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"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
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"I just wanted to tell you what a fine job you have been doing. While *******, from what I hear, has been down and out, off and on, IQ feed has held like a champ this week." - Comment from Shirin
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"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
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
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Viewing User Profile for: anazarov
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Joined: May 7, 2004 04:32 PM
Last Post: Nov 11, 2014 10:33 AM
Last Visit: Nov 13, 2014 03:20 AM
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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:
IQFeed Developer Support » Message Contents Nov 11, 2014 10:33 AM (Total replies: 3)

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,
Andrew

IQFeed Developer Support » Message Contents Nov 11, 2014 10:21 AM (Total replies: 3)

No, no, I'm not using breakpoints. I will update the client to the latest version and check again and let you know.

Andrew

IQFeed Developer Support » Message Contents Nov 11, 2014 08:57 AM (Total replies: 3)

Hi!

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.

Updated fields:
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.

Q,QQQ,101.9900,200,09:30:00.130,11,171128,101.9800,700,101.9900,21500,101.9800,101.9900,101.9800,101.9600,ba,3D,
Q,QQQ,101.9800,100,09:30:00.215,5,172628,101.9800,500,101.9900,21500,101.9800,101.9900,101.9800,101.9600,ba,173D,

or here

Q,QQQ,101.9800,100,09:30:00.215,5,172628,101.9800,1600,101.9900,18500,101.9800,101.9900,101.9800,101.9600,ba,173D,
Q,QQQ,101.9900,100,09:30:00.479,12,174528,101.9800,1000,101.9900,18500,101.9800,101.9900,101.9800,101.9600,ba,3D,
Q,QQQ,101.9800,15,09:30:00.501,26,174543,101.9800,1000,101.9900,16500,101.9800,101.9900,101.9800,101.9600,ba,87,

@ES# has similar "problem", I'm getting either "b" or "a":

Q,@ES#,2035.25,3,09:32:00.469,43,142929,2035.25,2,2035.50,364,2033.75,2039.00,2031.75,2034.00,b,01,
Q,@ES#,2035.25,1,09:32:00.469,43,142931,2035.00,464,2035.50,364,2033.75,2039.00,2031.75,2034.00,b,01,

****************************

Am I doing something worg? Should I use something else to separate quote update and trade update?

Thank you,
Andrew

IQFeed Developer Support » Lookup of expired symbols May 9, 2013 09:57 AM (Total replies: 2)

Then we have the problem....

IQFeed Developer Support » Lookup of expired symbols May 9, 2013 09:03 AM (Total replies: 2)

Hi!

The query to lookup for expired symbol returns NO_DATA. Tested this using SymbolLookupSocket_VC.exe, IQFeed 4.6.1.0 and symbol @ESM12.

Can it be fixed somehow?

Andrew

IQFeed Developer Support » ISymbolLookup Jan 8, 2007 03:09 PM (Total replies: 3)

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.

IQFeed Developer Support » ISymbolLookup Jan 8, 2007 11:45 AM (Total replies: 3)

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?

IQFeed Developer Support » Wrong data for LHZ4 Jan 21, 2005 08:06 AM (Total replies: 6)

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.

Andrew

IQFeed Developer Support » Messed data for some symbols. Jan 21, 2005 07:51 AM (Total replies: 2)

It works now. Thank you!

Andrew

IQFeed Developer Support » Wrong data for LHZ4 Jan 21, 2005 07:49 AM (Total replies: 6)

I'm not able to get any data at all.

Andrew

IQFeed Developer Support » Messed data for some symbols. Dec 23, 2004 01:08 PM (Total replies: 2)

Hello!

I have found messed data for few symbol. It is eturned just one daily bar.
Symbols:
GCG5
FVH5
FVM5
EUH5

It is tested with our software and history.exe from SDK. We are using 2.3.0.1.

Best regards,
Andrew Nazarov

IQFeed Developer Support » Wrong data for LHZ4 Dec 8, 2004 03:36 PM (Total replies: 6)

DTN Client 2.3.0.1, all software including SDK test applications have the same.

Andrew

IQFeed Developer Support » Wrong data for LHZ4 Nov 14, 2004 08:43 AM (Total replies: 6)

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.

Best regards,
Andrew Nazarov

IQFeed Developer Support » Detecting if IQConnect is running May 24, 2004 02:23 PM (Total replies: 4)

As far as I know it is not possible.

IQFeed Developer Support » Detecting if IQConnect is running May 11, 2004 12:28 PM (Total replies: 4)

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.


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