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Viewing User Profile for: davhol_03086
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Joined: Apr 27, 2005 10:56 PM
Last Post: Jun 10, 2009 11:27 AM
Last Visit: Nov 28, 2009 11:48 AM
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Location: New Hampshire
Occupation: Software Engineer
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Email: dholliday@TheSolutionWorks.com
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davhol_03086 has contributed to 9 posts out of 18238 total posts (0.05%) in 4,594 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Historical lookup efficiently Jun 10, 2009 11:27 AM (Total replies: 1)

If I need to retrieve historical data for 500 symbols via the socket lookup. Is it faster to use a thread pool of 50 threads making new connections to the LookupPort for each symbol, or push the 500 requests through on one connection to the LookupPort with a RequestID for each symbol? I think what this boils down to is can I take advantage of concurrent request handling on your server? Or maybe get my requests on your queue sooner? Is there a limit to how many requests I can make on one connection (with unique RequestIDs) at one time? Is there a disadvantage to a large number of requests on one connection?
Thanks

IQFeed Developer Support » TickID Mar 20, 2009 03:27 PM (Total replies: 4)

Oh well.
Does this mean that you store the historical data in the order it comes from the exchange? This would mean that I am responsible for throwing away historical tick data that is out of order as I read it in. This is okay, I just need to know since a tick that comes in out of order is no longer of use and must be filtered out.
Any chance we will see TickIDs in the tick stream anytime soon? Otherwise I will continue to use volume to connect historical ticks with streaming ticks and filter out past, out of order, ticks.

Thanks,
David

IQFeed Developer Support » TickID Mar 20, 2009 02:03 PM (Total replies: 4)

What exchanges, actually send something other than 0 for the TickID. For example, I am testing with IBM, GLD and a few other symbols today, all return 0 for the TickID. Here is IBM:

Q,IBM,D,94.2000,1.54,0.016619901,7223989,100,95.0000,92.8500,94.1900,94.2200,100,600,173,,2.15,12:48:58t,,93.1600,92.6600,0.03,,,,p,,,,,03/20/2009,,94.2000,,,,1.54,0,10.4,-0.479652165,0.,0.,1.04,0,0.022823779,126553743.60000001,14,4,,9899994,BSE-CSE-CHX-NYSE-PSE-NMS,,,,,24678,,,93.8499,0,N,,

Is this correct?
Is this something that I need to check to see if it is non-zero before trying to use it?
I am using Java with IQFeed 4.5.0.3.
Is there something else that needs to be updated on my machine?

Thanks,
David

IQFeed Developer Support » TickID Mar 20, 2009 12:16 PM (Total replies: 4)

I found a post on Aug 30, 2007

"TickID is a feature in the new history servers. Only the 148 server farm has this."

How do I connect to server farm 148?

Thanks,
David

IQFeed Developer Support » Best practice documents? Oct 25, 2008 09:14 PM (Total replies: 0)

Are there any documents that share the wisdom of past developers. Is there any place where developers share pseudo-code, problem solutions, code files, etc. For example logging on. Currently (I don't really remember, but I think) I try to log on, wait 10 seconds and check to see if I am logged on. If not I try again, etc. What is the best practice.
There are lots of these common problems that everyone must solve. Like downloading historical data for many symbols efficiently. Correcting stored historical data for splits is another.
I code in Java but pseudo-code would be helpful to all.
Thanks,
-David

IQFeed Developer Support » Lookup request per second limit? May 11, 2007 12:36 PM (Total replies: 1)

I need to get daily data during the off hours. When I use a fixed size thread pool (50) and make requests as fast as possible I get a can't connect to the history socket message for all requests. If I throttle the requests it works. Is there a request per second limit?

I am using 4.2.1.4
Only one IQ32.dll
Java 6

Thanks,
David

IQFeed Developer Support » Historical lookup best practice Nov 20, 2005 10:43 PM (Total replies: 1)

Do I need to serialize my lookup thru one socket connection? Or, can I open a connection for each symbol, using a fixed size thread pool so that the number of connections at any one time will be limited? I will be requesting daily data for up to one thousand symbols, usually before the market open. Are there any tricks, hints, or things to look out for?
I program in Java.
Thanks,
David

Off Topic » Anyone using Colocation? May 15, 2005 06:01 PM (Total replies: 4)

Symantec PCAnywhere - It works well. Cost, I think around $250.
GoToMyPC - Have not tried. Has good reviews. Cost?
LogMeIn - I use the free version. I like it. It's free and easy so give it a try. (LogMeIn.com)

-David


- use DTN/IQFeed as a data feed
- use IB as a broker
- be developing applications for automated trading using APIs from the above
- develpop in Java (well mostly)

Hi,
I hope to meet all of the above criteria. I’ve had DTN/IQFeed for all of two days. Looked at IB demo. I currently automate my trades in TradeStation while I am at work.
After being unemployed for a year, I found a job (with a three hour commute) as a Java developer. With not enough time as it is I was disappointed to see that DTN does not provide complete, robust Java connection code. Oh well. Anyway, is there anyone who would be willing to share their Java code to connect to IQFeed (and/or IB). Server code can be in any language. I have to ask after seeing that people are spending large amounts of time reinventing these fundamental and important pieces of code. I would of course give back any changes and ideas to the group.
Thanks,
David


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