Our software uses the date and time given in the timestamp messages sent from the IQFeed Client. One problem we have with this is that it could take up to a minute to receive the first timestamp message. It would be best if the client could send a timestamp immediately when we first connect along with the other initial connection messages.

There is currently a timestamp sent during the Initialization of the feed.

This is detailed in the documentation section titled "Initializing for TCP/IP" and although it isnt mentioned in the section "Initializing for COM", the same communication takes place and is passed to the client as you can see from the example apps.

Additionally, If using TCP/IP, you can make a S,REQUEST STATS and the resulting Market Time can be used to "sync" your app.

I have been using the TCP/IP, but looking over the messages that I receive when I connect, the timestamp is not included. This is what I get:

S,KEY,...
S,SERVER CONNECTED
S,IP,...
S,CUST,...
S,KEYOK

Then some seconds later, after I've already requested and started receiving streaming data I will get the timestamp message. The documentation says that a timestamp message is received every minute, and it seems to be the case that it is only received at the top of each minute. If I happen to connect 10 seconds after the top of the minute, I have to wait 50 seconds before the next timestamp arrives. I think normally the timestamp comes soon enough that it's not much of a problem, but when I'm starting updates immediately on connection, the delay can be a problem.

Thank you for letting me know about the S,REQUEST STATS message. That should help me get the right time.

The timestamp is sent between the S,CUST message and the S,KEYOK message but appears to currently only be sent on the inital login. If you open another client (without first logging out) the Timestamp is not sent. I will look into this.