.0077,-0.0074,9557,135,0,
2014-06-23 13:15:00,-0.0075,-0.0077,-0.0075,-0.0077,9422,62,0,
2014-06-23 13:10:00,-0.0074,-0.0076,-0.0075,-0.0075,9360,68,0,
2014-06-23 13:05:00,-0.0074,-0.0077,-0.0076,-0.0077,9292,102,0,
2014-06-23 13:00:00,-0.0075,-0.0078,-0.0077,-0.0076,9190,103,0,
2014-06-23 12:55:00,-0.0077,-0.0077,-0.0077,-0.0077,9087,66,0,
2014-06-23 12:50:00,-0.0076,-0.0077,-0.0077,-0.0077,9021,38,0,
2014-06-23 12:45:00,-0.0075,-0.0078,-0.0076,-0.0076,8983,78,0,
2014-06-23 12:40:00,-0.0075,-0.0077,-0.0077,-0.0076,8905,77,0,
2014-06-23 12:35:00,-0.0077,-0.0078,-0.0078,-0.0078,8828,95,0,
2014-06-23 12:30:00,-0.0077,-0.0078,-0.0077,-0.0078,8733,118,0,
2014-06-23 12:25:00,-0.0077,-0.0079,-0.0078,-0.0078,8615,130,0,
2014-06-23 12:20:00,-0.0078,-0.0078,-0.0078,-0.0078,8485,109,0,
2014-06-23 12:15:00,-0.0077,-0.0078,-0.0078,-0.0078,8376,90,0,
2014-06-23 12:10:00,-0.0077,-0.0078,-0.0078,-0.0078,8286,71,0,
2014-06-23 12:05:00,-0.0077,-0.0078,-0.0078,-0.0078,8215,64,0,
2014-06-23 12:00:00,-0.0076,-0.0078,-0.0078,-0.0076,8151,87,0,
2014-06-23 11:55:00,-0.0077,-0.0078,-0.0077,-0.0077,8064,53,0,
2014-06-23 11:50:00,-0.0075,-0.0077,-0.0077,-0.0077,8011,63,0,
2014-06-23 11:45:00,-0.0075,-0.0078,-0.0078,-0.0075,7948,142,0,
2014-06-23 11:40:00,-0.0077,-0.0079,-0.0079,-0.0077,7806,161,0,
2014-06-23 11:35:00,-0.0076,-0.0079,-0.0077,-0.0079,7645,390,0,
2014-06-23 11:30:00,-0.0072,-0.0077,-0.0076,-0.0076,7255,267,0,
2014-06-23 11:25:00,-0.0074,-0.0076,-0.0075,-0.0074,6988,93,0,
2014-06-23 11:20:00,-0.0075,-0.0077,-0.0076,-0.0075,6895,119,0,
2014-06-23 11:15:00,-0.0075,-0.0077,-0.0076,-0.0077,6776,93,0,
2014-06-23 11:10:00,-0.0076,-0.0077,-0.0076,-0.0077,6683,79,0,
2014-06-23 11:05:00,-0.0074,-0.0077,-0.0076,-0.0076,6604,146,0,
2014-06-23 11:00:00,-0.0075,-0.0077,-0.0077,-0.0075,6458,130,0,
2014-06-23 10:55:00,-0.0075,-0.0077,-0.0077,-0.0076,6328,251,0,
2014-06-23 10:50:00,-0.0075,-0.0078,-0.0078,-0.0077,6077,164,0,
2014-06-23 10:45:00,-0.0076,-0.0078,-0.0077,-0.0078,5913,111,0,
2014-06-23 10:40:00,-0.0076,-0.0077,-0.0077,-0.0077,5802,84,0,
2014-06-23 10:35:00,-0.0076,-0.0077,-0.0077,-0.0077,5718,96,0,
2014-06-23 10:30:00,-0.0075,-0.0077,-0.0076,-0.0076,5622,114,0,
2014-06-23 10:25:00,-0.0075,-0.0077,-0.0077,-0.0075,5508,97,0,
2014-06-23 10:20:00,-0.0076,-0.0077,-0.0076,-0.0077,5411,123,0,
2014-06-23 10:15:00,-0.0074,-0.0077,-0.0076,-0.0075,5288,241,0,
2014-06-23 10:10:00,-0.0074,-0.0076,-0.0074,-0.0075,5047,105,0,
2014-06-23 10:05:00,-0.0074,-0.0077,-0.0076,-0.0074,4942,49,0,
2014-06-23 10:00:00,-0.0073,-0.0077,-0.0073,-0.0077,4893,423,0,
2014-06-23 09:55:00,-0.0073,-0.0075,-0.0073,-0.0073,4470,578,0,
2014-06-23 09:50:00,-0.0073,-0.0077,-0.0077,-0.0073,3892,94,0,
2014-06-23 09:45:00,-0.0073,-0.0077,-0.0074,-0.0077,3798,409,0,
2014-06-23 09:40:00,-0.0073,-0.0077,-0.0076,-0.0074,3389,224,0,
2014-06-23 09:35:00,-0.0076,-0.0078,-0.0077,-0.0077,3165,163,0,
2014-06-23 09:30:00,-0.0077,-0.0078,-0.0078,-0.0077,3002,117,0,
2014-06-23 09:25:00,-0.0076,-0.0078,-0.0077,-0.0077,2885,272,0,
2014-06-23 09:20:00,-0.0076,-0.0078,-0.0077,-0.0076,2613,225,0,
2014-06-23 09:15:00,-0.0075,-0.0077,-0.0075,-0.0077,2388,354,0,
2014-06-23 09:10:00,-0.0074,-0.0076,-0.0075,-0.0076,2034,183,0,
2014-06-23 09:05:00,-0.0074,-0.0075,-0.0075,-0.0075,1851,103,0,
2014-06-23 09:00:00,-0.0074,-0.0075,-0.0075,-0.0074,1748,209,0,
2014-06-23 08:55:00,-0.0074,-0.0075,-0.0075,-0.0075,1539,24,0,
2014-06-23 08:50:00,-0.0074,-0.0075,-0.0075,-0.0074,1515,6,0,
2014-06-23 08:45:00,-0.0074,-0.0075,-0.0075,-0.0075,1509,24,0,
2014-06-23 08:40:00,-0.0075,-0.0076,-0.0075,-0.0075,1485,145,0,
2014-06-23 08:35:00,-0.0073,-0.0075,-0.0073,-0.0075,1340,45,0,
2014-06-23 08:30:00,-0.0073,-0.0075,-0.0075,-0.0073,1295,34,0,
2014-06-23 08:25:00,-0.0072,-0.0076,-0.0072,-0.0076,1261,40,0,
2014-06-23 08:20:00,-0.0072,-0.0073,-0.0072,-0.0073,1221,5,0,
2014-06-23 08:15:00,-0.0072,-0.0073,-0.0072,-0.0073,1216,10,0,
2014-06-23 08:10:00,-0.0072,-0.0073,-0.0073,-0.0073,1206,23,0,
2014-06-23 08:05:00,-0.0072,-0.0073,-0.0072,-0.0072,1183,23,0,
2014-06-23 08:00:00,-0.0072,-0.0074,-0.0074,-0.0072,1160,58,0,
2014-06-23 07:55:00,-0.0074,-0.0075,-0.0074,-0.0075,1102,13,0,
2014-06-23 07:50:00,-0.0076,-0.0076,-0.0076,-0.0076,1089,1,0,
2014-06-23 07:45:00,-0.0075,-0.0077,-0.0077,-0.0075,1088,7,0,
2014-06-23 07:40:00,-0.0074,-0.0077,-0.0075,-0.0075,1081,12,0,
2014-06-23 07:35:00,-0.0074,-0.0077,-0.0075,-0.0075,1069,21,0,
2014-06-23 07:30:00,-0.0075,-0.0076,-0.0076,-0.0075,1048,17,0,
2014-06-23 07:25:00,-0.0076,-0.0078,-0.0078,-0.0076,1031,2,0,
2014-06-23 07:20:00,-0.0077,-0.0077,-0.0077,-0.0077,1029,8,0,
2014-06-23 07:15:00,-0.0077,-0.0077,-0.0077,-0.0077,1021,4,0,
2014-06-23 07:05:00,-0.0077,-0.0078,-0.0077,-0.0078,1017,8,0,
2014-06-23 07:00:00,-0.0077,-0.0077,-0.0077,-0.0077,1009,6,0,
2014-06-23 06:50:00,-0.0077,-0.0077,-0.0077,-0.0077,1003,5,0,
2014-06-23 06:45:00,-0.0075,-0.0075,-0.0075,-0.0075,998,4,0,
2014-06-23 06:40:00,-0.0075,-0.0075,-0.0075,-0.0075,994,5,0,
2014-06-23 06:35:00,-0.0075,-0.0077,-0.0076,-0.0075,989,7,0,
2014-06-23 06:25:00,-0.0077,-0.0077,-0.0077,-0.0077,982,1,0,
2014-06-23 06:20:00,-0.0076,-0.0077,-0.0077,-0.0076,981,122,0,
2014-06-23 06:10:00,-0.0077,-0.0077,-0.0077,-0.0077,859,30,0,
2014-06-23 06:00:00,-0.0077,-0.0078,-0.0077,-0.0077,829,8,0,
2014-06-23 05:55:00,-0.0077,-0.0078,-0.0078,-0.0077,821,3,0,
2014-06-23 05:45:00,-0.0077,-0.0078,-0.0078,-0.0077,818,28,0,
2014-06-23 05:40:00,-0.0078,-0.0078,-0.0078,-0.0078,790,18,0,
2014-06-23 05:35:00,-0.0077,-0.0077,-0.0077,-0.0077,772,1,0,
2014-06-23 05:25:00,-0.0077,-0.0077,-0.0077,-0.0077,771,18,0,
2014-06-23 05:20:00,-0.0077,-0.0077,-0.0077,-0.0077,753,14,0,
2014-06-23 05:10:00,-0.0076,-0.0077,-0.0077,-0.0076,739,7,0,
2014-06-23 05:05:00,-0.0075,-0.0077,-0.0075,-0.0075,732,32,0,
2014-06-23 05:00:00,-0.0075,-0.0075,-0.0075,-0.0075,700,3,0,
2014-06-23 04:55:00,-0.0075,-0.0075,-0.0075,-0.0075,697,6,0,
2014-06-23 04:50:00,-0.0074,-0.0075,-0.0074,-0.0074,691,9,0,
2014-06-23 04:45:00,-0.0075,-0.0075,-0.0075,-0.0075,682,10,0,
2014-06-23 04:40:00,-0.0075,-0.0075,-0.0075,-0.0075,672,2,0,
2014-06-23 04:35:00,-0.0075,-0.0075,-0.0075,-0.0075,670,4,0,
2014-06-23 04:30:00,-0.0074,-0.0075,-0.0075,-0.0074,666,3,0,
2014-06-23 04:25:00,-0.0075,-0.0076,-0.0075,-0.0075,663,9,0,
2014-06-23 04:20:00,-0.0074,-0.0075,-0.0075,-0.0075,654,12,0,
2014-06-23 04:15:00,-0.0075,-0.0077,-0.0077,-0.0075,642,9,0,
2014-06-23 04:10:00,-0.0076,-0.0078,-0.0078,-0.0076,633,7,0,
2014-06-23 04:05:00,-0.0076,-0.0078,-0.0077,-0.0076,626,8,0,
2014-06-23 04:00:00,-0.0075,-0.0077,-0.0076,-0.0075,618,12,0,
2014-06-23 03:55:00,-0.0077,-0.0078,-0.0077,-0.0078,606,9,0,
2014-06-23 03:50:00,-0.0074,-0.0077,-0.0076,-0.0077,597,21,0,
2014-06-23 03:45:00,-0.0076,-0.0076,-0.0076,-0.0076,576,1,0,
2014-06-23 03:35:00,-0.0075,-0.0075,-0.0075,-0.0075,575,7,0,
2014-06-23 03:30:00,-0.0074,-0.0077,-0.0077,-0.0074,568,3,0,
2014-06-23 03:25:00,-0.0073,-0.0077,-0.0075,-0.0074,565,27,0,
2014-06-23 03:20:00,-0.0072,-0.0075,-0.0074,-0.0072,538,18,0,
2014-06-23 03:15:00,-0.0072,-0.0074,-0.0074,-0.0072,520,13,0,
2014-06-23 03:10:00,-0.0068,-0.0075,-0.0068,-0.0074,507,106,0,
2014-06-23 03:05:00,-0.0069,-0.0077,-0.0077,-0.0069,401,58,0,
2014-06-23 03:00:00,-0.0077,-0.0077,-0.0077,-0.0077,343,1,0,
2014-06-23 02:55:00,-0.0076,-0.0076,-0.0076,-0.0076,342,1,0,
2014-06-23 02:50:00,-0.0075,-0.0077,-0.0077,-0.0075,341,15,0,
2014-06-23 02:40:00,-0.0075,-0.0075,-0.0075,-0.0075,326,20,0,
2014-06-23 02:35:00,-0.0075,-0.0076,-0.0076,-0.0075,306,3,0,
2014-06-23 02:30:00,-0.0075,-0.0076,-0.0076,-0.0075,303,18,0,
2014-06-23 02:25:00,-0.0076,-0.0076,-0.0076,-0.0076,285,4,0,
2014-06-23 02:15:00,-0.0076,-0.0076,-0.0076,-0.0076,281,2,0,
2014-06-23 02:10:00,-0.0077,-0.0077,-0.0077,-0.0077,279,2,0,
2014-06-23 02:05:00,-0.0078,-0.0079,-0.0078,-0.0078,277,40,0,
2014-06-23 01:55:00,-0.0076,-0.0076,-0.0076,-0.0076,237,1,0,
2014-06-23 01:50:00,-0.0076,-0.0077,-0.0077,-0.0076,236,2,0,
2014-06-23 01:45:00,-0.0075,-0.0076,-0.0075,-0.0076,234,3,0,
2014-06-23 01:25:00,-0.0074,-0.0074,-0.0074,-0.0074,231,3,0,
2014-06-23 00:25:00,-0.0075,-0.0076,-0.0076,-0.0075,228,11,0,
2014-06-23 00:20:00,-0.0078,-0.0079,-0.0078,-0.0079,217,2,0,

None of the 5 minute intervals show a price that suggests that the daily low was -0.0136.

Is that a bad low in the daily query? OR am I missing something? There are several such instances actually. More recent ones are QHOQ15-QHOU15 for 7/13/2015 and QHON15-QHOQ15 for 6/17/2015.

Thanks.

IQFeed Developer Support » Daily data availability May 5, 2015 11:37 AM (Total replies: 2)

The data I was looking for were available last night around 8 PM from the Lookup port. Unless you find something out of the ordinary, I will just check at 8 PM each night and update my application then.

Thanks for your help.

EDIT: I found this on CME's website. Posting it here in case someone else also has the same question: http://www.cmegroup.com/market-data/settlements/settlements-details.html
Edited by USV on May 5, 2015 at 04:29 PM

IQFeed Developer Support » Daily data availability May 4, 2015 05:33 PM (Total replies: 2)

Hello,

I was trying to figure out when daily data points for the previous day are made available on the Lookup port for calendar and inter-product spread symbols, QHOM15-QHON15 (Calendar) or QRBM15-QHOM15 (Inter-Product) for instance. I have noticed that while the outrights are made available at or before 6PM ET, spreads data points aren't available until later. As an example, its 6:35 PM ET right now and the outright QRBM15 daily data point for 5/4/2015 is available while none of the spreads are. Is there a specific time at which they are made available?

Thanks.
Edited by USV on May 4, 2015 at 05:40 PM

IQFeed Developer Support » Handling IQConnect disconnects May 4, 2015 11:14 AM (Total replies: 4)

Thank you Steve. I guess I didn't look at the docs hard enough :-)

IQFeed Developer Support » Handling IQConnect disconnects May 4, 2015 10:49 AM (Total replies: 4)

Hello,

What would be the best way of handling IQConnect disconnects due to local network failure. As of now, I have my application setup so that upon startup, it uses the Lookup socket to load data since the close of the previous day and then appends real-time data from the Level1 socket. When IQConnect disconnects from DTN servers due to a local network failure, and then reconnects, the real-time feed resumes but the data during the "outage" is missing. I want to handle this situation so that the application reloads from the Lookup port upon reconnect and repeats the same process that it runs upon startup.

From the documentation, it looks like utilizing the S,STATS messages on the Admin port is one way to go. I could monitor the Status field in this message and when it changes to "Not Connected", I could flag the condition and wait for a subsequent "Connected" status change and reload the data. Would this be the right way to go?

Thanks.
Edited by USV on May 4, 2015 at 10:50 AM

IQFeed Developer Support » TickID Field question Apr 10, 2015 01:15 AM (Total replies: 1)

I tried the combination of date and TickID and it seems to work. The TickIDs were unique for each day for upto 2 months back and I have tried this on just 1 symbol. If this is not the right assumption to make, please let me know.

Thanks.

IQFeed Developer Support » TickID Field question Apr 10, 2015 12:50 AM (Total replies: 1)

Hello,

I tried searching for an answer to this but couldn't find one so thought I would ask here. I am retrieving commodities futures tick data and I wanted to ask what are the uniqueness criteria for the TickID value retrieved via the Lookup socket? Is the TickID guaranteed to be unique during x days for the same symbol?

I am trying to figure out how I should be concatenating historical data with real-time data before using them further. Based on one of the posts I saw on this forum, it was suggested to subscribe to the real-time feed and then get historical data discarding TickIDs greater than the first TickID received by the real-time feed. So naturally, I thought that the TickID was unique but in this particular case, I am finding the TickID value duplicate 5 (trading) days apart for the same symbol. So I am thinking if it was guaranteed unique for even 1 day, I could use the combination of the date and TickID and I would be all set.

Thanks.

IQFeed Developer Support » Bug Report (Examples) Mar 28, 2015 03:32 PM (Total replies: 1)

Hello,

Maybe I have an older version of the examples but I am working with the C# samples (solution name is csharp_2005_examples) that came with the developer package and I noticed that in the HistorySocket example, when choosing Weekly or Monthly data points, it still downloads daily datapoints. I checked the code and in the GetData event handler, instead of using HWX and HMX, it is using HDX for these 2 request types as well. Probably a copy/paste error.

I know its not a big deal but just thought I should report it.

Regards.


Thank you.


Thanks Tim.

Since this is a value calculated by IQConnect.exe in real-time based on the last trade, is it safe to say that the appropriate logic to use would be that if a trade takes place higher than the last trade, its an uptick, if lower then its a downtick, if equal then it is the previous tick value?

Thanks.


Hello,

I am a new user and I have gone through most of the documentation and samples and understand most of it. I have a very specific question that I thought would save me time if I just asked here.

In real-time Level 1 data response I have access to field number 15 (Tick) with values 173, 175 and 183. I am looking for the same data in historical queries and streaming bars (derivative feed). Ideally in streaming bars or historical data intervals, this would be the sum of the ticks (1 for up, -1 for down). Is this available? If not, is there a way to programmatically achieve this?

Thanks.


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