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"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
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"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
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"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
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"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
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Viewing User Profile for: dawin_te
About Contact
Joined: Dec 24, 2015 10:51 PM
Last Post: Jul 2, 2017 09:33 PM
Last Visit: Jul 10, 2018 01:46 AM
Location: Vancouver
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Post Statistics
dawin_te has contributed to 19 posts out of 19160 total posts (0.10%) in 1,303 days (0.01 posts per day).

20 Most recent posts:
Data and Content Support » Wilshire 5000 Jul 2, 2017 09:33 PM (Total replies: 3)

i am curious about the wilshire index as I just read about it, can it be made available on the subscription basis now?

IQFeed Developer Support » Different percent held by institutions stats Jun 4, 2017 11:44 AM (Total replies: 1)


For the fundamental data:

Percent held by institutions:
A percentage of outstanding shares held by banks and institutions.
Provided by exchange or 3rd party data provider

I found it is different from Google/Yahoo. For example, AAPL:

IQFeed: 47.20%
Google: 63%

Any clarification or identity of the source of the data provider? Thanks

IQFeed Developer Support » Beta fails instantly under Wine Jun 30, 2016 03:43 PM (Total replies: 21)

hi, for the latest, it is very stable in Linux/Wine for the past 2 weeks. is the crash in diagnostics.exe be fixed soon? i'm using it occasionally to test options quotes output. currently to see samples of the cfo api output, i need to switch to windows. thanks.


I would like to know the step by step code or general outline to call or use the api functions to create an option chain similar to the data found in google or yahoo finance website. Thx.

I have successfully subscribed to L1 and L2 equity data in real-time but have no clear idea on how to proceed on option chains.

IQFeed Developer Support » 5.2 lots of reconnects Apr 22, 2016 10:02 AM (Total replies: 15)

The log entries captured the reconnect at April 22 this morning. My java program started at 4am to start L1 subscription for 499 symbols. No error printed out so far from my program. But at 9am, I think I used 1 free L1 subscription slot available to quote fundamentals data for 1300+ symbols. This has 4 threads synchronized doing watch and unwatch L1 command for the 1 available slot. The watch/unwatch cmd write to the socket is synced and the pair commands are executed in order despite 4 concurrent threads. This could cause or start the iqconnect disconnect/reconnect cycle. The fundamental stats are used in some computation but done once at 9am. This step took few seconds (less than a minute) to finish query usually. Then no data or query seems to succeed afterwards. Seems to work fine for months until this morning (or 2 days ago).
Edited by dawin_te on Apr 22, 2016 at 10:04 AM

IQFeed Developer Support » 5.2 lots of reconnects Apr 22, 2016 09:39 AM (Total replies: 15)

using zip command line to compress the log file

IQFeed Developer Support » 5.2 lots of reconnects Apr 22, 2016 09:35 AM (Total replies: 15)

File is gzip, then extracted, is tar, if extracted, should get the text file. I just right-click the log file in kde dolphin and selected the zip command to produce the uploaded file.

IQFeed Developer Support » 5.2 lots of reconnects Apr 22, 2016 09:08 AM (Total replies: 15)

i deleted some quote data in the logs to reduce filesize.

IQFeed Developer Support » 5.2 lots of reconnects Apr 22, 2016 08:32 AM (Total replies: 15)

added screenshot

IQFeed Developer Support » 5.2 lots of reconnects Apr 22, 2016 08:32 AM (Total replies: 15)

added log file

IQFeed Developer Support » 5.2 lots of reconnects Apr 22, 2016 08:31 AM (Total replies: 15)


I have uploaded screenshot for the lot's of reconnect (6000+ over 2 days) and negative bandwidth statistics. This is using latest iqfeed It seems to happen at 4am but no issue during regular market hours. If it reconnects, it takes time and my program has local timeout and generates error log and bails out some calculations. It is running under linux/wine. The reconnect is likely happening over a month already

IQFeed Developer Support » Beta fails instantly under Wine Jan 20, 2016 11:17 PM (Total replies: 21)

i got the same error too on wine 1.9-1 and iqconnect.exe I just deleted the .wine directory and re-installed iqfeed client and the error on msvcp110.dll is gone. But Diagnostics.exe still crash (see backtrace above). Running iqconnect.exe alone without Diagnostics.exe so far is working fine..
Edited by dawin_te on Jan 20, 2016 at 11:20 PM

IQFeed Developer Support » Beta fails instantly under Wine Jan 20, 2016 10:56 PM (Total replies: 21)

I am using wine 1.9-1 and v5.2.0.6 and still protocol 5.1.

Running Diagnostic.exe and pressing the Test button caused crash (iqconnect.exe already running):

Unhandled exception: page fault on read access to 0x00000000 in 32-bit code (0x7d88b466).
Register dump:
CS:0023 SS:002b DS:002b ES:002b FS:0063 GS:006b
EIP:7d88b466 ESP:0032f430 EBP:0032f488 EFLAGS:00010206( R- -- I - -P- )
EAX:00000000 EBX:7d89f000 ECX:7e82b0dc EDX:090cabfc
ESI:090b470c EDI:090c25cc
Stack dump:
0x0032f430: 090cabfc 7e82b0dc 0032f8c8 090b3788
0x0032f440: 0032f8cc 090b30f8 090c6ac4 0032f5c0
0x0032f450: 0032f470 7e85c000 006b0ed8 00000000
0x0032f460: 0032f8c8 7e82b0dc 090c25d0 0032f8cc
0x0032f470: 00a59ca8 7d88b3b6 0032f498 7e85c000
0x0032f480: 00a59ca8 0013c7dc 0032f4a8 0909f33a
=>0 0x7d88b466 AtlComModuleGetClassObject+0xc6() in atl110 (0x0032f488)
1 0x0909f33a in dtniqfeedcom (+0xf339) (0x0032f4a8)
2 0x7e753f55 in ole32 (+0x13f54) (0x0032f518)
3 0x7e756e07 in ole32 (+0x16e06) (0x0032f798)
4 0x7e759a8e CoGetClassObject+0x60d() in ole32 (0x0032f868)
5 0x7e75b538 CoCreateInstanceEx+0x247() in ole32 (0x0032f8f8)
6 0x7e75bb3a CoCreateInstance+0x89() in ole32 (0x0032f978)
7 0x10204e6d in mfc110 (+0x204e6c) (0x0032f9a4)
8 0x10204f1c in mfc110 (+0x204f1b) (0x0032f9d0)
0x7d88b466 AtlComModuleGetClassObject+0xc6 in atl110: call *0x0(%eax)
Module Address Debug info Name (83 modules)
PE 390000- 3a2000 Deferred dtnsymbollookup
PE 3b0000- 3c2000 Deferred dtnoptionchainlookup
PE 3d0000- 3e2000 Deferred dtnnewslookup
PE 400000- 463000 Export diagnostics
PE 9090000- 90e4000 Export dtniqfeedcom
PE 10000000-1043c000 Export mfc110
ELF 7b800000-7ba6a000 Deferred kernel32<elf>
\-PE 7b810000-7ba6a000 \ kernel32
ELF 7bc00000-7bcf1000 Deferred ntdll<elf>
\-PE 7bc10000-7bcf1000 \ ntdll
ELF 7bf00000-7bf04000 Deferred <wine-loader>
ELF 7d877000-7d8a2000 Dwarf atl110<elf>
\-PE 7d880000-7d8a2000 \ atl110
ELF 7d8a2000-7d8bf000 Deferred
ELF 7da8e000-7dad4000 Deferred usp10<elf>
\-PE 7da90000-7dad4000 \ usp10
ELF 7daf8000-7dafe000 Deferred
ELF 7dafe000-7db09000 Deferred
ELF 7db09000-7db19000 Deferred
ELF 7db19000-7db1d000 Deferred
ELF 7db1d000-7db28000 Deferred
ELF 7db28000-7db33000 Deferred
ELF 7db33000-7db39000 Deferred
ELF 7db39000-7db3d000 Deferred
ELF 7db3d000-7db44000 Deferred
ELF 7db44000-7db48000 Deferred
ELF 7db48000-7db6a000 Deferred
ELF 7db6a000-7dc9e000 Deferred
ELF 7dc9e000-7dcb1000 Deferred
ELF 7dcd5000-7dd6a000 Deferred winex11<elf>
\-PE 7dce0000-7dd6a000 \ winex11
ELF 7dde3000-7de0c000 Deferred
ELF 7de0c000-7de47000 Deferred
ELF 7de47000-7de6f000 Deferred
ELF 7de6f000-7de89000 Deferred
ELF 7de89000-7df29000 Deferred
ELF 7df29000-7df4b000 Deferred
ELF 7df4b000-7df70000 Deferred
ELF 7df94000-7e0a7000 Deferred msvcp110<elf>
\-PE 7dfd0000-7e0a7000 \ msvcp110
ELF 7e0a7000-7e0d0000 Deferred iphlpapi<elf>
\-PE 7e0b0000-7e0d0000 \ iphlpapi
ELF 7e0d0000-7e10c000 Deferred ws2_32<elf>
\-PE 7e0e0000-7e10c000 \ ws2_32
ELF 7e10c000-7e128000 Deferred wsock32<elf>
\-PE 7e110000-7e128000 \ wsock32
ELF 7e128000-7e234000 Deferred comctl32<elf>
\-PE 7e130000-7e234000 \ comctl32
ELF 7e234000-7e47f000 Deferred shell32<elf>
\-PE 7e240000-7e47f000 \ shell32
ELF 7e47f000-7e4b8000 Deferred uxtheme<elf>
\-PE 7e490000-7e4b8000 \ uxtheme
ELF 7e4b8000-7e4dd000 Deferred imm32<elf>
\-PE 7e4c0000-7e4dd000 \ imm32
ELF 7e4dd000-7e558000 Deferred shlwapi<elf>
\-PE 7e4f0000-7e558000 \ shlwapi
ELF 7e558000-7e69b000 Deferred oleaut32<elf>
\-PE 7e570000-7e69b000 \ oleaut32
ELF 7e69b000-7e720000 Deferred rpcrt4<elf>
\-PE 7e6b0000-7e720000 \ rpcrt4
ELF 7e720000-7e866000 Dwarf ole32<elf>
\-PE 7e740000-7e866000 \ ole32
ELF 7e866000-7e988000 Deferred gdi32<elf>
\-PE 7e870000-7e988000 \ gdi32
ELF 7e988000-7eae7000 Deferred user32<elf>
\-PE 7e9a0000-7eae7000 \ user32
ELF 7eae7000-7ebb8000 Deferred msvcr110<elf>
\-PE 7eb00000-7ebb8000 \ msvcr110
ELF 7ebb8000-7ec32000 Deferred advapi32<elf>
\-PE 7ebc0000-7ec32000 \ advapi32
ELF 7ef64000-7ef71000 Deferred
ELF 7ef71000-7ef7d000 Deferred
ELF 7ef7d000-7ef96000 Deferred
ELF 7ef96000-7efdc000 Deferred
ELF 7efe6000-7f000000 Deferred version<elf>
\-PE 7eff0000-7f000000 \ version
ELF f7413000-f7418000 Deferred
ELF f7418000-f75c6000 Deferred
ELF f75c7000-f75e3000 Deferred
ELF f75e7000-f75f0000 Deferred
ELF f7607000-f77bd000 Dwarf
ELF f77bf000-f77e1000 Deferred
ELF f77e1000-f77e2000 Deferred [vdso].so
process tid prio (all id:s are in hex)
0000000e services.exe
0000001e 0
0000001d 0
00000014 0
00000010 0
0000000f 0
00000012 winedevice.exe
0000001c 0
00000019 0
00000018 0
00000013 0
0000001a plugplay.exe
00000020 0
0000001f 0
0000001b 0
00000025 iqconnect.exe
00000044 0
00000043 0
00000042 0
00000041 0
00000022 0
0000000c explorer.exe
00000040 0
0000003e 0
0000003f 0
00000021 0
00000045 (D) C:\Program Files (x86)\DTN\IQFeed\Diagnostics.exe
00000047 0
00000046 0 <==
System information:
Wine build: wine-1.9.1
Platform: i386 (WOW64)
Version: Windows XP
Host system: Linux
Host version: 3.13.0-76-generic

I used iqconnect.exe v5.1.1.3 (downgrade from v5.1.3.1) and on wine 1.9-1 had a continuous uptime upto 14 days (9 days market is open).

I found it very stable so far. Note that for 9 trading days streaming 500 stocks L1 quotes only totalled 109 gigabytes of network data (approximately 10gbytes per day).

Iqconnect.exe started on Jan 6 but has 1 disconnection/reconnection so screenshot shows Jan 20 begin.
Edited by dawin_te on Jan 20, 2016 at 11:00 PM

Assertion failed: Bad file number (..\..\..\src\signaler.cpp:183)
wine: Unhandled exception 0x40000015 in thread 27 at address 0x7b83cc82 (thread 0027), starting debugger...
Unhandled exception: 0x40000015 in 32-bit code (0x7b83cc82).
Register dump:
CS:0023 SS:002b DS:002b ES:002b FS:0063 GS:006b
EIP:7b83cc82 ESP:00c3be24 EBP:00c3be98 EFLAGS:00000283( - -- I S - - -C)
EAX:7b827a59 EBX:7b8c0000 ECX:00498ea8 EDX:00c3be48
ESI:00000001 EDI:7ead28b0
Stack dump:
0x00c3be24: 00c3bec8 00000004 7ead22ad 40000015
0x00c3be34: 00000001 00000000 7b83cc82 00000001
0x00c3be44: 00498ea8 00000000 00c3be88 00000000
0x00c3be54: 00c3bf57 00000001 00000042 0063d568
0x00c3be64: 006c43f0 00c3bea4 7eb44000 00498ea8
0x00c3be74: 7ead28b0 00c3bea0 7ead28de 7eb50f80
=>0 0x7b83cc82 in kernel32 (+0x2cc82) (0x00c3be98)
1 0x00468d48 in iqconnect (+0x68d47) (0x00c3bed0)
2 0x0045ade2 in iqconnect (+0x5ade1) (0x00c3bef8)
3 0x0045a357 in iqconnect (+0x5a356) (0x00c3bf10)
4 0x00469e91 in iqconnect (+0x69e90) (0x00c3bf2c)
5 0x0045f932 in iqconnect (+0x5f931) (0x00c3bf74)
6 0x0045e7c0 in iqconnect (+0x5e7bf) (0x00c3bf94)
7 0x004515fd in iqconnect (+0x515fc) (0x00c3bfb8)
8 0x004476ac in iqconnect (+0x476ab) (0x00c3c000)
9 0x0040d0ed in iqconnect (+0xd0ec) (0x00c3c6a8)

download is running 16 threads

backtrace attached

screenshot attached

random crash due to raise exception under linux wine. see attached backtrace and screenshot.

Time: Thu July 18, 2019 8:58 PM CFBB v1.2.0 16 ms.
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