||May 12, 2004 09:02 PM
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mw has contributed to 16 posts out of 18853 total posts
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20 Most recent posts:
Can you adjust GWO (TSX) for a split please.
Effective today new symbology will start to affect a number of symbols as the TSX rolls out changes over the coming month. Will you be supporting this new symbology as noted, and if so, rolling over the old history as each symbol is flipped?
Here's details and a time schedule:
Just a note of thanks for fixing this issue!
Quote data for BCON, BFUN, ABMD is showing up - charting just fine in Neoticker.
FLWC is not - but it doesn't show up in another data feed I have either. Yahoo considers it "invalid".
Looks like its your application, not IQFeed.
Its unusual to see a company be so frank and open about its business.
Yes, unusual, but also comforting. Keep it up!
Thanks. Is sending an email a more efficient way of notifying you? I'll keep sending them as they are noted.
Quote: The problem was in symbol identification in our history servers, a fix should be live in about a week. This will not require a change in the IQFEED release.
Any update on this Lonnie? Its still an issue.
The following symbols in IQFeed have not been adjusted:
There are some others but I wasn't keeping notes then...
Thanks for the update, that's good news.
Important: I have one correction for you - DO NOT assume that all "C.symbol.U" format symbols are representing trading in US Dollars. They are not - the vast majority of these symbols are UNIT TRUSTS. Their native symbol on the TSX ends in .UN.
It DTN and eSignal symbology is similar here - both use ".U" as a suffix for these names. Frankly if you were going to change them, moving the legit unit trusts to .UN would be an excellent move IMO, making it clear.
There are a ton of Unit Trusts (income trusts) on the TSX - its been a huge growth sector in Canada.
So be forwarned and be careful!
PS: The TSX also announced this year that they will be changing symbology for shares without voting rights. i.e. BBD.B will change to something like BBD.B.NV if I recall.
If you aren't aware of this you should contact them or read their media section - there was a release in the past three months if I recall correctly.
Edited by mw on Jun 30, 2004 at 02:00 PM
Any comments on this?
Unlike US markets, the TSX has a HUGE percentage of stocks where the primary common stock traded is a class A or B stock, or the stock itself is an income trust (they all end in .UN on the exchange, or .U from IQFeed).
438 of the top 1325 symbols are of the format
well, you get the picture.
Many third party applications simply crap out when they are asked to request history bars from IQFeed for these symbols. I suspect you have the data, its an API issue of some sort. Clearly the symbols are being located - its just history retrieval for anything daily bar size or longer.
I verified the issue using the tool kit tools, as well:
- Dynastore - fails whenever it attempts to download daily and up history data for symbols of this format
- Neoticker, latest 3.5 with the latest client, same behaviour as the history tool
- Hyperserver, daily history downloads fail, same behaviour
So I think its fairly safe to say that the issue is on the IQFeed side of the API.
Greetings - At least as of the latest IQFeed API (188.8.131.52), no daily history is available for Canadian exchange symbols with the following format
C.symbol.suffix - as in:
etc. Others, such as C.NT, return daily history information just fine. Confirmed using third party applications as well as "history.exe" from the tool kit (which reports "Symbol Not Found").
Symbol Lookup on "Superior" will properly list "SUPERIOR PROPANE INCM FD" aside symbol C.SPF.U (the exchange symbol is SPF.UN) - however daily/weekly/monthly history lookup will return 'Symbol not found'.
I think you'll find that there are many users out there that make limited use of bid/ask. For many years I have maintained my own data in Tradestation's Globalserver, and I have never enabled the storage of bid/ask.
The only time I need it is when I am trading a particular market, and even then I tend to use my broker interface - I don't do anything special with bid/ask data and analytics based on same. Clearly there are as many others that differ and do use this data.
Certainly a charting application could identify when it needs bid/ask globally or on a per symbol basis... maybe one way to encourage this thinking and the care and attention required of a user (i.e. not populating a quote sheet with every single symbol, where bid/ask would be commonly displayed) would be to adjust symbol limits based on how many had bid/ask turned on or off. I.e. reward good behaviour with increased symbol limit for the same fee. Probably not a simple thing but a wild thought.
Edited by mw on May 17, 2004 at 02:45 AM
Thanks Jay - that is helpful.
FYI you may be the only real time vendor calculating new highs and new lows during the day to my knowledge - I know for certain that eSignal does not; not 100% certain about NAQ.
(and I do not consider Quote.com a data vendor so won't bother checking)
The IQ list is very complete (with the usual lack of stats for the TSX that I won't blame you for but would love to lobby for!) .
Your comment "symbology is different between the satellite and IQ feeds" - is the list of available calculated symbols also different? I note the Sat list on the web page is relatively short compared to this complete list.
Perhaps I could ask a similar question but unrelated to Forex - are calculated statistics such as
"@ISNA","NYSE ISS ADVANCES (LAST)"
"@ISND","NYSE ISS DECLINES (LAST)"
"@ISNT","NYSE ISS TOTAL (LAST)"
"@ISNU","NYSE ISS UNCHANGED (LAST)"
"@ISZA","NASD ISS ADVANCES (LAST)"
"@ISZD","NASD ISS DECLINES (LAST)"
"@ISZT","NASD ISS TOTAL (LAST)"
"@ISZU","NASD ISS UNCHANGED (LAST)"
- From the symbol guide on the web site - done in real time? What frequency of update?
I'm assuming that new high / low stats such as
@FINHT","NYSE NEW 52 WEEK HIGHS"
"@FINLT","NYSE NEW 52 WEEK LOWS"
Are done after market hours, could you confirm that and also let me know when the calculation process is completed and data transmitted?
Trying to think of little 'gotyas' that tend to creep up around the data fringes when switching feeds...
Is Forex data available via either DTN Sat or IQFeed?