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)




"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
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"It’s so nice to be working with real professionals!" - Comment from Len
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"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
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"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
"Just a thank you for the very helpful and prompt assistance and services. You provided me with noticeably superior service in my setup compared to a couple of other options I had looked at." - Comment from John
"Previously I was using *******. IQFeed is WAY more economical, and for my charting needs is just as good, if not better." - Comment from Public Forum Post
"Thanks for following up with me. You guys do a great job in tech support." - Comment from Phelps
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: homie70
About Contact
Joined: Aug 12, 2018 02:46 AM
Last Post: May 30, 2019 06:53 AM
Last Visit: May 30, 2019 06:53 AM
Website:  
Location:
Occupation:
Interests:
Avatar:
AIM:
ICQ:
MSN IM:
Yahoo IM:
Post Statistics
homie70 has contributed to 9 posts out of 21185 total posts (0.04%) in 2,082 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » VXX Data Missing May 30, 2019 06:53 AM (Total replies: 10)

Hi,

thx for the feedback.

Maybe, an even better solution would be to merge the history of VXX (the old one) and VXXB (the new one, now renamed VXX) not as you have done in spring 2018, but at the start of 2019 or at the very last days of the old VXX (whenever the volume of VXXB was bigger for the first time than VXX).

I suggest this, because as one can see by looking at the chart, there are some huge gaps in the VXXB history compared to VXX in spring and summer 2018, foremost due to illiquidity.

Since the replicating methodolgy of the two instruments are exactly the same, I think my suggestion would be the best solution for having proper charts as well as consistent data for backtesting.

Please consider my new suggestion.

Many thx

Data and Content Support » VXX Data Missing May 24, 2019 02:38 PM (Total replies: 10)

Quote: we can enter a Customer Request to create an additional symbol with the prepend VXX history with the price history.



This is definitely needed.
Please create this additional symbol for the complete old VXX price history (from 2009 to 2019).

Thank you

(I also create a support ticket)
Edited by homie70 on May 24, 2019 at 02:39 PM


Hi,

the ticker

@TU# (2 YR US TREASURY NOTE JUNE 2019)

is not working anymore. Could you please check and correct.

Thx
Edited by homie70 on Mar 23, 2019 at 09:23 AM

IQFeed Developer Support » Get underlying for a futures option Dec 14, 2018 12:21 PM (Total replies: 3)

Hello,

thx for your feedback.

What you are saying is sometimes true but not always, to my knowledge, e.g.

- Bund-Futures Options exists for every month, but you have only 4 Futures contracts per years (March, June, Sep, Dec)
- Corn Futures: you have the Jan, Feb and Mar Options which all have the March Futures as underlying

Therefore my question if an individual option maybe has a field which contains the underlying Futures?

IQFeed Developer Support » Get underlying for a futures option Dec 4, 2018 02:07 AM (Total replies: 3)

Hi,

every option has an underlying. For index or equity options it is always the same. But for future options that changes with time due to the expiry of futures.

Therefore my question: Is it possible for a certain futures option to get the information about the ticker of the corresponding underlying through the IQfeed API, please?

Thank you

IQFeed Developer Support » Update message format for index options Aug 15, 2018 01:32 AM (Total replies: 1)

Sorry for the typos.

To clarify:

When I look into the documentation, it does not MATCH my update message format (e.g. there are much less fields in the update message I receive than the number of fields which are shown in the documentation regarding Update/Message Summary Format).

EDIT:
I just saw in the documentation that one can request Fieldnames...
and further that I probably receive the default field set (that would match much closer to the update messages I receive).
I am going to test further later and come back regarding this. Thank you

IQFeed Developer Support » Update message format for index options Aug 14, 2018 01:16 PM (Total replies: 1)

Hello,

To use the individual option data, I guess I would have to split the update message line.

But when I look into the documentation, it does not much my update message format. Probably, there are some differences for index/equity option data.

I attach a screenshot and I have marked in yellow what I think are the bid and ask price, respectively. But for my further development, it would be really good if I'd know the meaning of every comma separated field. Is this somewhere documented or could you give the field information, please.

Many thx

IQFeed Developer Support » Questions regarding option chain requesting Aug 14, 2018 12:29 PM (Total replies: 6)

@altmany

Thx for the welcome!
And even more thx for the very helpful reply.

1. Thanks to your suggestion, I could get finally a somehow satisfying option chain request for expirations further out in the future (SPX till Sep 2019).

2. I kindly ask the DTN support to replace the mentioned GOOG option chain request example in the documentation with an output that is correct and makes sense...

Cheers

IQFeed Developer Support » Questions regarding option chain requesting Aug 12, 2018 03:02 AM (Total replies: 6)

Hi,

I just started to get used to the IQfeed API.

Regarding the retrieving of option chains for an index or equities, respectively, I have some questions:

1. How am I able to get options chains for following years. E.g. when I try to get SPX option chain data buy using the command (CEO,SPX.XO,pc,ABCDEFGHIJKLMNOPQRSTUVWX,,1,2,1,0\r\n),
I just get data for 2018 option chains. And in the documentation I cannot see that there would be a field for YEAR (as it is a parameter in the future option chain request)

2. In the documentation for option chains, there is an example for the ticker GOOG (former Alphabet ticker) which I do not understand, because in the example result in the documentation does not show a strike?

Help is appreciated.


Time: Tue April 23, 2024 1:15 AM CFBB v1.2.0 6 ms.
© AderSoftware 2002-2003