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karthikkrishnan has contributed to 22 posts out of 21190 total posts
(0.10%) in 3,102 days (0.01 posts per day).
20 Most recent posts:
New IQFeed Forum »
Message Contents in Historical Data Mar 1, 2021 01:58 PM
(Total replies: 5)
Equities only. Not looking into anything else
New IQFeed Forum »
Message Contents in Historical Data Mar 1, 2021 12:16 PM
(Total replies: 5)
Ok. Thanks. One follow up question specific to how historical data is constructed. When you say "bid/ask data historically on the trade, does the data arrive as-is from the exchange or is it constructed by you at the time of trade from quote data. For example, say historical data has a data point timestamp = 09:30:00.043403 last_price = 241.25 bid = 241.21 ask = 241.3 Is it guaranteed that the bid/ask data here is not from the future ? I guess, I am trying to find if the timestamp corresponding to bid/ask quote is *guaranteed* to be on-or-before the trade tick
New IQFeed Forum »
Message Contents in Historical Data Feb 27, 2021 05:01 PM
(Total replies: 5)
Does historical tick data include a way to be able to tell if there was a bid/ask update without any trade happening. I see a relevant discussion in http://forums.iqfeed.net/index.cfm?page=topic&topicID=5722 Specifically, I am trying to assemble a data set that includes trade data as well as NBBO (not looking for depth). Is this possible in historical data ?
IQFeed Developer Support »
Equity Tickdata has extreme outliers May 20, 2020 08:41 AM
(Total replies: 9)
That explains it. Thanks!
IQFeed Developer Support »
Equity Tickdata has extreme outliers May 19, 2020 08:42 PM
(Total replies: 9)
What does your message look like ? Could you also post the entire line for the rows you are showing. What I posted includes last_trade, bid, ask etc (basically entire feed and I am looking at last price). My row header is timestamp,last_price,last_size,total_volume,bid,ask,tickid,basis,trade_market_center,trade_condition,trade_aggresor,day_of_month, Edited by karthikkrishnan on May 19, 2020 at 08:43 PM
IQFeed Developer Support »
Equity Tickdata has extreme outliers May 19, 2020 08:05 PM
(Total replies: 9)
9:55:14 AM 52.925 100 6245693 52.92 52.93 7313 C 19 1 0 24 9:55:14 AM 52.92 100 6245793 52.92 52.93 7314 C 19 1 0 24 9:55:14 AM 52.92 300 6246093 52.92 52.93 7315 C 19 1 0 24 9:55:14 AM 52.925 100 6246193 52.92 52.93 7316 C 19 1 0 24 9:55:14 AM 49.58 1 6246194 52.92 52.93 7317 O 19 8706 0 24 9:55:14 AM 52.925 100 6246294 52.93 52.94 7318 C 19 1 0 24 9:55:14 AM 52.925 100 6246394 52.93 52.94 7319 C 19 1 0 24 9:55:14 AM 52.925 100 6246494 52.93 52.94 7320 C 19 1 0 24 9:55:14 AM 52.925 100 6246594 52.93 52.94 7321 C 19 1 0 24 9:55:14 AM 52.925 100 6246694 52.93 52.94 7322 C 19 1 0 24 9:55:14 AM 52.9201 200 6246894 52.93 52.94 7323 C 19 1 0 24 This is what it looks like (check 49.58 last price at row #6). FYI, I tried it again and see the same anamoly Edited by karthikkrishnan on May 19, 2020 at 08:05 PM
IQFeed Developer Support »
Equity Tickdata has extreme outliers May 19, 2020 08:00 PM
(Total replies: 9)
I see it. My commands look like S,CURRENT PROTOCOL,6.1 HTT,INTC,20200324 093000,20200324 160100,100000000,,,1,, Can you check again ?
IQFeed API Questions »
Trade Aggressor always 0 May 19, 2020 06:02 PM
(Total replies: 4)
>>>equity exchanges currently do not return Trade Aggressor data This explains it. Thanks!
IQFeed Developer Support »
Equity Tickdata has extreme outliers May 19, 2020 05:54 PM
(Total replies: 9)
I am notice some extreme outliers in tick data. For example INTC on. 2020/03/24 as attached. While it is possible for such extreme black swans, I want to make sure if this is not due to some error in feed. For example, these extremes are also happening on very low volume. So just making sure. Can you confirm ?
IQFeed API Questions »
Trade Aggressor always 0 May 16, 2020 01:30 PM
(Total replies: 4)
Looking into tick data feed for INTC, I see the Trade Aggressor is always 0. Is this expected ?
IQFeed Developer Support »
API on Linux Apr 15, 2020 04:30 PM
(Total replies: 10)
@stargazer - Thanks for the tips. @taa - In your setup, is IQfeed launched manually ? I could certainly use more tips from you if you've been successful. I really want to have IQFeed running forever in the background and my client connect whenever needed with minimal intervention. Can multiple clients connect to IQfeed or just one ?
New IQFeed Forum »
IQFeed on Linux throws ICMP error Apr 15, 2020 04:03 PM
(Total replies: 3)
yes, I do use wine using command /opt/wine-stable/bin/wine "/home/ubuntu/.wine/drive_c/Program Files (x86)/DTN/IQFeed/IQLinkLauncher.exe" This launches which needs a start button clicked manually. How do I turn on more logging ?
IQFeed Developer Support »
API on Linux Apr 11, 2020 11:26 AM
(Total replies: 10)
The other recommendation was to use wine which is super flaky. Has anyone been successful with it on a consistent basis on Linux ? I am running on Ubuntu and it fails to launch randomly. Here's how I do it. I have wine with all the dependencies installed. #1) /opt/wine-stable/bin/wine "/home/ubuntu/.wine/drive_c/Program Files (x86)/DTN/IQFeed/IQLinkLauncher.exe" This launches which needs a start button clicked manually. #2) After this, the IQConnect Login window appears [I have save password enabled and Automatically connect enabled]. If I am lucky, this goes through. Many times, I am stuck at #1) where #2) does not even appear. I have to keep killing #1) and relaunch until #2) is successful. It is random enough that I can't figure out what is happening. Race condition ? Threading Error ? This is frustrating because without automating data collection via the API on Ubuntu, I don't know how one could use it [Running it on Windows would be rebuilding the entire stack on windows..too cumbersome]. Most vendors these days offer a simple RESTful interface.
IQFeed Developer Support »
API on Linux Apr 9, 2020 06:36 PM
(Total replies: 10)
Agreed. Not having a proper linux SDK is unbelievable.
New IQFeed Forum »
IQFeed on Linux throws ICMP error Apr 7, 2020 01:56 PM
(Total replies: 3)
I am using wine to run IQFeed and connect using python socket clients. When I run it first time, it connects and downloads the data. If I stop my client and relaunch again, it throws an error as below. 002d:fixme:msvcp:_Locinfo__Locinfo_ctor_cat_cstr (0x32e868 1 C) semi-stub 0032:err:ole:CoUninitialize Mismatched CoUninitialize 002d:err:winediag:IcmpCreateFile Failed to use ICMP (network ping), this requires special permissions. 002d:fixme:msvcrt:__clean_type_info_names_internal (0x1029f8fc) stub ^C0033:fixme:console:CONSOLE_DefaultHandler Terminating process 8 on event 0 0033:fixme:msvcrt:__clean_type_info_names_internal (0x1029f8fc) stub Has anyone been successful to have a client connect and reconnect at will ? Now I am left to kill the IQfeed process and relaunch and do it all over again [Not a workable solution]. I am surprised we still don't have a good Linux solution.
IQFeed Developer Support »
Unable to get full Historical Data Apr 3, 2018 07:37 AM
(Total replies: 1)
I am trying the sample code to get daily bar data and no matter what I try, I am unable to get beyond few years. For example, HDX,AAPL,5000,,,,, This should return 5000 datapoints - but the daily datapoint does not return beyond 2016-10-18 (I am using the c# sample as-is). Any idea ? There seems to be few other posts with similar issue.
IQFeed Developer Support »
sample code Apr 2, 2018 05:37 PM
(Total replies: 6)
Thank you! This worked.
IQFeed Developer Support »
sample code Apr 2, 2018 05:09 PM
(Total replies: 6)
Jay - This has been frustrating. My understanding (based on chat) is that I have Developer API subscription (Dave from chat confirmed that). But I am not able to login. And there are no error messages per se.
IQFeed Developer Support »
sample code Apr 2, 2018 04:16 PM
(Total replies: 6)
I still can't see it. What am I missing ? Can you attach a screenshot where I could find ? Mine is attached
IQFeed Developer Support »
sample code Apr 2, 2018 03:36 PM
(Total replies: 6)
I can't find the sample code. Can you help ? I followed the instructions per the doc - but do not see any sample code. |
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