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davidt07 has contributed to 8 posts out of 21196 total posts
(0.04%) in 4,675 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
out of memory in sockets in v 5.0.0.11 Jun 13, 2013 04:50 PM
(Total replies: 20)
Email will be fine, thanks David
IQFeed Developer Support »
out of memory in sockets in v 5.0.0.11 Jun 13, 2013 04:21 PM
(Total replies: 20)
Absolutely, please let me know how I should send you my app? It's basically Level1SocketsForm tied to a MSSQL DB using ADO.NET. I've used a try catch for error exception and my app is not throwing any exceptions, just that error popup from IQConnect. I will wrap up my whole app for you guys so that you can give it a run including my db schema definition. Kindly David
IQFeed Developer Support »
out of memory in sockets in v 5.0.0.11 Jun 13, 2013 03:47 PM
(Total replies: 20)
Hi, I just upgraded to 5.0.0.14 after receiving this same error message from 5.0.0.11 and I am still suffering the same issue as described in this post. I am only watching 4 symbols and I am not pulling any historical data. I am watching, YMM13, YMU13, ESM13 and ESU13 I am running on Windows 2008 R2 64bit on a Quadcore XEON CPU with 12GB of RAM running MSSQL 2008 R2 It seems like there is still a memory leak with IQConnect? Thanks -- David Tran MCP, MCSA Windows Server, MCTS Vista, MCITP MS SQL 2008 R2 Database Administrator Pro
IQFeed 3rd Party Software Support »
Raw data error correction RealTime Oct 7, 2011 07:58 AM
(Total replies: 3)
Hi, For today, I had these results. My Last values are obviously wrong. Please look at the DTNTickID and the LastTradeTime. Last Bid Ask LastTradeTime Spread LastTradeDate TimeStampInternal DTNTickID 0 11056 11057 03:42:42 1 2011-10-07 2011-10-07 03:42:32.500 12791395 -37 11009 11011 05:24:41 2 2011-10-07 2011-10-07 05:24:31.033 12932000 0 11014 11015 05:52:18 1 2011-10-07 2011-10-07 05:52:07.533 12965105 0 11013 11015 08:00:14 2 2011-10-07 2011-10-07 08:00:03.610 13109290 Many thanks David
IQFeed 3rd Party Software Support »
Raw data error correction RealTime Oct 6, 2011 04:47 PM
(Total replies: 3)
Hi, I'm looking at @YMZ11 and just over this week there has been several errors in the tick data. For example LastTraded price of 0 or even -34 !!! So I am able to filter these out using a simple algorithm checking the LastTraded price against the Bid/Ask, but what about other smaller glitches? For example, I have compared tick by tick data from eSignal and IQFeed over certain periods and eSignal's data in their Chart seems to be much cleaner and get good readings. How does everyone filter out bad trades during Real-Time ???? Thanks David
IQFeed Developer Support »
RangeBar conditions and Feed Data Oct 6, 2011 09:59 AM
(Total replies: 1)
Hi all, I'm trying to create RangeBars of 3 points from the IQFeed's data however although I have some great success like creating RangeBars that matches what I see in charts on eSignal(eSignal data) and Ninja Trader (IQFeed Data) 99% of the time, what I cannot understand is that even with Ninja Trader, I'm having different results. For example, looking at YM Futures, December 2011 for the 4th of October 2011 at approximately 10:43:16 to 10:43:27, with my calculations I would have had about 9x RangeBars of 3 points. This includes 2 phantom ticks that I added to close the RangeBar at either it's High value or Low. However, when checking against eSignal and Ninja Trader, and as stated above, Ninja Trader is using IQFeed as it's data source, both have considerably less bars, like only 5 and eSignal had only 4??????? What is going on??? because this is completely throwing off ALL of my Technical Analysis calculations. From what I understand about RangeBars, there are 3 conditions that needs to be met. Quoted from the link below http://www.investopedia.com/articles/trading/10/range-bar-charts-different-view.asp#axzz1a0szcxmC Three rules of range bars: Each range bar must have a high/low range that equals the specified range. Each range bar must open outside the high/low range of the previous bar. Each range bar must close at either its high or its low. Can anyone help me figure out what I am doing wrong please? Look at the attached screen shot. The green highlighted columns signify matching values to eSignals charts and Ninja Trader sorta matches up. The rest just simply don't match up. HELP!!!!! Thanks David
IQFeed Developer Support »
Volume Weighted Moving Average Formula help pls Aug 1, 2011 12:10 AM
(Total replies: 0)
Hi all, I've been looking high and low for the formula used for calculating a Volume Weighted Moving Average however I am unable to find a definitive answer. Everywhere just seems to be skipping around the subject without actually providing a real concrete mathematical or logical explanation for it. So please, someone, share with me the formula because I really like to know! Also, I am watching @YMU11 and I am receiving the real time data stream and can see all the ticks coming through (I'm looking at Level1SocketForm example in the IQFeed 4.8BETA release of the API C#). And so I am getting all of this data as described here http://www.iqfeed.net/dev/api/docsBeta/UpdateSummaryMessageFormat.cfm My question is, from this, if I am grouping by a time basis, how does one calculate volume? Do I take every single update into consideration or just one specific type as defined by update type column 18 ? Sorry for the noob questions ! And I humbly appreciate your answers. Many thanks David |
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