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xiang888 has contributed to 7 posts out of 21185 total posts
(0.03%) in 6,219 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
data corruption May 1, 2007 03:05 PM
(Total replies: 0)
I have data integrity problem. for example, below is the Q message for DELL. the last price is 52.98, which is clearly wrong. the correct price is around 25. Q,DELL,F,52.98,27.75,1.099881094,10215641,100,25.8700,25.1500,25.4500,25.4400,19500,2500,,173,0.72,12:07b,,25.1600,25.2300,-0.01,,,,t,N,,,,04/30/2007,,52.98,,,,27.75,0,42.0,-0.391455233,0.,0.,27.82,,0.013590034,120350109.72,14,4,,15155349,AMEX-BSE-CSE-PSE-NMS,,,,,24219,,,25.60,,E, sometimes, it is very strange that field 4 is messed up. for example, Q,AKAM,F,0.DELL,-0.08,-0.001785714,3785963,100,45.5600,44.4800,25.5000,25.5100,2600,15800,175,175,1.08,12:36t,,45.2490,44.8000,0.01,,,,t,N,,,,04/30/2007,,0.DELL,,,,-0.08,0,117.9,-0.171742945,-19.21,-19.21,-0.529,,0.024150268,7201485.2,14,4,,8674139,CSE-PSE-NMS,,,,,13060,,,45.1235,,N, the field 4 has a string "0.DELL", instead of a float. this happens to lots of symbols. I am watching the 200 stocks. Another post on this forum mentioned the data corruption, which may be due to high data processing beyond IQConnect capability. anyone has idea how to resolve the problem?
Data and Content Support »
Having problems with data May 1, 2007 06:04 AM
(Total replies: 6)
I have the same problem as shimon discussed in his post. for example, below is the Q message for DELL. the last price is 52.98, which is clearly wrong. the correct price is around 25. Q,DELL,F,52.98,27.75,1.099881094,10215641,100,25.8700,25.1500,25.4500,25.4400,19500,2500,,173,0.72,12:07b,,25.1600,25.2300,-0.01,,,,t,N,,,,04/30/2007,,52.98,,,,27.75,0,42.0,-0.391455233,0.,0.,27.82,,0.013590034,120350109.72,14,4,,15155349,AMEX-BSE-CSE-PSE-NMS,,,,,24219,,,25.60,,E, sometimes, it is very strange that field 4 is messed up. for example, Q,AKAM,F,0.DELL,-0.08,-0.001785714,3785963,100,45.5600,44.4800,25.5000,25.5100,2600,15800,175,175,1.08,12:36t,,45.2490,44.8000,0.01,,,,t,N,,,,04/30/2007,,0.DELL,,,,-0.08,0,117.9,-0.171742945,-19.21,-19.21,-0.529,,0.024150268,7201485.2,14,4,,8674139,CSE-PSE-NMS,,,,,13060,,,45.1235,,N, the field 4 has a string "0.DELL", instead of a float. this happens to quite a few symbols. I am watching the 200 stocks. Does anyone else have the same problem?
IQFeed Developer Wish List »
Add time released snapshot data in addition to realtime watches Apr 23, 2007 09:21 AM
(Total replies: 7)
As I said in my previous post, I am monitoring the most 200 active stocks this morning by turning off onscreen printout and hard disk writing. I am happy to find out that there is no delay from iqfeed quote. Iqfeed is indeed wonderful and I wish I have tried the product earlier. I do not know what will happen if I monitor 1000 stocks. I do suggest even if Iqfeed is so fast, a snapshot quote option would be still a big plus both for your server and our clients. Sorry for my first misleading post.
IQFeed Developer Wish List »
Add time released snapshot data in addition to realtime watches Apr 21, 2007 07:26 PM
(Total replies: 7)
I checked my code, and found the code printed out and then wrote down to hard disk all the messages it received. Since I was watching the 200 most active stocks, the information is huge. the file is about 900 MB after the day was closed. the 1.5 Hour delay may be due to the queue from onscreen print out and hard disk writing. I apologize for my post if that is the reason for the delay. I will turn off the hard-disk writing and onscreen printing and all other processing for all messages on monday to see how the quote keeps updated,and will report back what I have found. I am using cable with 3MB bandwidth. I am doing this to find out how many stocks I should monitor, which is critical for my trading. I am very glad to hear that the snapshot idea is on the todo list. I believe lots of traders would be happy to have the option so that we can monitor more stocks without giving too much pressure on your server. I am eager to try this new feature.
IQFeed Developer Wish List »
Add time released snapshot data in addition to realtime watches Apr 21, 2007 05:42 AM
(Total replies: 7)
I totally agree a snapshot as what interactivebrokers does is great for people watching many active stocks. today, i am watching the most 200 active stocks, and the quotes are delayed as much as 1.5 hours. I suggest iqfeed to provide an option so that users can choose snapshot or every quote.
IQFeed Developer Support »
premarket traded price not updated until a new trade occurs Apr 20, 2007 01:36 PM
(Total replies: 5)
I do not understand the rationale why the server uses previous day's close for field 33 instead of using the current actual price, while at the same time reporting volume? this is very confusing. Suppose it is an illiquid symbol, only one trade occurs, and i send the query afer the trade happens, I would never know at what price the trade takes place. I only know from the volume that some trades take place, but no idea the traded price.
IQFeed Developer Support »
premarket traded price not updated until a new trade occurs Apr 20, 2007 07:54 AM
(Total replies: 5)
I am a new developer. For the last couple of days, I have been watching pre-market Quotes. I notice there is a problem with Q message. take QQQQ as an example, if I start to send request for level 1 at the time of 8:32:23am, the Q message reports the volume correctly but the traded price (field 33) incorrectly. The field 33 only reports the last price of the previous day until a new trade occurs. the following are the messages I received (I added eastern local time stamp ahead of each message followed by |). the following messages showed the premarket traded price was 45.15 (yesterday's close), with pre-market volume 1720985. the pre-market traded price was updated at eastern time 08:32:39am when a new trade occurred. localtime=20070420:083223| F,QQQQ,F,,87210000,45.5500,35.5400,45.5500,42.0600,0.2,,0.09,10/31/06,09/15,,,,,,,1.53,,,,POWERSHARES QQQ TR SR 1,OOF QAV QQQ UQQ,,1.82,OZC WD YWZ,,,,,555500,,0.50 03/20/00,,,t,14,4,6726,12.61,1,1,02/22/2007,07/18/2006,02/22/2007,03/05/2007, localtime=20070420:083223| P,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,7200,8100,,173,0.,08:31t,,0,45.1500,0.01,,,,t,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,,,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083225| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,8200,8100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083227| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,55200,8100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083227| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,56200,8100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083227| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,66200,8100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083227| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,67000,8100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083227| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,77000,8100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083227| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,84200,8100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083229| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,83400,8100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4000,45.4100,83400,6100,,173,0.,08:31b,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1720985,800,0,0,45.4100,45.4200,100,24000,,173,0.,08:31b,,0,45.1500,0.01,,,,t,N,,,,04/19/2007,,45.1500,,,,0.,0,,-0.980266197,0.01,0.01,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,539,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1722208,1223,0,0,45.4100,45.4200,100,24000,,173,0.,08:32T,,0,45.1500,0.01,,,,t,N,,,,04/19/2007,,45.4100,,,,0.26,0.26,,-0.980252173,0.01,0.01,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,540,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1722434,226,0,0,45.4100,45.4200,100,24000,,173,0.,08:32T,,0,45.1500,0.01,,,,t,N,,,,04/19/2007,,45.4100,,,,0.26,0.26,,-0.980249581,0.01,0.01,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,541,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1722704,270,0,0,45.4100,45.4200,100,24000,,173,0.,08:32T,,0,45.1500,0.01,,,,t,N,,,,04/19/2007,,45.4100,,,,0.26,0.26,,-0.980246485,0.01,0.01,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,542,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1724704,2000,0,0,45.4100,45.4200,100,24000,,173,0.,08:32T,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.4100,,,,0.26,0.26,,-0.980223552,0.01,0.01,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,543,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1728804,4100,0,0,45.4100,45.4200,100,24000,,173,0.,08:32T,,0,45.1500,0.01,,,,p,N,,,,04/19/2007,,45.4100,,,,0.26,0.26,,-0.980176539,0.01,0.01,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,544,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1728804,4100,0,0,45.4100,45.4200,100,20800,,173,0.,08:32b,,0,45.1500,0.01,,,,t,N,,,,04/19/2007,,45.4100,,,,0.26,0.26,,-0.980176539,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,544,,,45.4151,,N, localtime=20070420:083239| Q,QQQQ,F,45.1500,0.,,1728804,4100,0,0,45.4100,45.4200,22100,20800,,173,0.,08:32b,,0,45.1500,0.01,,,,t,N,,,,04/19/2007,,45.4100,,,,0.26,0.26,,-0.980176539,0.,0.,,,,25080825.,14,4,,95510366,AMEX-BSE-CSE-CHX-NYSE-PSE-NMS-PHLX,,,,,544,,,45.4151,,N, |
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