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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


IQFeed Developer Support » Too many simultaneous history requests Dec 22, 2020 01:21 PM (Total replies: 13)

We're actually discussing some of these questions now. I'll post an update as soon as I have any more news.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Too many simultaneous history requests Dec 22, 2020 08:44 AM (Total replies: 13)

All,

This is caused by a recent change to how IQFeed handles simultaneous history requests. See this post for a full explanation:

http://forums.iqfeed.net/index.cfm?page=topic&topicID=5832

In brief: IQFeed now imposes a limit of 25 history requests per second, regardless of how long each request takes to run. Previously, the limit was 15 history requests per second, but when a request completed returning data it no longer counted against your limit. So if your app makes a lot of small history requests - which would exceed the new limit but not the new one - you may have started getting this error message the last couple days. The solution is to limit history requests to 25 per second, regardless of length.


Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

Edited by DTN_Gary_Stephen on Dec 22, 2020 at 09:03 AM


Effective immediately, IQFeed has made a change to how it handles history requests.

Previously, IQFeed would allow up to 15 simultaneous active history requests. "Active" meant they had to still be returning data. When one request finished returning data, the number of active requests decreased by one, and another request could begin without exceeding this limit.

Going forward, iqfeed will allow up to 25 historical requests in a second, with no regard to whether past requests have completed. If your application makes a lot of small history requests at a time, this may cause you to start receiving the "E, too many requests" error message.

Whenever you make a new history request, your number of active requests is increased by 1. Every 1/25th of a second (40 milliseconds) this number decreases by one. As long as you don't exceed a rolling average of 25 history requests per second, you will avoid the "too many requests" error. In other words: time your requests such that you do not exceed 25 per second.

This change was made in hopes of setting a more consistent, and easier to understand, bar for historical requests. It was difficult to know whether you had exceeded the old "15 simultaneous active requests" standard; a limit of 25 per second regardless of how long each request takes to run is much easier to work with. Also, it sets a consistent standard for history requests of all sizes, that will work with our server.

These changes pertain to request sent to the history server (port 9100) only. Level 1 (port 5009) requests, and other requests, are not affected. If you have any questions about this change, please ask us!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » 5MS 5-min market summary Dec 21, 2020 09:21 AM (Total replies: 1)

The 5MS command only returns the report once. If you want to receive it every five minutes, you'd have to re-request it each time.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » missing split event? Dec 21, 2020 08:30 AM (Total replies: 6)

The split updating process occurs at 01:50am CT.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » missing split event? Dec 18, 2020 04:45 PM (Total replies: 6)

I should also mention that we entered the 1-for-20 reverse split in this stock dated today. This has been corrected in IQ history and should now be visible.

Furthermore: the stock symbol changed from ANTGF to ANTGD just prior to the split, and it is now listed under ANTGD. This is typical for OTC stocks that undergo reverse splits – a fifth letter “D” is added to the symbol or replaces the previous fifth letter. This is a temporary symbol and after a few days the symbol will revert to ANTGF. This symbol change is an industry standard and not unique to DTN.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » missing split event? Dec 18, 2020 04:38 PM (Total replies: 6)

I don't know the exact timing of the update.

As for GECC, I did not find any history of any splits. I know there are some online websites that mention it, but I could not find any official documentation. GECC merged with Full Circle CApital in 2016 (http://www.investor.greatelmcc.com/node/6246/pdf). GECC declared three monthly distributions of $0.083 per share through December 2020. These can be paid in cash, stock, or a combination thereof. In cases like this, where the shareholder as han option of receiving stock or cash, these can be treated as a dividend. GECC does show a most recent dividend date that would match this payout.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » missing split event? Dec 17, 2020 04:52 PM (Total replies: 6)

ANTGF is a NASDAQ symbol. Splits for NASDAQ symbols are never entered before the day of the split. I would expect that new split to appear tomorrow. (NYSE symbols can, sometimes, be updated in advance, and have a 'last split' date that is in the future.)

I will investigate why GECC's splits aren't listed. If you can provide any other symbols you know of that are missing split data, we can investigate and add it where appropriate.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » COM Interface documentation broken? Dec 15, 2020 01:48 PM (Total replies: 3)

I should be a little more thorough about the COM interface:

The COM interfaces are end of life, and have been for some time now. We will not make any new code changes to the COM interfaces. They can still be used in the IQFeed API, but we only keep them active to support backwards compatibility. If you're working with an older app that used COM interfaces, they still work, and I can help with any questions about it. But no new development should be done with the COM interfaces.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Trade Aggressor: wrong data Dec 15, 2020 09:03 AM (Total replies: 2)

I have learned this result was due to an error that has already been fixed. So the trade aggressor should be correct going forward. Let me know if you get any more cases of this happening!

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Trade Aggressor: wrong data Dec 15, 2020 08:49 AM (Total replies: 2)

I have reviewed the data and you are correct. I am investigating further.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » COM Interface documentation broken? Dec 14, 2020 05:00 PM (Total replies: 3)

Where are you going exactly? The more modern protocols don't support the COM interface.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Failure under recent version of Wine Dec 14, 2020 04:58 PM (Total replies: 4)

I'll pass it along to development to see if we find anything in the log.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed Developer Support » Most recent API Docs Dec 14, 2020 04:49 PM (Total replies: 1)

No documentation that's public-facing, unfortunately. It's only in the iqfeed.net developer section which is only visible to subscribers. However, if you used the IQFeed API in 2016, things have not changed very much, and you can even specify an older protocol if you want. What is available, including a list of what's new, is at http://www.iqfeed.net/index.cfm?displayaction=developer§ion=main.

You may also send any specific questions you have to the IQFeed API Support address, or your sales contact, and I can answer them for you.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist


IQFeed 3rd Party Software Support » Bar Watch Help Dec 2, 2020 06:55 AM (Total replies: 7)

Here's what the UpdateInterval parameter does in the BW command: it gives you something to check for to ensure that your most recent message is current. If it's turned on, you'll get an incomplete BU message whenever a new tick has a trade in it. If you're watching a symbol, and no such new message has come in, you'll know that the most resent BC message is the most recent one. Or you can use the contents to update.

But yes, the interval bars work as described in the Tim Walter message, even I think he was talking about historical bars in general and not the BW feature. A new bar is not sent until completed, unless you turn on UpdateInterval and look for new data before the bar has been finalized.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist



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