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DTN_Gary_Stephen has contributed to 394 posts out of 21185 total posts
(1.86%) in 1,753 days (0.22 posts per day).
20 Most recent posts:
I have sent your findings to our data team for review. I should have let you know this sooner, I apologize for that.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
The FDS report contains:
Symbol,Description,PeRatio,AvgVolume,DivYield,DivAmount,DivRate,PayDate,ExDivDate
These are also part of the Fundamental Message, and can be viewed in the SnapQuote client app.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
The data will be moved to CPAY. Thank you for telling us about this.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
We will investigate and I will post a follow-up here.
ADDED: According to https://investor.corpay.com/ the symbol is CPAY, not CPY. It looks like it's currently in IQFeed as both symbols; CPAY is the correct symbol but doesn't include the history from when it was FLT. I have asked that we merge/correct them into CPAY.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Mar 27, 2024 at 08:12 AM Edited by DTN_Gary_Stephen on Mar 27, 2024 at 08:24 AM
Your only options are the IQFeed API product, DDE, and the "save to CSV" features of the IQFeed client applications.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
The product ID is the IQFeed API ID. If you have purchased the IQFeed API product, you were given this at that time. It has a format like YOUR_NAME_12345.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
These are the fields each Market Summary Report returns:
5MS or EDS:
Symbol,Exchange,Type,Last,TradeSize,TradedMarket,TradeDate,TradeTime,Open,High,Low,Close,Bid,BidMarket, BidSize,Ask,AskMarket,AskSize,Volume,PDayVolume,UpVolume,DownVolume,NeutralVolume,TradeCount, UpTrades,DownTrades,NeutralTrades,VWAP,MutualDiv,SevenDayYield,OpenInterest,Settlement,SettlementDate, ExpirationDate,Strike
FDS: Symbol,Description,PeRatio,AvgVolume,DivYield,DivAmount,DivRate,PayDate,ExDivDate,CurrentEps,EstEps, SIC,Precision,Display,GrowthPercent,FiscalYearEnd,Volatility,ListedMarket,MaturityDate,OptionRoots,CouponRate, InstitutionalPercent,YearEndClose,Beta,LEAPs,WRAPs,Assets,Liabilities,BalanceSheetDate,LongTermDebt, CommonSharesOutstanding,MarketCap,52WeekHigh,52WeekHighDate,52WeekLow,52WeekLowDate, CalHigh,CalHighDate,CalLow,CalLowDate,Expiration,LastSplit,LastSplitDate,PrevSplit,PrevSplitDate,NAICS, ShortInterest
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Mar 1, 2024 at 09:30 AM
It is always advisable to keep the number of connection to a minimum, and keep them open rather than frequently closing/reopening. IQFeed will allow you to collect to make multiple connections to the same socket from the same machine, and this has its uses. (Making 2/4 connections, and dividing the workload among them, can help overall speed in handling a large number of symbols.) But having a very large number of connections, or frequently disconnecting and reconnecting, are counterproductive and may contribute to this kind of situation happening.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Are you running the latest version of the IQFeed client software? As far as we know, this kind of behavior should no longer be happening in the current version (6.2.0.25). You can get it from https://www.iqfeed.net/dev/api.cfm.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
This looks like an error. The date should be a complete date. I'll escalate it to the dev team.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Yes, the update notes will include a detailed explanation of what was improved.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
OK, thanks for checking on it. I'm not sure what happened but sometimes these little errors get corrected on their own.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
We're not currently seeing any inconsistency between 1-, 5-, 15-, and 30-minute bars for ABNB. Is there anything more you can tell me about the problem?
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Do you have the "Globex Combo" subscription? If so, that doesn't include NYMEX.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Do you know which specific SPX option symbol(s) it was?
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
I've never heard of "c" not appearing, except maybe for commodities that have a Settle price but technically no Close price. In that case it would be "s" not "c". What symbol are you trying to view?
The "closing prints" trade condition seems to be what you're looking for according to various online resources, but going to the trouble of monitoring Trade Conditions shouldn't be necessary.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
I apologize for missing your message - my notifications were set up wrong, so I didn't know your message was waiting. In a word, yes, it's just WPL,symbol,2. We're also addressing an issue that will improve the working of price levels in general.
ADDED: I should clarify that options may not have price levels available, just order levels. See https://www.iqfeed.net/dev/upgrade.cfm?protocol=2 for a breakdown.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Feb 13, 2024 at 10:29 AM
We will investigate.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
The strange option strike prices are correct. There was a special cash dividend on 12/27 which resulted in strikes being adjusted. See https://infomemo.theocc.com/infomemos?number=53848
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
We will investigate.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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