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Viewing User Profile for: DTN_Tim Walter
About Contact
Joined: Apr 25, 2006 12:17 PM
Last Post: Jun 18, 2018 05:22 PM
Last Visit: Jun 20, 2018 02:08 PM
Website: http://www.dtniq.com
Location: Omaha, NE
Occupation: DTNIQ Customer Support Representative
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Email: tim.walter@dtn.com
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Post Statistics
DTN_Tim Walter has contributed to 1180 posts out of 18548 total posts (6.36%) in 4,443 days (0.27 posts per day).

20 Most recent posts:
Data and Content Support » Trade conditions Jun 18, 2018 05:22 PM (Total replies: 11)

Here is a few good ones and an example of one where the exchange appears to be incorrectly labeling them.

These are valid spread trades for today
AKRX1820S12.5: 09:43:47.395378 Tick ID: 12232821 Price: 1.12 Mkt: 13 Size: 30
AKRX1820S7.5: 09:43:47.395386 Tick ID: 12232822 Price: 0.17 Mkt: 13 Size: 30

AKRX1821I17.5: 10:51:16.008986 Tick ID: 52043408 Price: 3.95 Mkt: 16 Size: 8
AKRX1821I27.5: 10:51:16.008986 Tick ID: 52043408 Price: 0.95 Mkt: 16 Size: 8

AKRX1817T12.5: 11:38:03.690677 Tick ID: 73915981 Price: 2.08 Mkt: 9 Size: 11
AKRX1821U10: 11:38:03.690677 Tick ID: 73915981 Price: 1.67 Mkt: 9 Size: 11

This one was flagged as a spread trade from exchange but is actually a BWRT order with a single option leg and stock
AKRX1817H20: 12:57:26.558378 Tick ID: 104690555 Price: 2.10 Mkt: 13 Size: 3
AKRX: 12:57:26.585558 Tick ID: 1126 Price: 15.15 Mkt: Size: 300

Data and Content Support » Trade conditions Jun 18, 2018 09:52 AM (Total replies: 11)

Actually, we did find another like the one you mentioned and only the single trade was sent by the exchange. So we do not believe we are missing any data that the exchange has sent.

What conditions cause them to send or not send two trades (in the case of a spread) I can't answer. We have to assume what the exchange is sending is correct when it comes to the input. We will attempt to do what we can from this end, but resolving this issue will be an exchange level issue it appears. If we get anything else back I will keep you in the loop.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 09:39 AM (Total replies: 11)

Hello again,

I think I am going to need to try and find some more instances of this to try and resolve this. Could you let me know how you are capturing these events and then I can do something internally to help me better understand what is going on.

Tim


Good morning,

Sorry I missed this, but this happens when a corporate action, like a split occurs.

You can see a list of the underlying option roots for a given item in the fundamental message in the "Root Option symbol" field. In this case, it shows BBD and BBD1. If there was another action done, a BBD2 root value would be created.

Tim

IQFeed Developer Support » Possible error in HTX functions series Jun 18, 2018 08:03 AM (Total replies: 1)

Good morning,

The intraday values are whatever we had at the time of the trade. It is not indicative of any final values. Corrections are sent out by the exchange that add or remove volume throughout the day, adjustments or not applied to the cumulative volume numbers.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 07:22 AM (Total replies: 11)

Great, thanks for the confirmation. We'll let you know what comes of it.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 06:58 AM (Total replies: 11)

Looking at the 12.5 strike, we found what I think you are looking at. I have escalated this for further research. I hope to have more on it later this week.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 06:23 AM (Total replies: 11)

Can you confirm your symbol please? I am not showing that strike as having ever traded.

Tim

Data and Content Support » Trade conditions Jun 18, 2018 05:46 AM (Total replies: 11)

Happy to. I'll let you know what I can find.

Tim

IQFeed Developer Support » Historical data requests in 64-bit VBA Jun 11, 2018 05:36 AM (Total replies: 7)

Good morning,

I don't have anything VBA based unfortunately. I am sorry.

We have moved farther away from COM since the earlier posts. while it is there for backwards compatibility, we are not doing adding any new COM functionality. Based on this I would try to stick to the socket code outlined in the current documentation.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 02:33 PM (Total replies: 18)

Ok, not sure then, I'll just plan on visiting with you in chat then tomorrow.

Have a good evening.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 12:59 PM (Total replies: 18)

Ok, just wanted to be sure you were not in another country doing business, I can imagine that it may be related to your local IP address rather than your mail servers.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 12:49 PM (Total replies: 18)

In regards to troubleshooting the email error. What country are you in?

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 11:32 AM (Total replies: 18)

Sounds good, talk with you then.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 10:37 AM (Total replies: 18)

Can you log into the dev site and then click on the chat icon? Then at least I can get you going while I research the other.

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 10:35 AM (Total replies: 18)

Well...that's new.

I'll ask around. Thanks for letting me know.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 7, 2018 10:20 AM (Total replies: 18)

Anytime you issue a watch to a server, a Fundamental message will be returned.

The COM interfaces, while they have remained functional for backwards compatibility are no longer receiving updates, so I would recommend using the current socket based code that is used in our samples for any new development.

I'll send you an email with some additional details.

Tim

IQFeed Developer Support » IQLink/DDE problem Jun 6, 2018 09:07 AM (Total replies: 18)

Good morning,

We do have TCP options available that I think will meet your needs. But, we do not have development support for DDE. Do you have a development account with us currently? If you do, you can access the expiration date via our Fundamental data message. It is located here, http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm. You will have to be logged in for the page to work.

If not, you would want to reach out to our sales team so we can help to get you signed so we can help move you forward.

Tim
Edited by DTN_Tim Walter on Jun 6, 2018 at 09:07 AM

Data and Content Support » Short Interest field May 30, 2018 10:03 AM (Total replies: 2)

I just heard that field is actually no longer part of the feed that we offer, so I need to get that removed from the documentation and the code going forward. My apologies for missing that when the change occurred.

Tim

Data and Content Support » Short Interest field May 30, 2018 09:51 AM (Total replies: 2)

What symbol are you looking at? This will happen when there is no valid data for a given field on a given symbol. An example where you should expect a blank return would be for Expiration date on an equity.

Tim


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