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Viewing User Profile for: DTN_Gary_Stephen
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Joined: Jul 3, 2019 11:09 AM
Last Post: Apr 15, 2021 08:45 AM
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DTN_Gary_Stephen has contributed to 180 posts out of 20125 total posts (0.89%) in 659 days (0.27 posts per day).

20 Most recent posts:
IQFeed Developer Support » missing split event? Apr 15, 2021 08:45 AM (Total replies: 10)

It looks like the most recent split for FNGU is there now:

wFNGU
F,FNGU,7,,5974000,44.0800,4.9860,44.0800,23.3000,0.0000,,,,,,,,,MICROSECTORS FANG+ 3X LEVERAGED ETN,,,3.85,,14034.0,,,,50000,0.10 02/12/2021,,14,4,,111.24,1,11,02/16/2021,04/21/2020,02/16/2021,03/26/2021,286.6900,,,,,0,,,,,,USD,,,,,BBG00JSLPH24,3,

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » OPRA Market Summary Bid/Ask Apr 8, 2021 03:23 PM (Total replies: 2)

The three Market Summary reports each gives you the list of what they include, at the beginning of the report:

EDS
Symbol, Exchange, Type, Last, TradeSize, TradedMarket, TradeDate, TradeTime, Open, High, Low, Close, Bid, BidMarket, BidSize, Ask, AskMarket, AskSize, Volume, PDayVolume, UpVolume, DownVolume, NeutralVolume, TradeCount, UpTrades, DownTrades, NeutralTrades, VWAP, MutualDiv, SevenDayYield, OpenInterest, Settlement, SettlementDate, ExpirationDate, Strike

FDS
Symbol, Description, PeRatio, AvgVolume, DivYield, DivAmount, DivRate, PayDate, ExDivDate, CurrentEps, EstEps, SIC, Precision, Display, GrowthPercent, FiscalYearEnd, Volatility, ListedMarket, MaturityDate, OptionRoots, CouponRate, InstitutionalPercent, YearEndClose, Beta, LEAPs, WRAPs, Assets, Liabilities, BalanceSheetDate, LongTermDebt, CommonSharesOutstanding, MarketCap, 52WeekHigh, 52WeekHighDate, 52WeekLow, 52WeekLowDate, CalHigh, CalHighDate, CalLow, CalLowDate, Expiration, LastSplit, LastSplitDate, PrevSplit, PrevSplitDate, NAICS, ShortInterest

5MS
Symbol, Exchange, Type, Last, TradeSize, TradedMarket, TradeDate, TradeTime, Open, High, Low, Close, Bid, BidMarket, BidSize, Ask, AskMarket, AskSize, Volume, PDayVolume, UpVolume, DownVolume, NeutralVolume, TradeCount, UpTrades, DownTrades, NeutralTrades, VWAP, MutualDiv, SevenDayYield, OpenInterest, Settlement, SettlementDate, ExpirationDate, Strike



Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Apr 8, 2021 at 03:24 PM


DTN has received several requests to add more historical bid/ask data to IQFeed. There are no immediate plans to do this, but we are aware of demand for it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



You're right, I misread your message. I'll look on the correct date when I can.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



The number of digits in a price should be consistent for a symbol. The items Price Format and Precision in the Fundamental Message will tell you what it should be. According to this, SCR should always have 4 digits in the price, so I don't know why the 9:30:20.038 tick would say "32" instead of "32.0000". or "31.5" instead of "31.5000". I retrieved all available ticks for SCR just now, and all have four digits after the decimal as they should:

2021-03-24 13:42:41.072849,26.3650,50,228222,26.2400,26.4900,730,O,19,87,0,24,
2021-03-24 13:39:34.805258,26.5400,20,226580,26.5100,26.5400,18,O,25,87,0,24,
2021-03-24 13:41:03.333657,26.4000,1,227592,26.2900,26.5100,728,O,19,87,0,24,

I can't check the 23rd right now, because trading markets are open and that is more than 8 days ago. But I will look for any examples of unexpected decimal precision when possible. If you know of any other examples, please let me know.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



IQFeed has no built-in functionality that would allow running in a non-GUI setup, but it may be possible. DTN officially requires a visual component to be used, and can only provide limited support for such a non-GUI setup.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


DTN.IQ Client Software Support » Incorrect Canadian Quotes Mar 31, 2021 07:55 AM (Total replies: 7)

As far as we know, there are no pending issues with TSE data. If you're still seeing wrong data as of now, please let us know.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



I believe all reports, historical requests, and error messages end with !ENDMSG! except for SYNTAX_ERROR. If you find one that doesn't, please let us know.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


DTN.IQ Client Software Support » Opening volume Mar 29, 2021 11:19 AM (Total replies: 2)

For some commodity types, not all volume included in "Total Volume" statistic exists in ticks. Implied trades and block trades are types of trades where this can happen. They don't have their own ticks, but the volume of these type of trades is included in the total volume of the session. The exchange sends the total volume with each trade message, so you may see increases in volume that the ticks alone don't account for.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Real Time Options Data... Mar 9, 2021 09:56 AM (Total replies: 5)

That would explain why your follow commands for the newly-subscribed option symbols weren't working. If you ever make changes to your subscriptions, you have to restart IQFeed for them to take effect. Thank you for the kind words about our service! I am glad I was able to help!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Real Time Options Data... Mar 8, 2021 06:23 PM (Total replies: 5)

In IQFeed, a symbol never differs between the live and realtime feeds. SPY2108C385 returned historical data to you, so SPY2108C385 is correct for live data also. Furthermore, there are never separate data subscriptions for live and historical. Since you can access the historical data, you are entitled to the live data, and vice versa. (With the caveat that your data subscription may be for delayed data only.) So we can eliminate the possibilities of a wrong symbol or subscription.

Beyond that, I'm not sure what exactly happened in your case.

- Are you watching more symbols than your maximum number? If so, IQFeed will not let you watch any more symbols. You can check this in Feed Stats (Maximum Symbols and Number of Symbols).
- SPY2108C385 did expire today. Is it possible you were following it after trading ended?
- When you first followed this symbol, did you get a Fundamental (F) and Update (Q) message? Any successful follow will give you this response, even if there are no live ticks coming in for whatever reason.
- The Level 1 port will ignore any command it doesn't understand, as opposed to giving you an error message. If you are doing any IQFeed logging, can you review it to confirm that "wSPY2108C385" or "tSPY2108C385" was sent?

Let me know anything else you can about this, and I can offer more suggestions.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


Data and Content Support » Missing OHLC for an SPX option via API call Feb 22, 2021 07:30 AM (Total replies: 1)

Yes, it's supposed to work like that. In general, historical requests will only return data for time periods in which trades exist. This is also true of the HID, HIX and HTT commands.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Yes, LgHubUpdater.exe is a common problem. This keyboard/mouse updater program uses port 9100, which is the same port number as the Lookup/History port uses. If LgHubUpdater it is running, you will not be able to do any request to that socket, but the other connections (such as port 5009, the Level 1 feed)will work fine. The easiest solution is just to shut off LgHubUpdater in Task Manager/Processes or Task Manager/Services.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



For the record, altmany is correct that the IQFeed API will not give you the Greeks correctly; you will have to calculate them yourself using data that it does provide.

The "Fundamental Message" and "Update/Summary Messages" pages of the online IQFeed help will list of all data points that are available via the IQFeed API.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Also, I have submitted a formal request that this functionality be added to the Option Chains API. We will notify you when there is any further news on it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



The only delay with any historical command is if you are not subscribed to realtime data for the symbol you are requesting. For example, the IQFeed Core Package includes NASDAQ data, but it's 10 minutes delayed unless you add a subscription to realtime NASDAQ data. Any historical request would be 10 minutes delayed also. So HDX with the IncludePartialDatapoint parameter would give you a partial daily total up to 10 minutes ago.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



For the record, the number of concurrent clients shouldn't be a factor. The server limits you to a total of 50 requests per second, no matter how many concurrent clients the requests are spread across. Let me know if you want me to dig deeper on this.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Too many simultaneous history requests Dec 28, 2020 09:55 AM (Total replies: 13)

We have increased the number of requests allowed from 25 to 50 per second.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



Quote: So I'm curious as to whether your intent is to limit the rate at which requests are initiated, or the bandwidth demand on the servers.


It's to limit the rate at which requests are initiated. If your software works as you describe - by not sending the next request until the last one is complete - then you should never afoul of the limit.


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Dec 28, 2020 at 09:50 AM


UPDATE: The new limit has been raised from 25 historical requests in a second, to 50 historical requests in a second. We are all also sending out emails to users with more information about this change.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



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