Lav2018 has contributed to 5 posts out of 18549 total posts
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Am I safe with the assumption that the messages I receive for one symbol will be in chronological order, or do I need to code for the possibility that an exchange or IQFEED may send a tick out of chronological order occasionally?
Particularly, if my requests are
S,SELECT UPDATE FIELDS,Symbol,Most Recent Trade,Most Recent Trade Time
Will Most Recent Trade always be the most recent? Or do I need to use CPU checking its timestamp against the previous tick's timestamp?
I ran into this same problem. Found this thread in a search. I fixed my problem already, but for anyone just starting out with the API:
the example on http://www.iqfeed.net/dev/api/docs/docs52/InitializingTheFeed.cfm has small typo so can't copy/paste it into your code and replace with your parameters
IQConnect.exe ?product YOUR_PRODUCT_HERE?version 126.96.36.199 ?login 100000 ?password 1234 ?autoconnect
It is missing a space between YOUR_PRODUCT_HERE and -version. Once I fixed that it works.
Makes sense. Thanks.
I've found all of the sample C# programs very helpful and the comments make for easy following. I have one question about the Level1Socket program.
In Level1SocketForm.cs, lines 201-202 are:
// move on to the next message. This isn't very efficient but it is simple (which is the focus of this example).
sData = sData.Substring(sLine.Length + 1);
Do you have any examples showing more efficient ways? If not, can you please point me towards a better solution. Thank you.
I have a few technical questions regarding derivative bars in IQfeed. Apologies if I missed this information in the documentation, but I could not find it.
1. Lets say I have requested streaming bars with an interval of 60 seconds. In the messages my client receive, what will [DateTime] represent? Will it be the start time of the interval or the end time of the interval? E.g. Would 12:00:00 be for interval 2:00:00 to 12:00:59, or interval 11:59:01 to 12:00:00?
2. Within IQFeed, what determines when a bar is "finished" being built and sent out to my client? Is it my internal computer clock, IQfeed's server clock, or timestamps on ticks? If it is timestamps of ticks, then I suppose the bar won't be sent to the client until a tick with timestamp OUTSIDE that interval has arrived. That could cause delays in instruments with low volume.