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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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"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
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Viewing User Profile for: codingcorners
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Joined: Aug 5, 2016 08:46 AM
Last Post: Aug 5, 2016 09:03 AM
Last Visit: Sep 16, 2016 07:29 PM
Website: https://www.shippifly.com
Location: United States
Occupation: Programmer/Developer
Interests: Java, PHP, Javascript
Email: codingcorners@gmail.com
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codingcorners has contributed to 1 posts out of 18937 total posts (0.01%) in 930 days (0.00 posts per day).

20 Most recent posts:

Hi all, I'm building a Java app for a client based off of the same idea as the sample Level1Socket.java app in the developer examples. The gist of it is basically a socket listener app (command line, no GUI) that..

1. Sets the fieldset to 'Symbol','Last','Total Volume', 'High','Low','Number of Trades Today', and 'VWAP'.

2. It then loads in a CSV 'symbol loader' file that has one symbol per line (about 600 in total right now, but the plan is for there to be closer to 6,000 when at expected capacity) and runs the 'w[SYMBOL]' Watch command on each of them.

3. Next it stores the returned summary lines (either P or Q) in an ArrayList. It ignores all T, F, and n lines.

4. A separate Timer thread every three seconds will loop through this ArrayList and save the data to a MySQL database, Updating if the Symbol already has a row in there, or Inserting if not.


My question is, there's a lot of data that I don't necessarily need to come through the feed. The 'F' Fundamental lines in particular - is there any way to turn those off like there is with Timestamps and News lines?

Another question - Is this the best way to get the most current data from IQFeed in realtime? I was hoping there might be a way to do a batch poll of a bunch of Symbols, specifically looking for a certain fieldset, and to be able to re-poll that data every 2 seconds to look for change, rather than wait on the variability of a socket session to spit out data (which is providing some inconsistent results when we go to save data to our DB).

I'm coming to find that I can't get enough good data saved from the feed to do accurate data processing into my database table, and I'm guessing it's got to be because there's too much other data that the reader is dealing with to be able to keep up with the data as it's coming down the pipeline, so I'm trying to find a way to free it up and save some bandwidth.

Any help would be greatly appreciated, I've been banging my head against the wall all night on this! :)


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