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Viewing User Profile for: oxford
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Joined: Oct 4, 2013 04:13 AM
Last Post: May 16, 2014 10:43 AM
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Post Statistics
oxford has contributed to 12 posts out of 21196 total posts (0.06%) in 3,879 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Treasuries Quote Format May 16, 2014 10:43 AM (Total replies: 0)

Hi

Is there any spec about formatting, etc. for treasury quotes delivered?

Thanks,
O

IQFeed Developer Support » COM > Level 1>OnUpdateMsg Feb 19, 2014 08:58 AM (Total replies: 0)

Hi,

Connecting thru sockets, usually multiple messages are sent (received). By currently using COM I experience that I'm always receiving only one update message. It this true that the COM event is fired for every single message?

Best,
O

IQFeed Developer Support » OHLC for today Feb 4, 2014 10:20 AM (Total replies: 7)

Hi Tim,

Can you point me to the right example? I'm trying to get the OHLC for the day only (so smaller interval). Using ReqHistoryDailyTimeframe I'm not able to receive the current day (last day = previous day).

Many thanks again.

IQFeed Developer Support » OHLC for today Feb 4, 2014 08:57 AM (Total replies: 7)

Hi Tim,

Yes, this is the case. Can I get openning times from the feed?

Thanks.

IQFeed Developer Support » OHLC for today Feb 4, 2014 08:14 AM (Total replies: 7)

Some background may be helpful:

Looking at IQWatchQuote I see ES opened at 1738.25, but the first tick I receive for today tradet has a last price of 1740.50.

Probably I'm misunderstanding something.
Edited by oxford on Feb 4, 2014 at 08:36 AM

IQFeed Developer Support » OHLC for today Feb 4, 2014 08:11 AM (Total replies: 7)

Hi,

What is the best way to get OHLC data for current trading day?

Thanks!

IQFeed Developer Support » Same tick sent multiple times (Dynamic Fields) Oct 10, 2013 08:05 AM (Total replies: 1)

Hi,

I'm using your C++ console example and simply print (cout) the message received. Prior to this I define a dynamic field set, and its delivery format seems to work.

However, what I encounter is, that I receive EXACTLY the same tick update multiple times (whith the same time stamp). Why is this?

To reproduce this, take your sample console app and define your field set (S,SELECT UPDATE FIELDS,Last TimeMS,Last Size,TickID,Message Contents\r\n).

Thanks,
Oxford

IQFeed Developer Support » C++ Suggested Libraries, Speed Oct 8, 2013 03:52 PM (Total replies: 6)

Hi Stargrazer,

Thanks for your reply.

It looks like the loop is the fast way - for now. I've to test some other search algos.

I've not highly experience with boost, so it remains to make some practical tests. Regarding casting, there are faster ways than lexical_cast, however boost::spirit can maybe make a difference.

Best,
Oxforx

IQFeed Developer Support » C++ Suggested Libraries, Speed Oct 8, 2013 03:40 PM (Total replies: 6)

I used strtok in combination with a loop to find the next position of the delimiter. But as you say, it copies around and that needs time.

My goal is to find the fastest way how to convert a char[] or string into a qualified structure (struct/class object), and then calculate further. Other issues I'm awaiting to have would be string conversions into doubles, etc. It's more a test and see which design approach to take. My utlimate goal is an analysis of times and sales data.

IQFeed Developer Support » C++ Suggested Libraries, Speed Oct 8, 2013 02:15 PM (Total replies: 6)

Hi Tim,

Thanks for your reply.

I'm using the char array, and the best performance was achieved by using strtok (<cstring>), which does not satisfy. My goal is to split the char array before the next update is sent.

What do you mean by "inline processing"? Any hint or example?

Thanks again,
Oxford

IQFeed Developer Support » C++ Suggested Libraries, Speed Oct 8, 2013 09:18 AM (Total replies: 6)

Hi,

I'm a new developer with IQFeed and currently playing aroundwith the provided examples.

I'm focused on working mostly with the Level1 feed and kindly ask all readers, if you can suggest me your preferred libraries you work with.

Currently I'm looking for a really fast string library (VC11) and it's just too slow . I've googled around and tried some libs, but I'm no not really happy - considering the speed of the feed updates we receive. I've left some promising string algos to test. Main concerns are splitting and conversion function.

I'm further highly curious to know of your experience with COM vs. SOCKET, with regards to speed? How much is the difference in speed?

Thanks in advance!

IQFeed Developer Support » C++ Samples Oct 7, 2013 09:06 AM (Total replies: 2)

Hi Mvega,

Are you implementing any AMT concepts?

Best,
Oxford


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