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DTN_Gary_Stephen has contributed to 403 posts out of 21251 total posts
(1.90%) in 1,984 days (0.20 posts per day).
20 Most recent posts:
"Unauthorized user ID" means "you have not subscribed to this exchange."
This is an equity option, so you would need to have both the "IQFeed RT US Futures and Futures Options" add-on and an OPRA data subscription.
Also, if you're looking for tick data during trading hours, this symbol will return none because it was last traded in April. Only the last 8 days of tick data are available during trading hours. Outside of trading hours, tick history is kept for 180 days.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
The minimum tick size for CN# has been corrected to 1.0.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Good question. I will investigate and post my findings.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
In IQFeed, symbols are unique throughout the entire universe. If two different exchanges use the same symbol to represent different things, then DTN distinguishes them somehow. For example, L. indicates an equity on the London Stock Exchange, as opposed to a NASDAQ or NYSE symbol. This is why symbols can vary from what the exchange uses.
But option symbols are long, character-heavy, and a required to follow a pattern. So there's rarely any need to deviate from what the exchange assigns, except for the base part of the symbol that tells you what commodity it's for.
For example: what CME group calls NQM4 https://www.cmegroup.com/markets/equities/nasdaq/e-mini-nasdaq-100.quotes.options.html#optionProductId=148&expiration=2024-5-NQM4-52024 we call @NQBM24. E-mini NASDAQ 100 monthly options will follow this pattern of root symbol + month code + two-digit year.
If you want a complete list of all (current) CME option symbols, you can send the command FDS,9,34,20240610 to port 9100. This will return a list of records like:
LM,L0CM24C10000-,"LIVE CATTLE CSO 3RD JUNE 2024 CALL -10000",,,,,,,,,,,3,13,,,,110,,"@LEM24",,,,,,,,,,,,,,,,,,,,,20240607,,,,,,
From which you can see the symbol, the long name, and the root symbol @LEM24.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
I will investigate this. If the minimum tick size is incorrect, we can correct it to what the exchange uses.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Do you mean like SPX or VIX? Those are considered indexes, not stocks. You would need to add the CBOE Indexes product.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed offers both Level 1 and Level 2 data. Level 1 data includes the Bid and Ask price for each tick, which is NBBO and also tells you which market maker provided the bid/ask prices. Level 2 data will send you a record for every bid/ask offer, and you can keep your own book if you want to.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
These are both CME symbols, so you would need realtime CME, as described at https://www.iqfeed.net/index.cfm?displayaction=data§ion=fees
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
The changes are now completed.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
ACSIL charts is a feature of Sierra Charts, so that question would be better answered by Sierra Charts support.
From our perspective: once the IQFeed data is flowing to Sierra Charts as per https://iqhelp.dtn.com/wp-content/uploads/sites/6/2020/09/SierraChart-IQ_51619.pdf (which you said it already was), then there's no reason IQFeed data *couldn't* support this feature of Sierra Charts, provided it has all the data points the feature needs. Again, Sierra Charts would have to confirm that, because we don't know exactly what data points it uses.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Depending on what exchange you're trying to add, it may need to be done manually for the time being anyway. We are aware of technical issues with the new payment portal.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
This is still being researched by our data team. There was a lot of data so it will take some time to fully investigate. I will post here when there is an update.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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
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