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Zeruel has contributed to 29 posts out of 21251 total posts
(0.14%) in 4,775 days (0.01 posts per day).
20 Most recent posts:
I'm currently using IQ Feed version 6.1.0.20 and pulling historical data via the API. At the end of each day I request the latest daily, weekly and monthly historical price data. My software automatically figures out what the last date of data I have for each symbol and then requests the delta from DTN. This code has been working for a number of years (over 9 years now) but as of today I started getting thousands of "Too many simultaneous history requests".
Normally I throttle my requests to a maximum of 8 simultaneous threads / requests but going anything over 1 is failing now. I can't even get 2 simultaneous requests without getting bombarded with "Too many simultaneous history requests" rejections from the API.
Is there a change to the way simultaneous historical requests work? Thanks!
Thanks Curtis.
Greetings,
The historical price data for PLUS doesn't appear to have been properly back-adjusted from a stock split on 5/22/2013.
Thanks Stephen.
Stock symbol ASB (Associated Banc-Corp) appears to have corrupted historical data. Daily, monthly and weekly data are all impacted.
It looks like a split in 2010 wasn't properly back adjusted and then in the 1997 to 2005 timeframe the price data is completely out of whack.
There may be other anomalies but these two are very easy to spot.
Thanks for correcting this.
I just wanted to follow up to say that @PXZ14 has the same issue on the same date.
@FVZ14 appears to have an incorrect Low price for it's daily bar on 7/7/2014. It's coming through as 0.0 instead of the correct low price for the day.
+GCK14 and +PLK14 are being reported as valid / active from the futures chain messaging however I'm only getting weekly and monthly bars for these two. There are no daily bars coming through for either of these symbols.
Any assistance would be appreciated. Thanks!
Thank you. This is much better.
Good afternoon, I recently encountered an issue where STRZA doesn't appear to be providing the full range of historical data for any bar type (daily, weekly or monthly). The earliest available data from the iqfeed is only back to January 2013 (while I'm expecting data to at least 2008 or earlier).
Is there any way to get this additional historical data from the feed?
Thanks.
These look good now. Thank you.
In addition to +BOK13 several other Soybean Oil contracts have 1 or more bad bars:
+BON13 +BOQ13 +BOU13 +BOZ13
+BOK13 (Soybean Oil) has a bad bar on 8/16/2012. The High price is 0.00.
Thanks Todd.
NC and TYC both appear to have bad data starting October 1, 2012. It looks like this could be because of recent splits that were not properly back adjusted however I have not been able to verify that the LastSplitDates for these symbols are incorrect.
Any assistance would be appreciated. Edited by Zeruel on Nov 2, 2012 at 06:01 PM
The price bars for SAND when looking up historical data (daily, weekly and monthly) are completely wrong for all dates prior to 5/9/2012.
Oats (+OZ12) has a bad High price for 9/7/2012.
The High for DHI on 4/28/2010 is 50.80 while other sources have it at 13.90. This also affects the weekly and monthly bars for that period.
Thanks Todd.
It has come to my attention that we've been unable to get historical daily price data prior to 2005 for various Futures contracts. The symbols and specific years that are affected seems somewhat random. In cases where we make a request and the feed responds with "Symbol Not Found" we keep a record of it; none of these symbols have been reported as "not found" and they all return monthly and weekly bars but not daily bars.
I've attached a file with symbols we're having an issue with. This was pointed out to me when a user attempted to look at daily data for Crude Oil 2004 (specifically +CLZ04) which should be valid.
Any assistance in either clarifying the range of available historical data (my understanding was that there was 15 years of historical daily/weekly/monthly price data) or helping to resolve why we're not getting the daily data or these symbols would be greatly appreciated.
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