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zyzhu2000 has contributed to 23 posts out of 21185 total posts
(0.11%) in 6,968 days (0.00 posts per day).
20 Most recent posts:
Hi,
Can anyone recommend a 'most reliable way' to check for corrupted records?
Also, a suggestion: Is it possible to put a checksum in the record in the new version?
G
It only makes sense to look for "bad tick opportunity" on tiny target markets like I am trying to do. On a bigger market if you are different from everyone else due to "bad tick opportunity," chances are you are wrong.
I am testing my own adaptive filters. That is another very important reason IQ feed should not try to filter out bad ticks for me.
Sometimes you want to know why a derivative market price respond oddly and some of these can be explained by bad ticks. So you want to filter them out but also want to know when there is a bad tick. Maybe it represents some trading opportunity.
I am playing with a tiny local derivative market so bad ticks actually gives trading tips.
Does IQfeed try to filter ticks for us? If so, do I have a way to turn it off? Bad ticks from exchanges are important and valuable information.
I am wondering if I can run IQConnect on two machines with one account. One for development and debugging and one for production.
Thanks.
Sorry I wasn't clear. I logged all the DJM5 updates between 8:30 and 3:00 today but all of them are updates due to trade and none of them are updates due to bid/ask change. I am looking at field 18 of the Q message. Do you know why?
Hi,
I have DJM5 on the watch list, but all updates I receive are trades. I never receives a single one of bid and ask update. What is going on?
Thanks, Geoffrey
After making the connections and subscribing for the watch list for about 5 hours, I received the following message. It is an unasked for P message. It is not a big deal but I am wondering why I would receive a P message if this is not a new subscription and I haven't asked for it by using fSym.
P,@ESM5,10,1181.50,3.75,0.003184037,760392,1,1182.00,1170.75,1181.25,1181.50,1 75,663,183,,11.25,15:46t,894913,1177.25,1177.75,0.25,,1177.75,,0,,,,,04/04/2005, ,1181.50,06/17/2005,,,3.75,0,,,0.,0.,4.25,1,0.009521794,,12,2,73,,,1177.25,0.00, 0.00,0.00,51534,,,,
Yet another one:
0.00,0.00,0.00,45196,,,,
Here is another one I received:
10431.270,26.97,0.002592197,192200865,,10431.420,10356.710,,,0,0,175,,74.71,14 :02t,,10401.710,10404.300,,,,,0,,,,,04/04/2005,,10431.270,,,,26.97,0,,,,,29.56,1 ,0.007162119,,13,3,,,,,,,,7099,,,,
I reveived the following from the feed. I don't know what type of message this is. Could you give me some pointer?
88,,,7.5,13:39a,894913,1177.25,1177.75,0.25,,1177.75,,0,,,,,04/04/2005,,1173.7 5,06/17/2005,,,-4.,0,,,0.,0.,-3.5,1,0.006389776,,12,2,73,,,1177.25,0.00,0.00,0.0 0,34673,,,,
If you look at DJM5 in the symbol look up page, it returns 20+ variations. The following are a few. Can you let me know if they represent the same thing and what are the differences?
@DJM5 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT @DJM5-@DJU5 DOW JONES INDUSTRIAL AVG JUN 05/SEP 05 CBOT @DJM5C10000 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT +DJM5 DOW JONES COMPOSITE JUN 2005 CBOT DJM5 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT DJM5C10000 DOW JONES INDUSTRIAL AVG JUN 2005 CBOT
Thanks so much!
Thanks. That answers my question.
What if I don't want to get updates but just want to get a snapshot?
I can find F, Q, and T in the docoumentation but I cannot find P. Can you give me some help?
I try to send to IQConnect fIBM or fDJM5. It works fine during the day, but it does not work after the close. IQExlporer does not work either, but IQWatchQuote works. \
Can you let me know why?
Hi,
I just developed a simple client. I find I am receiving a few message types that I cannot find documention.
When I send f@ESM5 to the server, I receive the following:
1. P,@ESM5,10,1177.50,-6.50,-0.00548986,1094072,10,1193.50,1172.50,0.00,0.00,0,0,183,,21.,16:14t,850492,1183.75,1184.00,0.,,1177.75,,0,,,,,04/01/2005,,1177.50,06/17/2005,,,-6.50,0,,,,,-6.25,1,0.017834395,,12,2,76,,,1183.75,0.00,0.00,0.00,273453,,,,
2. F,@ESM5,10,,,1234.25,1164.50,,,,,,,,,,,,,,,,,,E-MINI S&P 500 JUN 2005,,,,,,,,,,,,,,0,12,2,,,8,43,03/07/2005,01/24/2005,,,
3. P,@ESM5,10,1177.50,-6.50,-0.00548986,1094072,10,1193.50,1172.50,0.00,0.00,0,0,183,,21.,16:14t,850492,1183.75,1184.00,0.,,1177.75,,0,,,,,04/01/2005,,1177.50,06/17/2005,,,-6.50,0,,,,,-6.25,1,0.017834395,,12,2,76,,,1183.75,0.00,0.00,0.00,273453,,,,
Now the questions are:
1. What is F message? Where can I find documentation? 2. What is P message? Where can I find documentation 3. Why I am receiving two P messages?
Thanks, g
That's an interesting definition, but okay.
Hi,
This is an important issue. Every time the network connection breaks, IQConnect.exe dies and there is no way to recover automatically.
Any hint what to do?
G
Hi,
Do you have a complete list of symbols somewhere? It could be a file on your web site. It could also be something that can be accessed by the API. I am having some symbol mapping issues and would like to build a translation database.
g
Can I connect to IQConnect.exe running on another machine?
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