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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Market Summary Reports with Python - SYNTAX_ERROR?
Author Topic: Market Summary Reports with Python - SYNTAX_ERROR? (3 messages, Page 1 of 1)

icackler1
-Interested User-
Posts: 3
Joined: Feb 5, 2022


Posted: Feb 5, 2022 09:13 PM          Msg. 1 of 3
I'm trying to retrieve the Market Summary reports using my Python script, but keep getting "E,!SYNTAX_ERROR!,". I can get everything else I need to work, such as SST, SLM, CEO to retrieve option chains, and setting & removing watches to stream option symbol quotes. So I know I've basically got things working, but just not the reports. Any ideas?

I also get the same results when connecting using putty to 127.0.0.1, port:9100, connection type: Raw. I can get option chains, etc, but not the Market Summary Reports.
EDS,1,5,20220203 -- I've tried different combinations of Security Type & Group IDs, but always just get a syntax error.
E,!SYNTAX_ERROR!,


This is what I'm running in my Python script for the Reports:
#!python3
import sys, getopt, time, socket
import contextlib

iqfeed_host="127.0.0.1"
iqfeed_port=9100
timeout=10.0
chunk_size=65535

with contextlib.closing(socket.create_connection((iqfeed_host, iqfeed_port))) as iqfeed_socket:
iqfeed_socket.settimeout(timeout)

#msg="SST\n" #Request a list of Security Types from the feed.
#msg="SLM\n" #Request a list of Listed Markets from the feed.
#msg = "CEO,AAL,pc,ABCDEFGHIJKL,,\n" #Get option chain

msg="EDS,2,14,20220204,TEST\n" #End of Day Summary -- 2,IEOPTION,Index/Equity Option, 14,OPRA,OPRA System,

iqfeed_socket.sendall(msg.encode('ascii'))

loop = True
while loop == True:
chunk = iqfeed_socket.recv(chunk_size).decode("utf-8").strip()
print(chunk)

if chunk.endswith("!ENDMSG!,"):
loop = False
elif chunk.endswith("E,!SYNTAX_ERROR!,"):
loop = False

altmany
-Interested User-
Posts: 73
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: Feb 6, 2022 02:05 AM          Msg. 2 of 3
Perhaps you connect to IQFeed without setting a protocol version (S,SET PROTOCOL,6.1 for example); in such a case IQFeed uses the default (older) protocol version, which does not understand the EDS command.

Yair Altman
IQML - IQFeed-MATLAB connector
https://UndocumentedMatlab.com/IQML

I am not a DTN employee; my post reflects my personal opinion

icackler1
-Interested User-
Posts: 3
Joined: Feb 5, 2022


Posted: Feb 6, 2022 08:52 PM          Msg. 3 of 3
Yes, that was it. Thanks!! I have another script for the streaming quotes, and I was setting the version there, but not in this one for downloading the reports.
 

 

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