Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
Viewing User Profile for: Craig
About Contact
Joined: Apr 16, 2010 09:35 AM
Last Post: Aug 21, 2023 01:32 PM
Last Visit: Aug 22, 2023 01:40 PM
Yahoo IM:
Post Statistics
Craig has contributed to 326 posts out of 21157 total posts (1.54%) in 5,061 days (0.06 posts per day).

20 Most recent posts:
IQFeed API Questions » Futures Tick Data Out Of Order. Aug 21, 2023 01:32 PM (Total replies: 7)

As per the other thread/ What does it take to get a response?

IQFeed API Questions » c & s update Message Contents. Aug 21, 2023 01:31 PM (Total replies: 28)

Sigh....a development project which I thought would take days has now stretched to months...
What does it take to get a response?
Edited by Craig on Aug 22, 2023 at 12:34 AM

IQFeed API Questions » c & s update Message Contents. Aug 11, 2023 01:55 PM (Total replies: 28)

Hi Gary - it would be good if I could have an answer to my question so I can continue development.

IQFeed API Questions » Futures Tick Data Out Of Order. Aug 11, 2023 01:54 PM (Total replies: 7)

Any updates on this?

IQFeed API Questions » c & s update Message Contents. Aug 8, 2023 10:43 PM (Total replies: 28)

Hi Gary,

This is good to know!
So does the same situation apply to close prices in equities (i.e one must have the Close field).

IQFeed API Questions » Futures Tick Data Out Of Order. Aug 2, 2023 03:30 PM (Total replies: 7)

Command: "HTT,@VXJ23,20221124 000000,20230801 235959,,,,1,1\r\n"

IQFeed API Questions » Futures Tick Data Out Of Order. Aug 2, 2023 01:23 AM (Total replies: 7)

Sorry Gary, I may have got the request type wrong.
I'll let you know the precise request after close tomorrow.

IQFeed API Questions » c & s update Message Contents. Aug 2, 2023 01:21 AM (Total replies: 28)

Thanks Gary, let me know what happens.

IQFeed API Questions » c & s update Message Contents. Jul 31, 2023 07:43 PM (Total replies: 28)

Are we going any further with this or not?

IQFeed API Questions » Futures Tick Data Out Of Order. Jul 31, 2023 07:42 PM (Total replies: 7)

When I do a HIT request on @VXJ23, on the second of February 2023 the downloaded ticks are out of order.
At around 10:54:04 the time jumps backward.

Here are the lines as they come in:

12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.620000,20.5000,1,8452,20.5000,20.5500,1061033,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,4,8456,20.5000,20.5500,1061061,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,3,8459,20.5000,20.5500,1061062,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.622000,20.5000,2,8461,20.5000,20.5500,1061063,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5000,1,8462,20.5000,20.5500,1061065,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5000,3,8465,20.5000,20.5500,1061066,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5100,1,8466,20.5000,20.5500,1061070,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.624000,20.5100,1,8467,20.5000,20.5500,1061071,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:01.625000,20.5100,1,8468,20.5000,20.5500,1061082,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,5,8473,20.5000,20.5500,1061184,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,1,8474,20.5000,20.5500,1061185,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:04.756000,20.5200,2,8476,20.5000,20.5500,1061186,O,32,4D,0,2,

--> Here

12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5000,1,8477,20.5000,20.5500,1042874,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5000,4,6600,20.5000,20.5500,1042875,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6601,20.5000,20.5500,1042876,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6602,20.5000,20.5500,1042877,O,32,4D,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:25:06.082000,20.5200,1,6603,20.5000,20.5500,1042878,O,32,4D,0,2,

--> and then back to where it was

12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,6,6609,20.5000,20.5500,1061264,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,4,8486,20.5000,20.5500,1061265,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,3,8489,20.5000,20.5500,1061266,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,8,8497,20.5000,20.5500,1061267,C,32,01,0,2,
12:40:25.9001928 PM [T: 01]1,LH,2023-02-02 10:54:10.758000,20.5500,5,8502,20.5000,20.5500,1061268,C,32,01,0,2,

In general - can we expect tick data to be in-order?

IQFeed API Questions » c & s update Message Contents. Jul 28, 2023 01:54 PM (Total replies: 28)

This is simply a grep of the log on the pattern 'Q,@VXMQ23'.
So unless the 'missing' events have a different form, they should be here.
Aren't the missing gaps in the numbers because of the other symbols I'm watching?

IQFeed API Questions » c & s update Message Contents. Jul 27, 2023 02:10 PM (Total replies: 28)

So they are not there right?
So do you plan to add them or was it all a misunderstanding?

IQFeed API Questions » c & s update Message Contents. Jul 26, 2023 03:11 PM (Total replies: 28)

OK - So here is the grepped logging for @VXMQ23 for today. I see no 's' or 'c' in the message contents on a cursory look - but I may be missing something.

IQFeed API Questions » c & s update Message Contents. Jul 26, 2023 02:01 PM (Total replies: 28)

I'm running with logging today - the file is huge - I will grep it down to the @VXMQ23 quotes around the close before sending.

BTW - What is the rule for requesting historical futures tick data? How far back can I go with requests on @VXMQ23? How far back can I go with any arbitrary futures symbol.

IQFeed API Questions » c & s update Message Contents. Jul 25, 2023 12:36 PM (Total replies: 28)

Yes - but this is in the time & sales data right?
I'm pretty sure I'm not seeing them in the realtime Q message stream.

As before - I see c & s messages for the day before, usually with a burst of F messages.
But I see nothing for the current day at around 4 est.

IQFeed API Questions » c & s update Message Contents. Jul 21, 2023 03:11 PM (Total replies: 28)

I'm just not seeing any 'c' or 's' events in the real-time Q messages around 4 est.
I'm seeing them coming through for the previous day before the market opens, so I know I'm logging them correctly, but nothing at the close.

I see the close in the time & sales trade conditions for equities but not for futures.
I think we're missing each other here - I will be in contact next week.
Edited by Craig on Jul 21, 2023 at 03:14 PM
Edited by Craig on Jul 21, 2023 at 06:01 PM

IQFeed API Questions » c & s update Message Contents. Jul 20, 2023 05:11 PM (Total replies: 28)

I'll not seeing them - but the fault must be on my side.
Thanks for the clarification.

IQFeed API Questions » c & s update Message Contents. Jul 20, 2023 01:42 PM (Total replies: 28)

Sorry to belabour the point - but to make sure I understand.

Equities will have an Q event with a 'c' in the message contents at around 4 est?

(Thanks for the telnet explanation - I think it also helps to connect to the historical port! :))
Edited by Craig on Jul 20, 2023 at 01:42 PM

IQFeed API Questions » VIX.XO 1 minute data Jul 19, 2023 11:13 PM (Total replies: 5)

Hi Gary,

I rang into into another data thing.
On this day there is a gap in the data for some reason:

2022-06-02 16:07:00,24.55000,24.53000,24.55000,24.53000,0,0,
2022-06-02 16:06:00,24.57000,24.56000,24.57000,24.56000,0,0,
2022-06-02 16:05:00,24.58000,24.55000,24.58000,24.55000,0,0,
2022-06-02 16:04:00,24.57000,24.56000,24.57000,24.57000,0,0,
2022-06-02 16:03:00,24.59000,24.56000,24.58000,24.58000,0,0,


2022-06-02 15:48:00,24.71000,24.71000,24.71000,24.71000,0,0,
2022-06-02 15:47:00,24.73000,24.70000,24.70000,24.73000,0,0,
2022-06-02 15:46:00,24.75000,24.71000,24.73000,24.71000,0,0,
2022-06-02 15:45:00,24.77000,24.73000,24.77000,24.74000,0,0,
2022-06-02 15:44:00,24.78000,24.77000,24.78000,24.77000,0,0,
2022-06-02 15:43:00,24.80000,24.78000,24.80000,24.78000,0,0,
2022-06-02 15:42:00,24.80000,24.79000,24.80000,24.80000,0,0,
2022-06-02 15:41:00,24.84000,24.81000,24.84000,24.81000,0,0,
2022-06-02 15:40:00,24.86000,24.84000,24.86000,24.84000,0,0,

The command for this was: HIT,VIX.XO,60,20220602 000000,20220602 200000

IQFeed API Questions » c & s update Message Contents. Jul 19, 2023 05:20 PM (Total replies: 28)

Thanks Gary - how are you issuing those commands?
When I try via telnet my output is swamped with timestamps etc.

Edit more questions:
1. So these events will appear with trade condition 's' in the real-time stream?
2. How do I identify a equities close in real-time?
Edited by Craig on Jul 19, 2023 at 05:28 PM

Time: Thu February 22, 2024 12:16 PM CFBB v1.2.0 14 ms.
© AderSoftware 2002-2003