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)




"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"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
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"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
"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
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: bigjake
About Contact
Joined: Jan 7, 2018 10:21 PM
Last Post: Jul 24, 2019 06:07 PM
Last Visit: Jul 24, 2019 06:08 PM
Website:  
Location:
Occupation:
Interests:
Avatar:
Life is all smiles
Email: jake@helfert.us
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
bigjake has contributed to 11 posts out of 21185 total posts (0.05%) in 2,295 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » FIGI id in symbol data download file Jul 24, 2019 06:07 PM (Total replies: 1)

It would be helpful if the FIGI id for a symbol was included in the mktsymbols_v2.zip file.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 12:55 PM (Total replies: 12)

I've developed my own C# iqfeed client that I am considering productizing.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 12:24 PM (Total replies: 12)

Yes I believe it was a socket error, but I'll run a quick test to verify.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 11, 2018 12:00 PM (Total replies: 12)

Yeah I am storing it locally. I'll just have to do bulk downloads off hours.

One question though. Is there a way to change the timeout value for history requests? I cannot pull more than about three days worth of tick data before the connection closes. I suspect its timing related.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 10, 2018 12:39 PM (Total replies: 12)

That's going to make backtesting/simulation difficult.

IQFeed Developer Support » Historical Tick Data Request Hours Sep 10, 2018 11:30 AM (Total replies: 12)

May I ask why this limitation exists? Also what defines trading hours? I'm working with futures and they trade around the clock.

Also is this noted in the documentation somewhere? I don't recall seeing it mentioned.

IQFeed Developer Support » Issue with HIT lookup message Aug 31, 2018 03:22 PM (Total replies: 3)

I was afraid you would say that :(

Calculating the end time is going to be tricky.

Can you guys clarify the documentation to indicate this isn't possible?

IQFeed Developer Support » Issue with HIT lookup message Aug 30, 2018 03:44 PM (Total replies: 3)

I am trying to get 10 bars of 5 minute history from a point in time forward, and I can't get it to work.

Here is my request and responses - I am specifying the begin date/time only:


HIT,@ES#,300,20180827 000000,,10,,,0,#HIT1,,s,1

#HIT1,2018-08-30 15:35:00,2901.75,2898.50,2901.25,2900.75,1134975,14970,0,
#HIT1,2018-08-30 15:40:00,2901.50,2899.00,2900.50,2900.00,1146389,11413,0,
#HIT1,2018-08-30 15:45:00,2902.00,2899.50,2899.75,2899.75,1160030,13637,0,
#HIT1,2018-08-30 15:50:00,2901.75,2899.00,2900.00,2901.25,1177734,17702,0,
#HIT1,2018-08-30 15:55:00,2903.00,2900.50,2901.25,2901.50,1249617,71528,0,
#HIT1,2018-08-30 16:00:00,2903.50,2901.50,2901.50,2902.25,1276968,27351,0,
#HIT1,2018-08-30 16:05:00,2902.50,2902.00,2902.25,2902.25,1280075,3107,0,
#HIT1,2018-08-30 16:10:00,2902.50,2901.50,2902.25,2902.00,1290824,10717,0,
#HIT1,2018-08-30 16:30:00,2902.00,2899.25,2901.75,2899.75,1293344,2517,0,
#HIT1,2018-08-30 16:35:00,2900.50,2899.75,2899.75,2900.00,1293796,452,0,


I am specifying only a begin time and bar count. What I expect in return is:


#HIT1,2018-08-27 00:45:00,2883.50,2883.25,2883.50,2883.50,37031,51,0,
#HIT1,2018-08-27 00:40:00,2883.75,2883.25,2883.50,2883.25,36980,264,0,
#HIT1,2018-08-27 00:35:00,2883.75,2883.50,2883.75,2883.75,36716,42,0,
#HIT1,2018-08-27 00:30:00,2883.75,2883.25,2883.50,2883.75,36674,278,0,
#HIT1,2018-08-27 00:25:00,2883.75,2883.25,2883.50,2883.50,36396,111,0,
#HIT1,2018-08-27 00:20:00,2883.50,2883.00,2883.25,2883.25,36285,93,0,
#HIT1,2018-08-27 00:15:00,2883.25,2883.00,2883.00,2883.00,36192,59,0,
#HIT1,2018-08-27 00:10:00,2883.50,2883.00,2883.50,2883.25,36133,244,0,
#HIT1,2018-08-27 00:05:00,2883.75,2883.25,2883.50,2883.25,35889,291,0,
#HIT1,2018-08-27 00:00:00,2884.00,2883.50,2883.75,2883.75,35598,312,0,


I can only get it to work by specifying an end date/time of 2018-08-27 00:45:00 or by specifying both the begin date/time and end date/time.

My 'begin date/time only' request returns bars with timestamps starting at 16:35:00, which is the bar current at the time of the request (16:39:00)

What am I doing wrong?

Thanks,
-Jake
Edited by bigjake on Aug 30, 2018 at 03:45 PM

IQFeed Developer Support » Open, High, Low, Volume, Bid, BidSize, Ask, AskSize are all reset to zero outside trading hours Apr 25, 2018 12:17 PM (Total replies: 4)

Isn't this information available with HDT/HDX lookup requests?

IQFeed Developer Support » Making multiple simultaneous history lookup requests Feb 1, 2018 10:58 AM (Total replies: 3)

Hmm.

I tried request per socket again and it works fine. Not sure what I was doing different before.

Thanks!

IQFeed Developer Support » Making multiple simultaneous history lookup requests Jan 31, 2018 04:27 PM (Total replies: 3)

Is it possible to make multiple history lookup requests at the same time? I can issue two requests, but the second one isn't processed until after the first. I've tried with multiple socket connections and no difference.


Time: Fri April 19, 2024 4:13 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003