DTN_Gary_Stephen has contributed to 5 posts out of 19206 total posts
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First, that is from Protocol 4.9, which is the oldest active (but still default) protocol. In all later protocols, this is handled differently.
For protocol 4.9, there is an explanation here: http://www.iqfeed.net/dev/api/docs/docs51/Level1UpdateSummaryMessage.cfm
Quote: The character indicates one of the following:
t - A trade update occurred
T - Extended Trade = Any trade that is counted in volume (field 7) but does not set a new open, high, low, or last.
b - A bid update occurred (an ask update may also have occurred)
a - An ask update occurred
o - Some other type of update occurred
For later protocols, the Message Contents field contains the type of trade(s) this message reflects. As of 6.0, the explanation of the codes is:
Quote: Possible single character values include:
C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.
b - A bid update occurred.
a - An ask update occurred.
o - An Open occurred.
h - A High occurred.
l - A Low occurred.
c - A Close occurred.
s - A Settlement occurred.
v - A volume update occurred.
You can get multiple codes in a single message but you will only get one trade identifier per message. It is also possible to receive no codes in a message if the fields that updated were not trade or quote related.
Quote: What's the difference between Exchange ID vs Listed Market in the Fundamental msg?
One is more specific than the other.
Recently, the exchanges started splitting into what can best be described as sub-exchanges. For example, what we think of as NASDAQ technically consists of several different exchanges: NCM (NASDAQ Capital Market), NGM (NASDAQ Global Market), and NGSM (NASDAQ Global Select Market), and others such as OTC and OTCBB.
In the F message, ExchangeID stores the broader group code (NASDAQ). Listed Market stores the more specific exchange code (NGSM). For example, the F message for MSFT would indicate 5 (NASDAQ) for Exchange ID and 21 (NGSM) for Listed Market. An NGM commodity would have 5 and 1, respectively.
The SLM command, as you noted, returns all the Listed Markets, and the exchange ID to which they belong:
1,NGM,Nasdaq Global Market,5,NASDAQ,
2,NCM,National Capital Market,5,NASDAQ,
3,OTC,Nasdaq other OTC,5,NASDAQ,
4,OTCBB,Nasdaq OTC Bulletin Board,5,NASDAQ,
6,NYSE_AMERICAN,NYSE American (Equities and Bonds),6,NYSE_AMERICAN,
7,NYSE,New York Stock Exchange,7,NYSE,
8,CHX,Chicago Stock Exchange,0,NONE,
Listed Markets 1, 2, 3, 4, and 5 are all part of Exchange ID 5. (An exchange can be part of itself.) In some cases there is no group ID, in which case that field will return 0.
The documentation seems to use the terms "Exchange ID", "Exchange Group", and "Group ID" interchangeably. They all mean the same thing: the broader definition of the exchange. We intend to edit this to make it more clear, and to explain the relationship between these terms and Listed Market.
Both the ExchangeID and Listed Market fields say "use the Listed Markets lookup to decode this value." This is correct; the list you get with SLM command consists of both.
Please note that you must specify Protocol 5.2 or later to see the exchange IDs with the SLM command. On 5.1 or the API default of 4.9, they will not be there.
Let me know if you still have any questions on this! I'll post in this thread if there are any related updates on this.
I am investigating this now.
In the meantime, I can tell you that yes, the GroupID was added to the SLM response between protocols 5.1 and 5.2. It hasn't changed since then.
DTN IQFeed API Support
That log entry (assuming it continues counting down to 0) means the IQFeed app is failing to connect locally. This can be caused by something interfering with the traffic. Make sure the subnet is open on the following port ranges:
66.112.156.XXX ports 5000 - 5050 and 60000 - 60050
66.112.148.XXX ports 5000 - 5050 and 60000 - 60050
DTN IQFeed API Support
Edited by DTN_Gary_Stephen on Aug 14, 2019 at 11:28 AM
It looks like your question about the symbols was answered at http://forums.iqfeed.net/index.cfm?page=topic&topicID=5618 . However, I'd like to add a little bit to it, on how to get the weekly data via TCP/IP connection.
The TCP/IP data has a historical section, described at http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm. It has a code to retrieve composite weekly datapoints, which is HWX. The syntax of the request is:
All but HWX and the ticker symbol are optional. The other parameters let you specify, respectively, a maximum number of data points; whether you want oldest-to-newest or newest-to-oldest (set DataDirection to 1 for the latter); RequestID (an identifier that will be sent back at the start of each line) and DatapointsPerSend (the number of datapoints that IQConnect.exe will queue before attempting to send across the socket to your app).
Gary Stephen, DTN