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DTN_Gary_Stephen has contributed to 288 posts out of 20822 total posts
(1.38%) in 1,313 days (0.22 posts per day).
20 Most recent posts:
DTN.IQ Client Software Support »
IQfeed installs but won't run (Windows 11) Jan 12, 2023 11:01 AM
(Total replies: 4)
JasonL, can you send an email to IQFeed support with your account info so we can investigate further? Thank you. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
System Status Announcements »
Connection Issues on 12/22 Dec 22, 2022 07:56 AM
(Total replies: 0)
Message: the afternoon of 12/21, some users began reporting that they are unable to connect with IQFeed. We believe this is an ISP-related issue, and our network team is continuing to investigate. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
78-Minute Bar alignment Dec 13, 2022 02:55 PM
(Total replies: 5)
You've got the right idea. Intervals assume a midnight start. 78 minutes divides evenly into a 390-minute day, but not a 1,440-minute day, and not in a way that 9:30 am is the start of a new bar. I used this, which is the same as your command: HIT,ABBV,4680,20221213 000000,,,093000,160000,1,,,s,0 LH,2022-12-13 10:48:00,167.1600,165.6200,166.9200,166.0600,1134223,417761,0, LH,2022-12-13 12:06:00,166.0600,164.7100,166.0500,164.9850,1709943,394991,0, LH,2022-12-13 13:24:00,165.5500,164.6900,164.9850,165.0850,2106981,253186,0, LH,2022-12-13 14:42:00,165.9400,164.8300,165.0900,164.8600,2610699,323191,0, LH,2022-12-13 16:00:00,165.6500,164.6700,164.8900,164.9200,3536972,644521,0, !ENDMSG!, I'm looking into that Open price. I don't see any ticks for 166.92 during that time frame and I'm not sure where it's coming from. Edited by DTN_Gary_Stephen on Dec 13, 2022 at 03:23 PM
IQFeed Developer Support »
Empty result from HTT request Dec 12, 2022 08:26 AM
(Total replies: 12)
If something were interfering with the HTT command (like a bug in Wine), it should be possible to confirm this via the iqconnect.txt log. Turn on "lookup requests", and the log will contain all historical requests that were sent to the IQFeed API. If something is changing the HTT command such that it fails, it will show up here. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data and Content Support »
Clarification on number of connections per second Dec 12, 2022 08:08 AM
(Total replies: 1)
Quote: Does this mean I can make 50 new historical requests per second, even if the previous ones have not finished? Yes. Quote: do existing historical requests count in this 50 count as well? No. The historical request limits formerly worked this way, but don't anymore. It's just 50 per second, period. It doesn't matter how many are still running. I should clarify that the 50 per second limit is per login ID. Making multiple connections with the same login ID doesn't let each connection make 50 requests per second. It is 50 total across all connections, unless you have multiple login IDs. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Empty result from HTT request Dec 9, 2022 07:55 AM
(Total replies: 12)
I can't imagine why the same HTT request would return data some times and not others, unless it's running afoul of the "8/180" rule. During regular trading hours (9:30 – 4:00 US Eastern time), tick data is only available for the last 8 days, and API requests will not return anything older during that time. Outside regular trading hours, tick data requests for up to 180 days will be processed. So if you make the same request inside and outside of those times, and it's for data more than eight days old, that would explain getting different results. Beyond that, I'd need to see the entire request. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data and Content Support »
Individual Options via XLQ - each counts as 1 of 500 subscriptions? Dec 5, 2022 08:30 AM
(Total replies: 1)
If you're doing a Level 1 follow, then yes - each individual option symbol counts as one "symbol" against your limit, even if they have the same root symbol. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
How Best to Stream Real Time Index and Market Stats Data From The TCP API? Dec 5, 2022 08:29 AM
(Total replies: 3)
mkvalor, 1. Can indexes and market stats actually be consumed via an L1 Watch API call? Yes, they behave just as any other symbol would. You are correct that fields like Bid and Ask will have no meaning, so you can omit them from your message using the S,SELECT UPDATE FIELDS message as Stargazer suggested. (see http://www.iqfeed.net/dev/api/docs//DynamicFieldsets.cfm) 1A. are there any special values for any of the dynamic fields (such as "Message Contents") Not that I know of, but I'll double-check. 2. 2. Do people instead request streaming interval bars for these with an interval set as low as applicable (with a floor of 1 second)? If the old thread I referenced is correct about tick-by-tick frequency, this wouldn't take advantage of the "realtime" subscription. You are correct that this wouldn't be very efficient - if an indicator updates once a second, then there's no advantage to streaming interval bars versus a Level 1 follow. Some people don't need tick-by-tick precision, though, so I wouldn't be surprised to learn that some people only collect the data minute-by-minute. I guess one might simply use "last" from the OHLC values and just discard the other 3 "price" fields? See above: most market stats use only Last, and other fields are left blank, or have placeholder values. is there an upper limit to the number of 1-second streaming bars calls I can make (currrent day only) or is this simply included in the (base) 500-symbol limit? Included in your symbol limit. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
How to create bar from tick data Dec 5, 2022 07:13 AM
(Total replies: 5)
No, that is correct. Any tick with a timestamp between 9:30:00.000000 and 9:30:00.999999 will be part of the "9:30:00" or "9:30:01" bar. One other thing I should have mentioned in my prior post: that you can specify whether the label represents the beginning or the end of the time period. It defaults to the end, so "10:40:00" represents 10:39:59 to 10:40:00. If you set LabelAtBeginning to 1 in your HIT/HID/HIX historical request (see http://www.iqfeed.net/dev/api/docs/HistoricalviaTCPIP.cfm) then "10:40:00" will represent 10:40:00 to 10:40:01. This choice does not affect the underlying data in any way, just how it is labeled. A second will consist of ticks with timestamps between .000000 and .999999. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Full options chain command? Nov 22, 2022 10:21 AM
(Total replies: 10)
Equity options are listed on the OPRA exchange, not NASDAQ (even if the root equity symbol is NASDAQ). The command you're looking for is: 5MS,2,14 14 being the OPRA exchange group ID. But you must also be subscribed to the OPRA exchange, and have the "RT Options" product, or you will get "E,50007,No file available" reply again. "E,50007,No file available" can mean either "this combination of symbol type and exchange group don't exist", or "you do not have the necessary subscriptions to view this report." 5MS,2,5 is the former; 5MS,2,14 would be the latter if you are not subscribed to OPRA. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Forum Suggestions »
https:// ???? Nov 18, 2022 08:11 AM
(Total replies: 7)
As of today, November 18, forums.dtn.com is now a secured (HTTPS) site. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
General Product Announcements »
forums.dtn.com is now HTTPS Nov 18, 2022 08:09 AM
(Total replies: 0)
At 5PM Central time last night (Thursday, November 17), we enabled secure login on the forums. Most customers should be automatically redirected to the secure (HTTPS) version of the site as soon as the DNS propagates. This should be complete by now for most users. You should now be able to see the "secure" designation in your browser when visiting forums.dtn.com. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data and Content Support »
Real-time, 1-minute, OHLC Data, via FTP Nov 15, 2022 09:56 AM
(Total replies: 1)
If you're asking about IQFeed, no. The IQFeed API only works via socket connection. There are things we make available via FTP (the list of old option symbols), but they won't give you any pricing data. DTN has had some legacy products that work via FTP, but they weren't associated with IQFeed, and I don't think they're publicly sold anymore. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data and Content Support »
Count of DTN Market Statistics Nov 14, 2022 12:38 PM
(Total replies: 3)
OK, that makes sense. The lookups should be more or less complete lists of all the symbols you can get. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data and Content Support »
Count of DTN Market Statistics Nov 14, 2022 11:06 AM
(Total replies: 3)
Mark, When I use the page https://ws1.dtn.com/IQ/Search/# and select exchange DTN and security type Market Statistic, I get "Displaying records 1-250 of 3381." When I send command 5MS,7,27 I get 3442 symbols in the response. I don't know why your search turned up 752. The discrepancy between 3381 and 3442 I can't explain. Symbols are added and deleted all the time, and I don't know how up-to-the-minute the search is. There shouldn't be any major differences in the number of symbols you can get via different sources. If your account has access to an exchange, it is entitled to all the symbols therein. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data and Content Support »
Forex Oct 31, 2022 07:17 AM
(Total replies: 17)
In general, any index symbol that ends in .XO is a CBOE index, and requires a subscription to that exchange. Indexes that end in .Z are DTN indexes and included in the Core Package. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Data and Content Support »
Curious about L1 feed fields Tick and Most Recent Trade Aggressor Oct 26, 2022 11:55 AM
(Total replies: 4)
Quote: what kinds of factors lead to my code not being able to infer the trade aggressor? Sometimes the Last price is between the Bid and Ask price. When it doesn't match either, and when the symbol isn't on the ICE or and CME, the trade aggressor can't be inferred. Quote: Do the CME and ICE exchanges have additional hidden pools of trades (or some other obscured forms of data) which do not come through the IQFeed L1 stream, making the generic strategy ineffective for them? Or is it simply that -- since those two exchanges do provide the explicit aggressor, it's less error prone to use that instead of relying on custom client code? As far as I know, it's the latter. I'm not aware of any hidden data that would make this method ineffective. I look at it this way: why wouldn't you want to use the data the exchange provides? It's more authoritative, and less processing for your app to do. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
Forum Suggestions »
https:// ???? Oct 26, 2022 11:34 AM
(Total replies: 7)
There are plans to move this forum to a more modern form, which will address these concerns. I don't have an ETA though. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Any Anecdotal Evidence on Recommended Max Uptime for IQConnect.EXE client? Oct 26, 2022 11:28 AM
(Total replies: 3)
I'm not aware of any official recommendations for this, but I'll see what I can find out. What DTN_Steve_S is correct, though: if we need to do maintenance, it's on Saturdays, to be as unintrusive as possible with market activity. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
IQFeed Developer Support »
Error processing news story counts from server Oct 18, 2022 08:55 AM
(Total replies: 17)
You are correct - we are actually discussing ways to be more proactive when something like this happens. In the meantime, there is a System Status page that we keep updated whenever there is an issue: https://iqhelp.dtn.com/system-status/ Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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