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Viewing User Profile for: DTN_Tim Walter
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Joined: Apr 25, 2006 12:17 PM
Last Post: Yesterday @ 06:02 AM
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Website: http://www.dtniq.com
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DTN_Tim Walter has contributed to 1115 posts out of 18347 total posts (6.08%) in 4,324 days (0.26 posts per day).

20 Most recent posts:
IQFeed Developer Support » Historical early market close via API? Yesterday @ 06:02 AM (Total replies: 2)

Good morning,

Not that I can think of. There are things like very active symbols that you could infer information from their behavior for those past dates, but I can't think of anywhere that a list has been published.

Tim

IQFeed Developer Support » Historical early market close via API? Yesterday @ 06:02 AM (Total replies: 2)

Good morning,

Not that I can think of. There are things like very active symbols that you could infer information from their behavior for those past dates, but I can't think of anywhere that a list has been published.

Tim

IQFeed Developer Wish List » Ignore OddLot/SoldOutOfSequence ticks Feb 22, 2018 10:15 AM (Total replies: 3)

Another note while I am thinking about it, you mentioned oddlots, but oddlots are not part of our minute data. Now oddlots only started a few years ago, and prior to that, a trade of 1 was sent by the exchange the same as a trade of 100, so they will be included in that older data. I wanna say that was 4 maybe 5 years ago.

But, if you think you are seeing oddlots in any recent minute data let me know and if I can I will confirm there isn't a problem I don't know about.

Tim

IQFeed Developer Wish List » Ignore OddLot/SoldOutOfSequence ticks Feb 22, 2018 09:41 AM (Total replies: 3)

Trade conditions are sent with every tick so you should be able to filter those in your app as you see fit. The field to watch is Most Recent Trade Conditions. We also have trade conditions attached to each tick in history. But as to the minute and daily bars, we don't keep the underlying ticks to build from so it uses what we had from the exchange. I will write up the request though.

As to the previous issue, if I recall we added a tick to the wrong bar because it was soldoutofsequence and a fix to prevent that is part of a release that is in QA now, so it should be live within a couple weeks. Unfortunately, that is not something we can backfill due to the reasons above. But hopefully it will be better going forward.


Tim
Edited by DTN_Tim Walter on Feb 22, 2018 at 09:44 AM

Data and Content Support » backfill for @ES# Feb 21, 2018 11:51 AM (Total replies: 37)

Just a guess, but it may be because you can only get 8 calendar days during market hours and 180 days outside of that. If your app requests that extended time frame after 3:30 CST that may be all you need, otherwise just reach out as Mark mentioned and we will dig further.

Tim


Ok, I have some meetings later today, but if you see me online when you get back, please track me down. There is very little that I can do to see or resolve sub-second delays as most are masked by the operating system. But, we will certainly do what we can to help.

Tim


In order for me to check, I have to look at your connection when it is happening, so if you want to come into developer chat and we can coordinate the test I would be happy to do that for you.

In looking at your connection currently, I can see you are watching a fair number of symbols, with no data queued on this side currently and what appears to he a healthy connection. Are things better this morning on your end?

When you say we are delayed, what are you comparing your reception time to?
You said bids and asks are delayed in IQWatchQuote, by how much? Were other things on time?

Tim


Good afternoon,

It sounds like you have looked at everything on your end that I would have mentioned, and servers look solid today, so the other place that data could be delayed is when your connection is not ready to receive more data, it will queue up on our servers.

But, I can only see this at a moment in time, and currently there is nothing of interest there. No dropped data and queue is minimal. If you can load the app with a very high symbol count and re-create the delay, if you let me know when it gets delayed by something along the lines of 10 seconds and then I can try to catch it while it is happening.

There is a small buffer on the client side socket that could be in play here when the delays are subsecond, but Windows hides this buffer so I can't view what might be happening there.

Can you try and open up the IQWatchQuote app alongside your own to compare the delays that you seen in your app vs watchquote and let us know what happens there, it might provide some clues.

Tim


Actually, after asking about this I found that I was incorrect, we do not have earnings date. I was thinking that paying out dividends was equal to paying out earnings. My apologies and thank you for asking for clarification.

Tim


Good morning,

In our fundamental data message, there is a field for this, Ex-dividend date, details are at the page below.

http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm

Tim


Ok, glad to hear it. If anything else comes up just let us know.

Tim


Good morning,

You should be able to have up to 15 separate sockets pulling history simultaneously. If you continue to have issues though, send me some code to the developer email and I can see if anything jumps out at me.

Tim

Data and Content Support » Not receiving NASDAQ historical EOD data Jan 17, 2018 01:00 PM (Total replies: 1)

Good afternoon,

Nasdaq has a number of markets that report up through it and those underlying markets are where most of the symbols will originate. The majority of NASDAQ activity is done through listed market 21, NGSM. Perhaps that is the confusion? I would expect that you should have delayed access to most everything as is, but if you need real time that can be added via the IQFeed website.

https://my.telventdtn.com/storefront/login?ReturnUrl=%2fstorefront%2fcustomer%2fServiceSummary%3f

Tim


Do you have an example of the requests you are making and the failed message you received?

Tim


Just realized I didn't get the link pasted in before, here it is.

-deleted-

Tim
Edited by DTN_Steve_S on Jan 7, 2018 at 08:40 PM


Good evening,

I was looking for your account and could not track it down, could you send that over to the developer support email address please. Or, you can just submit one via this link.

Thanks,
Tim

IQFeed Developer Support » EOD Historical Dividend Adjustments Jan 3, 2018 08:47 AM (Total replies: 37)

Good morning,

We have continued to process these when customer demand has been present, so I do not have a specific date for you of when the last time was. I will say the last ones that I know of were, one in 2016 and two in 2014, but the potential for me to have missed one certainly exists.

We realize this is not the answer that you want or need. But, we do have multiple avenues being explored to attempt to enhance our offering to better meet your need. There is simply not an easy answer that is available to us currently and it will take more time to resolve. I do not know how much more time that will be.

Tim

IQFeed Developer Support » EOD Historical Dividend Adjustments Dec 27, 2017 08:54 AM (Total replies: 37)

Good morning,

The ability to tailor history to meet personal desires for dividend and split inclusion is certainly something we would like to add. We are actively looking at methods to resolve the gap between what we currently have and what you and others are asking for, but that work is just not ready to release. As soon as we have something we will post it, but there is nothing immediate that I can offer you to resolve this.

Tim

Data and Content Support » pre-open Total Volume Dec 27, 2017 08:35 AM (Total replies: 3)

We apply these items to our historical data upon reciept, so you can identify them in history by when the volume crosses, like in your case, but there is not a message in the level one data feed to help you process these situations real-time. It is something I will escalate to our product management to try and bring attention to on your behalf for future development.

Tim

Data and Content Support » pre-open Total Volume Dec 22, 2017 10:42 AM (Total replies: 3)

Good morning, Around 9:01 we received a deletion that was sent for a trade of 33472 shares that was originally sent at 08:32:37.827174. It then appears a similar trade was sent at 9:07 by the exchange. The total volume is the currently reported volume at the time of the trade, and that is what caused this apparent overlap.

Tim


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