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fredericf has contributed to 19 posts out of 21185 total posts (0.09%) in 2,094 days (0.01 posts per day).

20 Most recent posts:
IQFeed Developer Support » Live feed delayed quotes Feb 11, 2020 03:06 PM (Total replies: 2)

Hi,

When watching only 1 symbol (AMZN), I observe that ticks are bursting. For instance, I will get 20x '15:44:09' ticks at 15:44:09, then 10x '15:44:09' ticks at 15:44:10, then 30x '15:44:09' ticks at 15:44:11, then 15x '15:44:09' ticks at 15:44:12, etc. The delay can go up to 10 seconds. The delay I am referring to here is the delta between the 'Last Time' field of the quote and the time I receive it on my end.

When watching 1300 symbols, the bursts are spread on a even larger time frame. Delta can be up to a minute (tested at the end of the day. I still have to test at the open...).

Is this normal? (I am not sure what to expect in terms of speed of receiving ticks)

Thanks,
Frédéric

New IQFeed Forum » Level1 data different from TC2000 Aug 7, 2019 08:59 AM (Total replies: 2)

Thank you for your answer.

Indeed I am using your API. This forum may not be the place for my question.
(I could not locate the "IQFeed Developer Support" forum).

I will email you then.

Frederic

New IQFeed Forum » Level1 data different from TC2000 Aug 7, 2019 04:38 AM (Total replies: 2)

Hi,

The values 'Open' and 'Total Volume' reported by Level1 streaming data are sometimes different from the values shown by TC2000.

When looking at the day's ticks however, and summing the individual trades volumes, the Total Volume seems ok.

Reading your recent conversation with @jayflatland, I understand it relates to a Qualified/Non-Qualified trades issue. Is this correct?

Is there a way to receive values that include these missing trades, and thus matching TC2000 data? (as the difference can be quite high between the two values)

Thanks,
Frederic

IQFeed Developer Support » Latest float Feb 12, 2019 07:02 AM (Total replies: 1)

Hi,

Is there a way to get the Latest Float for a stock?

I looked through the doc and could not find it...

Thanks,

Frederic

IQFeed Developer Support » Fundamental Data Message Feb 12, 2019 07:00 AM (Total replies: 3)

Thank you Steve.

I would also be interested in knowing the estimated date of delivery for v6.1.

IQFeed Developer Support » Fundamental Data Message Feb 8, 2019 07:56 AM (Total replies: 3)

Hi,

Is it possible to get a Fundamental Data Message all by itself, that is, without having to watch a symbol?

I am only interested in obtaining fundamental data about a stock but find it cumbersome to have to watch/unwatch a symbol to receive the Fundamtental Data Message.

Thanks,

Frederic

IQFeed Developer Support » Historical requests - speed of retrieval Sep 21, 2018 02:02 PM (Total replies: 4)

This makes sense.

Have a nice weekend!

Frederic

IQFeed Developer Support » Historical requests - speed of retrieval Sep 21, 2018 06:06 AM (Total replies: 4)

So, I understand the transfer speed I am experiencing is normal, and multiple sockets is the way to go to make it higher. Reducing retrieval time by a factor 15 would be very nice indeed!

I have not managed multiple sockets before, I will look into this asap.

Thank you for the very useful answer!

Frederic

IQFeed Developer Support » Historical requests - speed of retrieval Sep 21, 2018 02:18 AM (Total replies: 4)

Hi Tim,

When making requests for historical data, I pack my requests all in one (let's say 50 requests in the same string, separated by \n) and I send it over to IQFeed.

I then receive the 50 answers, one by one, approximately 0.5 sec apart from each other. So it takes about 20 seconds to receive the 50 answers.

Q: Is such a speed normal?

I find it rather slow compared to what we can receive with the live feed.

Q: Is there any way to speed it up?

Thanks!

Frederic

IQFeed Developer Support » Livefeed symb Sep 20, 2018 10:11 AM (Total replies: 5)

Hi Tim,

Thank you for the answer.

I really like your policy and the way you enforce it. (My goal was only to learn about the constraints.)

Have a nice day.

Frederic

IQFeed Developer Support » Livefeed symb Sep 19, 2018 10:41 AM (Total replies: 5)

Sorry for the chopped title... I submitted the post a little too fast.

IQFeed Developer Support » Livefeed symb Sep 19, 2018 10:39 AM (Total replies: 5)

Hi,

I read that we can't change symbols in order to work around the 500 symbols limitation for the live feed (which totally makes sense). Anyone happens to know how it works exactly? After unwatching a symbol, is there a delay before we can start watching another?

Also, is there a delay before Historical data is made available? Or is it available right away?

Thanks!

Frederic

IQFeed Developer Support » Historical Data question Sep 11, 2018 12:18 PM (Total replies: 10)

Sure will!

IQFeed Developer Support » Historical Data question Sep 11, 2018 10:51 AM (Total replies: 10)

Ok, thank you very much.

I still have much to learn.

(seems like your message was truncated)

IQFeed Developer Support » Historical Data question Sep 11, 2018 08:02 AM (Total replies: 10)

Ok, I got it, thanks.

I really appreciate your help.

Well, I do have another question now :-)

Here is my message to retrieve data :
HIT,ZGNX,300,20180910 075000,,,093000,160000,1

Here is what I receive:

2018-09-10 09:35:00,47.4500,47.2000,47.2500,47.2500,6099,4892
2018-09-10 09:40:00,47.3500,46.7750,47.1500,46.7750,15978,9040
2018-09-10 09:45:00,46.8000,46.6250,46.8000,46.6500,22087,5200
2018-09-10 09:50:00,46.7000,46.4750,46.7000,46.5500,36165,12897

According to the doc, the last two fields are [Total Volume] [Period Volume] (I don know why I do no get the '0' corresponding to the [Number of Trades]).

However, when you add the periods volumes, you never find the total volume:
Total Volume for the first line should be equal to the period's volume, that is 4892 and not 6099
Total Volume for the second line should be: 6099 + 9040 = 15139, whereas it shows 15978.
Total Volume for the third line should be 15978 + 5200 = 21178, whereas it shows 22087.

In the examples in the documentation (result Format for HIX, HID, and HIT requests) the calculations are correct.

Is there something I am missing?

Thanks again..

Frederic

IQFeed Developer Support » Historical Data question Sep 10, 2018 02:57 PM (Total replies: 10)

I cannot find what you are talking about...

On the same page, that is: https://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm?

Frederic

IQFeed Developer Support » Historical Data question Sep 10, 2018 02:17 PM (Total replies: 10)

Hi Tim,

Thank you for the answer.
Indeed, it makes more sense this way.

Here is where I got the info, see the bottom of the page, in red (I am not sure there is anything you can do about it):
https://www.quantstart.com/articles/Downloading-Historical-Intraday-US-Equities-From-DTN-IQFeed-with-Python

Lesson learned, I shall be reading the official doc only.

By the way, where exactly did you find it in the official documentation?
When I read it, I find, for HIT requests:
Request ID, High, Low, Open, Close, Total Volume, Period Volume, Number of Trades.

Frederic

IQFeed Developer Support » Historical Data question Sep 9, 2018 01:08 PM (Total replies: 10)

Hi,

There is something I don't understand with Historical Data.

Let's say I receive the following:

Downloading symbol: ASGN...
2018-07-20 16:00:00,84.4600,84.2700,84.3000,84.4300,179737,10029
2018-07-23 16:00:00,85.0600,85.0300,85.0300,85.0500,170771,3729

The format is supposed to be
[DATE],[OPEN],[LOW],[HIGH],[CLOSE],[VOLUME],[OPEN INTEREST]

So, for the first line of ASGN, I have
Open = 84.46
Low = 84.27
High = 84.30
Close = 84.43

Which makes the High lower than the Open and the Close. This I don't understand. How can the High be lower than the Open and the Close?

Can you please tell me what I am missing here?

Thanks!

Frederic

DTN.IQ Client Software Support » How to start iqfeed.exe programatically? Aug 1, 2018 11:41 AM (Total replies: 1)

Hi,

I would like to be able to start iqfeed without using the user interface.

I can have the IQLauncher started programatically but then there needs to be a click on the "Start IQFeed" button.

Is there a way to script this out? (PowerShell maybe?)

Thanks!

Frederic
Edited by fredericf on Aug 1, 2018 at 11:45 AM


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