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Viewing User Profile for: Thelos
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Joined: Jul 12, 2019 07:34 AM
Last Post: Oct 7, 2019 04:37 AM
Last Visit: Oct 7, 2019 08:51 PM
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Email: tturki@thelos.tech
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Post Statistics
Thelos has contributed to 9 posts out of 19418 total posts (0.05%) in 220 days (0.04 posts per day).

20 Most recent posts:
Data and Content Support » Euronext data wrong Oct 7, 2019 04:37 AM (Total replies: 2)

Right now, the real time data from euronext is wrong.
All the last prices are 0. for exemple, PMZ19

please, can you fix it as soon as possible ?

Thank you
Edited by Thelos on Oct 7, 2019 at 04:48 AM

IQFeed Developer Support » FDS request bug Sep 24, 2019 02:34 AM (Total replies: 10)

Hi Garyn
now the messages ends with
2,!ENDMSG!, --> note the comma at the end

Tarek

IQFeed Developer Support » FDS request bug Sep 2, 2019 09:28 AM (Total replies: 10)

Hi,

here are more details about my last message.

From my C# program the following command line is executed :

var iqparams= $"-product {productId} -version {productVersion} -login {login} -password {password} -autoconnect";
Process.Start("IQConnect.exe", iqparams);

With iqfeed 6.1.0.18 : IqFeed Start and when my program close Iqfeed close which is very fine.
With iqfeed 6.1.0.19 : Iqfeed Start and close few seconds later with no reason. which make the 6.1.0.19 not usable at all.

Tarek

IQFeed Developer Support » FDS request bug Aug 29, 2019 05:18 PM (Total replies: 10)

Cannot test. the version 6.1.0.19 closes few seconds after startup (I would say between 2 and 10 seconds)..

Tarek

IQFeed Developer Support » where is the close price date ? Aug 20, 2019 08:43 PM (Total replies: 2)

Hello Gary,

I am working on a position keeping software. it allows user to add to his position any security from any market.
for each security in position I want to feed the software with the following informations (among ohters):
Close,settle (if applicable),date.
for exemple,
for CAQ19 :

date | close | Settle
2019-8-20 | 150.2 | 150.2
2019-8-21 | 154.2 | 154.1
2019-8-22 | 155.1 | 154.9
......

the date is the market local date. I mean if the market close the 2019-8-20 at 19:00:00 even if my local date at the same moment is 2019-8-19 or 2019-8-21 this must not have an impact.

these data are stored and used to valuate the position (p&l,greeks...) and to compute the Value at Risk.

there is no need for me to listen to the feed for tick by tick data. So I made a batch that takes a snapshot (subscribe/unsubscribe) nearly each hour; for each security I get the UpdateMessage, now I want to store the close and the date in my table (in case of new close).

exemple, I get this :
close= 150.2
Last Date= 2019-8-20
Last Time= 17:40:02

how to know if the close belong to 2019-8-20 or 2019-8-19 or even 2019-8-21 (in case there was no trades for 1 or 2 days) ?


Tarek
Edited by Thelos on Aug 20, 2019 at 08:49 PM

IQFeed Developer Support » where is the close price date ? Aug 20, 2019 01:33 AM (Total replies: 2)

Hi,

In the Update Message, what is the date of the close value (Close field) ?
For the settle there is a "Settlement Date" field but not for the Close.
Is there any logic I can apply to find the close date ?

Tarek

IQFeed Developer Support » FDS request bug Aug 19, 2019 10:14 AM (Total replies: 10)

I am using the version 6.1.0.18

Tarek

IQFeed Developer Support » FDS request bug Aug 19, 2019 09:53 AM (Total replies: 10)

Hello Gary,

I still can reproduce the bug every time.

When entering only FDS,8,71,20190817,4 it's working but if I enter the 3 requests after connecting as I mentioned then I get the wrong result !

Tarek

IQFeed Developer Support » FDS request bug Aug 19, 2019 02:46 AM (Total replies: 10)

Hello,

I use the 6.1 protocol and run the 3 folowing queries (one after the other):
FDS,8,30,20190817,2
FDS,9,30,20190817,3
FDS,8,71,20190817,4


the answer to the 2nd querie ends with :

......
3,@YMZ19P31600,"E-MINI DOW JONES $5 DECEMBER 2019 PUT 31600",,,,,,,,,,,2,12,,,0.18,42,,,,,,,,,,,,,,,,,,,,,,,20191220,,,,,,
3,@YMZ19P31700,"E-MINI DOW JONES $5 DECEMBER 2019 PUT 31700",,,,,,,,,,,2,12,,,0.18,42,,,,,,,,,,,,,,,,,,,,,,,20191220,,,,,,
3,@YMZ19P31800,"E-MINI DOW JONES $5 DECEMBER 2019 PUT 31800",,,,,,,,,,,2,12,,,0.19,42,,,,,,,,,,,,,,,,,,,,,,,20191220,,,,,,
3,!ENDMSG!


the answer to the 3rd querie starts with :
4,@YMZ19P31900,"E-MINI DOW JONES $5 DECEMBER 2019 PUT 31900",,,,,,,,,,,2,12,,,0.19,42,,,,,,,,,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
4,CA#,"CORN NOVEMBER 2019",,,,,,,,,,,2,12,,,10.07,71,,,,,,,,,,,,,,,185,20180803,165.25,20190513,,,,,20191105,,,,,,
4,CAF20,"CORN JANUARY 2020",,,,,,,,,,,2,12,,,10.04,71,,,,,,,,,,,,,,,182.25,20190724,167.75,20190513,,,,,20200106,,,,,,
4,CAF21,"CORN JANUARY 2021",,,,,,,,,,,2,12,,,35.55,71,,,,,,,,,,,,,,,,,,,,,,,20210105,,,,,,
4,CAH20,"CORN MARCH 2020",,,,,,,,,,,2,12,,,9.55,71,,,,,,,,,,,,,,,184.25,20190724,169,20190513,,,,,20200305,,,,,,
.......


problems :
- the header line of the 3rd request is wrong.
- it seems that some lines of the 2nd request are missing

It seems that this bug occurs if I do this just after the connection.

Tarek


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