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Aldebaran has contributed to 8 posts out of 19044 total posts (0.04%) in 1,304 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Symbol limit Nov 30, 2015 01:17 AM (Total replies: 2)

Hi Jay

Thanks a lot for your reply.

What I get from your messages is that there is no limit but I should still behave responsible. What that means is that I should not loop symbols in the historical feed attempting to get around the symbol limit for streaming data and I should respect general bandwidth. Both very fair!

You are completely right in assuming that I during the day only would stream a few symbols (~20) and the question related to how I could get scan as wide a range of premarket data as possible.

All the best - and thanks for a great product, Peter

IQFeed Developer Support » Symbol limit Nov 25, 2015 03:41 PM (Total replies: 2)

Dear IQFeed

I have a question with regards to the symbol limit. I am on the 500 symbols model which I understand as I am not allowed to watch more than 500 symbols simultanouesly. Furthermore it is not intended that I watch 500 symbols one minute and then afterwards unwatches these and start watching 500 new symbols.

But I would be happy if you could clarify how things are with regards to the historical download. Should I also respect a 500 symbols limit there (and how long should I wait before I can reset my imaginary counter) or would it be perfectly ok to receive historical ticks for the present pre-market a couple of minutes before open for, let's say 2000 symbols. I found an old post that is some what related, but I would like to know your current standing.

Thank you very much in advance.

Cheers, Peter

IQFeed Developer Support » Number format. Possible speedup of client Oct 28, 2015 11:20 AM (Total replies: 2)

Once again, thanks for a prompt and useful reply, Tim!


IQFeed Developer Support » Number format. Possible speedup of client Oct 28, 2015 03:06 AM (Total replies: 2)

Dear Forum

In the documentation and in a practice (so far) I have only seen numbers sent to my client represented as, i.e., no scientific notation or the like. Is this a guaranteed format?

If that is the case, conversion of the strings to doubles can be done even faster than with strtod (I'm working in C/C++) by using a simple "naive" conversion instead of the fully fledged version in strtod.

Any advice pro et contra would of course be highly appreciated if some one has found even better ways to parse the incoming strings to times, numbers, what-have-you.

All the best, Peter

Hi Tim

Thanks once again for really good advice! What you explain about the difference in <CR><LF> and <LF> makes good sense and fits with my observations in the documentation.

I have tried to turn logging on via send a "S,SET LOG LEVELS,.." command which has not worked. I had not tried the right click option on the system tray icon which as you described led me to set log levels. Examining the logs it turned out that the command I sent requesting historical data on the lookup socket did not work why I did not receive anything. Fair enough :). After changing the code the problem disappeared but I honestly do not know what caused it. Sorry for wasting your time, but your answers helped go in the right direction and solve the issue myself. So I am very happy.

With regards to changing code to make it run on Wine, you are right nothing is needed in the sense that ale the compiled .exes that ship with the API works (all I have tried at least). But on Linux I am compiling with gcc and some function have different names, signature and/or are implemented differently (I think) under the hood. I am sorry for not making that clear in my original post.

Once again thanks for your great help and support, Peter

Hi all

I am new to IQFeed but after good advice from Tim I managed getting started with the help of the ConsoleBenchmark code example. I have the "challenge" that I am running on Linux and therefore have to rephrase parts of the code to compile it. It also adds the extra layer of using Wine though it was actually straightforward.

Now I am trying to receive historical data via the LookupSocket but here I run into trouble.

The program starts by connecting to the AdminSocket, then the LookupSocket. After connecting I send information about the protocol I'll use ("S,SET PROTOCOL,5.1\r\n"). I am a bit confused since in the examples I find such commands terminated with "\n" some places, "\r\n" elsewhere. My impression is that the last is the correct format, but I would be very happy if someone would give me a punch the right direction. No matter how I terminate the command my application outputs "err:ole:CoUninitialize Mismatched CoUninitialize" which I think comes from Wine. But still I get suspicious that I might do something wrong. At this point the program runs without any further trouble.

Second I send the command telling what format and symbol I would like to receive data on and now I run into real problems. I have tried 2 approaches:

1) If I use a Linux'yfied version of the receive code logic in the ConsoleBenchmark application I receive (using recv in Linux) confirmation of the protocol, i.e., "S,CURRENT PROTOCOL,5.1", but then nothing else arrives. The application just hangs in the following receive.

2) If I use a version of the receive code logic from the HistorySocket example I receive a string that looks like \\000\000\000\... but no data.

First of all I would of course be interested if someone has an idea about what might go wrong. I would also be interested if someone can see why the 2 approaches yield different results.

Please let me know if you need further information to help diagnosing what I am doing wrong.

I will be very happy for any hint that might lead me in the right direction.

All the best, Peter

Hi Tim

Thanks very much for your reply. It was exactly something like this I was looking for!

Getting IQFeed to run in Wine was very easy. Just started the installer using wine and all the example .exe's I've tried so far works. So I think my biggest problem is getting my head around how to actually code with IQFeed.

All the best, Peter

Dear all

I am completely new to IQFeed - just got my API access.

I am working on a Linux machine, write C++ and have the example .exe's supplied for API customers up'n'running.

However I am struggling with how to build new applications on my Linux platform. Anything in particular to setup, what to include and so forth? While I have been going through the example code that can be downloaded from the developer site it keep finding myself in a mess about what is the dialogs and what is IQFeed.

So if anyone has tips, directions or maybe some simple example of a C++ command line program I will be very grateful!

Thanks so much in advance.

All the best, Peter

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