||May 7, 2004 04:32 PM
||Nov 11, 2014 10:33 AM
||Nov 13, 2014 03:20 AM
anazarov has contributed to 15 posts out of 19579 total posts
(0.08%) in 5,874 days (0.00 posts per day).
20 Most recent posts:
Thank you, very much. It was the filter to log the records with only 't', 'a' and 'b' codes. All works now.
Have a nice day,
No, no, I'm not using breakpoints. I will update the client to the latest version and check again and let you know.
I'm switching application from 4.9 to the latest protocol (it is late, I know) and can't recognise the correct way to determine which filds were updated in "Q" message, trades, asks or bids. Previously it worked well with depricated field "Last Trade Time" but now I have to use "Message Contents" field.
The problem is that I'm getting only "a" or "b" or "ab" messages and no other types.
S,CURRENT UPDATE FIELDNAMES,Symbol,Most Recent Trade,Most Recent Trade Size,Most Recent Trade TimeMS,Most Recent Trade Market Center,Total Volume,Bid,Bid Size,Ask,Ask Size,Open,High,Low,Close,Message Contents,Most Recent Trade Conditions.
QQQ, I put below two messages where Total volume is different (i.e. the trade occured), but both have "ba" status.
@ES# has similar "problem", I'm getting either "b" or "a":
Am I doing something worg? Should I use something else to separate quote update and trade update?
Then we have the problem....
The query to lookup for expired symbol returns NO_DATA. Tested this using SymbolLookupSocket_VC.exe, IQFeed 126.96.36.199 and symbol @ESM12.
Can it be fixed somehow?
Thank you for your answer. I'm not often visiting this forum unfortunately and forum search is limited to 90 days only :)
I hope in the next version of the API it will be corrected.
The LookupSymbol method returns found symbols in <symbol>space<description> format.
We need to extract from each found string symbol and its description as separated strings.
For symbol like MSFT MICROSOFT CORP we can simply subsrtact symbol as chars left of first space.
For symbol like MQF AO MSFT JAN 2007 C 17.0 we have to substract all left of the second space.
So, there is no one algorythm for extraction symbol from the result string.
Do you have any work-around?
1 month back. I will try to test this more deep today, it is elapsed to many days since my forst post :) And will let you know.
It works now. Thank you!
I'm not able to get any data at all.
I have found messed data for few symbol. It is eturned just one daily bar.
It is tested with our software and history.exe from SDK. We are using 188.8.131.52.
DTN Client 184.108.40.206, all software including SDK test applications have the same.
My cusomer reported that the data for this symbol is bad time-to-time. The testing at our side showed the same. For example, the 1 minute data 8 Now 12-00 and 12-01 PM (EST). Open record is 33689.85600, high record is 1812856.83300. The data 10 Nov 11-15,11-18 and 11-20 (AM) are wrong.
The supports says that there is no problem at the server data base, but error shows two possible reason: or database error, or IQFeed API error. I'm ready to give you additional information if you need.
As far as I know it is not possible.
The only problem which you should expect then, when the 1st application will be closed, it will close IQConnect too because it doesn't know about your 2nd application.