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"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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"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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"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
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Viewing User Profile for: opttrade
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Joined: Nov 7, 2016 01:48 PM
Last Post: Nov 13, 2018 12:04 PM
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opttrade has contributed to 11 posts out of 18822 total posts (0.06%) in 742 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » History LookupError Nov 13, 2018 12:04 PM (Total replies: 2)

Hi Steve,
thanks for prompt reply.
The problem seems to exist for a longer time, but we started just now to analyze the logs...
As we use business connection and enterprise equipment for routing and firewall (Cisco) I personally would exclude problems with it. Maybe the line is to Long between Europe and US
So the simpliest way will be to requery that symbols.

Many thanks and br

Erich

IQFeed Developer Support » History LookupError Nov 13, 2018 08:16 AM (Total replies: 2)

Hi,
everyday I'm requesting historical minute data for the last trading day for about 3000 stocks and everyday I get somtimes connection errors for some symbols in the middle of the task. When I re-run the task then there are other symbols affected.

The logfile shows an error connecting the history socket

STATUS LookupError 3220 21 2018-11-13 12:17:19 History Connect Error SendIntervalRequest (66.112.156.215:60050). Error:10060.
TO CLIENT LookupError 3220 21 2018-11-13 12:17:19 REQ_HST_INT25,E,Could not connect to History socket.,


As I've no glue how the client internally is communicating with the Servers but it seem's the IQFeedClient having troubles sending the request. The socket connection from my app to the iqClient is still alive and not broken.
The errors (about 10-30 symbols out of 3000) appears never in a row - they are absolutly randomly.

I'm using IQFeed Version 6.0.0.5

Any ideas?

br
Erich

IQFeed Developer Support » Invalid Open in L1 summary message Nov 13, 2018 07:57 AM (Total replies: 4)

Hi Steve,
thanks for clarifying!

br
Erich

IQFeed Developer Support » Invalid Open in L1 summary message Nov 13, 2018 04:03 AM (Total replies: 4)

Hi Steve,
sure
Samples from Nov 5th having the problem:
STZ, AMTD, AAP, AEO, A, ADI, AEE, AEP, AET, AFL, ALB, BA, BAX, BRK B, BK, BSX,....
(and many more...)

samples from Nov 5th WITHOUT problem:
AIG, FCX, ATI, BJ, ADBE, DE...
(and a few more)

Knowing about the problem I currently avoid subscribing symbols in the morning and start the subscription at aprx. 10:00 or 11:00 EST. But to improve my automated trading it would be helpful to find the rootcause when and why this could happen.

br
Erich

IQFeed Developer Support » Invalid Open in L1 summary message Nov 7, 2018 06:06 AM (Total replies: 4)

Hi,
on Nov 5th I started my automated trading at 02:47 am (EST) by subscribing L1 for approx 450 stock-symbols.
I understand that there is no or an old open prices in the message.
But the real problem was, that in the summary message content the "o" was set.

Why is the "o" flag set for summary at a point of time of a day where definitifly was no trading? And in update messages there was no further "o" flag for the rest of the day.
I would expect when subscribing to symbols on a day the first message containing an "o" will be sent around 09:30 but not at 02:47. Also giving sometimes an "old" open from the prev day does not make sense to me.

Is there a defined time on your side when you "reset" the open flag and the open price?

br
Erich
Edited by opttrade on Nov 7, 2018 at 07:38 AM
Edited by opttrade on Nov 7, 2018 at 07:39 AM

IQFeed Developer Support » Faulty tick for CVX Oct 24, 2018 01:53 PM (Total replies: 2)

Stephen,
looks good!
Thanks for the prompt fix.

br
Erich

IQFeed Developer Support » Faulty tick for CVX Oct 24, 2018 08:57 AM (Total replies: 2)

Hi,
I've to trust on Minute data because of some other issues and have now problems with CVX.

Could you pls check the minute data for CVX. The high of 1536.90 on 2018/09/21 at 14:13:00 (14:14:00 on your chart) can't be correct (In daily data you do not see that high)
It also seems, that this bar has been changed!
In an other download for CVX a time ago I got a high 120.44 and a volume of 4975 and now I get a high of 1536,90 and a volume of 4976...



br
Erich

IQFeed Developer Support » Streaming / Derivative data not working Oct 24, 2018 01:49 AM (Total replies: 5)

Steve,
many thanks for clarifying and updateing the documentation.
No good news to hear that daily streaming bars are not available "out of the box". I've to build daily charts reflecting the RTH (0930-16:00) only. So building the volume of the latest bar is a little bit tricky and will result in additional work on my side. I have to aggregate eg hourly derivative bars to the latest daily "streaming" bar by myself...

Many thanks for your support!
Erich

IQFeed Developer Support » Streaming / Derivative data not working Oct 21, 2018 09:45 AM (Total replies: 5)

Hi,
I try to build realtime charts for stocks, but the derivative data are not working as expected.

Sample:
BW,AAPL,3600,,5,100,,,,s,,0

this gives back hourly bars as expected.

But I try to get daily bars showing the last bar in realtime. I use 86400 seconds for a day (as written in documentation)
BW,AAPL,86400,,5,100,,,,s,,0

result:
E,INVALID PARAMETERS FOR BW REQUEST

It seems, that the largest possible interval is 2 hours (7200 seconds).
It's also not possible to create a derivative request for 3 (10800) or 4 hours (14400).

Is there a bug in documentation, a bug in the client (6.0.0.5), a limit for interval or do I completly missunderstand something?

The requests can easily be reproduced with the sample client.

br
Erich

IQFeed Developer Support » How to get option chains for the past Nov 7, 2016 04:01 PM (Total replies: 2)

Thank you for clarifying

Erich

IQFeed Developer Support » How to get option chains for the past Nov 7, 2016 02:41 PM (Total replies: 2)

Hi,
maybe someone can help: I'm trying to get option chains for options in the past but can't get data.

I try to get Option chains for weekly options on ES. (Symbol is @EW)
According to the API docu I do that with the following request (c#):
"CFO,@EW,pc,FGHJKMNQUVXZ,123457,,\r\n"
In my understanding this should return all Option chains from 2011-2015.

Trying the same vor 2016-2017 give me the Option chains starting with @EWX16 to @EWJ17 (all are in the future from today)

By probing some single strikes I was able to download historical data so I know the data exists.

Does somebody have an idea what I'm doing wrong?

Many thanks

Erich


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