DTN_Gary_Stephen
-DTN Guru-
Posts: 403
Joined: Jul 3, 2019
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Posted: Jun 24, 2020 07:03 AM
Msg. 3 of 6
Disregard my prior response; apparently my caffeine hasn't kicked in yet. FIGI is already implemented in IQFeed; it is part of the Fundamental Message in Protocol 6.1:
F,MSFT,5,33.3,35013000,203.9500,130.7800,203.9500,132.5200,1.0100,0.5100,2.0400,09/10/2020,08/19/2020,6.06,,0.14,06,MICROSOFT,MSFT,54.100,0.84,,175552.0,69420.0,03/31/2020,66662.0,7583440,0.50 02/18/2003,0.50 03/29/1999,14,4,7372,26.97,1,21,06/23/2020,08/05/2019,06/23/2020,03/23/2020,157.7000,,,,,511210,,,,,,USD,,,,,BBG000BPH459,,
You can retrieve it from that message whenever you follow a symbol. It is not in protocols earlier than 6.1, so you'd have to update if you're not already using it.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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DTN_Gary_Stephen
-DTN Guru-
Posts: 403
Joined: Jul 3, 2019
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Posted: Jun 24, 2020 08:12 AM
Msg. 5 of 6
I apologize for the misreading. Apparently my caffeine REALLY hasn't kicked in. I'm not aware of any future plans to implement FIGI in this fashion.
Also, it occurs to me that such functionality could be built, using what's currently available. If you built a database of all the symbols and FIGIs, you could accept the FIGI as user input, cross-reference it to the symbol, and send the command to the IQFeed API using the symbol. The FIGIs can be collected using watches on the Level 1 port (watch symbol, collect FIGI from fundamental message, unwatch symbol). Alternatively, I am aware of a third-party API called OpenFIGI which you can use to retrieve FIGI for a given ticker symbol and exchange. There may be other similar options out there.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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