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Viewing User Profile for: arturo didonna
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Joined: Oct 10, 2008 01:43 PM
Last Post: Apr 3, 2023 03:45 AM
Last Visit: Apr 3, 2023 03:45 AM
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arturo didonna has contributed to 22 posts out of 21086 total posts (0.10%) in 5,469 days (0.00 posts per day).

20 Most recent posts:
New IQFeed Forum » Trade conditions Apr 3, 2023 03:45 AM (Total replies: 5)

Thanks, Gary. Appreciated.

New IQFeed Forum » Trade conditions Mar 30, 2023 02:58 AM (Total replies: 5)

Thanks for your prompt and informative answer, Gary. Since I have just a subscription to tick data, but no API, would it be possible to get a printout of the STC command?
If I am breaking any rule with this request, please feel free to say so.
Thanks again for your help ad assistance.
Edited by arturo didonna on Mar 30, 2023 at 06:17 AM

New IQFeed Forum » Trade conditions Mar 29, 2023 06:05 AM (Total replies: 5)

I am trying to figure out the meaning of the trade conditions reported in iqfeed prints.

For instance:

2023-03-27 15:43:58 0.55 2000 2009 0.51 0.57 569841655 C 16 AB

What is meaning of the code 'AB' reported in the last column of the above SWKS2321D125 times&sales?
Thanks in advance.

Data and Content Support » Wrong price in Times & Sales Apr 17, 2019 03:26 AM (Total replies: 1)

I have found several instances of wrong price at which a stock was exchanged in Times&Sales from iqfeed. For istance this is CSX on April 3, 2019:

28467 2019-04-03 13:24:55 75.595 350000 4002311 75.59 75.6 4462 O 19 8944 48295

It is impossible that the reported price, 75.595, is correct because such a tick increment is not allowed (minimum is 0.01)

Another example of wrong report is OC on April 16, 2019. For the same above reason, it is impossible that the price was 53.445

8644 2019-04-16 15:57:17 53.445 7000 922919 53.44 53.45 1278558796 C 19 01 57437

The Time&Sales from Interactive Brokers instead shows a correct price for these trades, i.e., 75.59 and 53.45.

Could you please double check?


Data and Content Support » Trade conditions Jun 18, 2018 11:42 AM (Total replies: 11)

Thanks, Tim. Could you please post the details of the trade you found?

Data and Content Support » Trade conditions Jun 18, 2018 07:20 AM (Total replies: 11)

Yes, it is indeed the 12.5 strike. Sorry for my mistake.
Edited by arturo didonna on Jun 18, 2018 at 07:21 AM

Data and Content Support » Trade conditions Jun 16, 2018 05:46 AM (Total replies: 11)

Unfortunately, this kind of problem repeats itself and could be even bigger. Yesterday , the times & sales of AKRX July Put 12 AKRX1820S12, gives this exchange:

"6" 2018-06-15 13:11:02 1.25 3000 3026 0.95 1.15 132599051 "C" "108" "27"

So it is still a spread (SPRD) but there is no other leg of this spread in yesterday Puts. So I wonder what's going on and I would greatly appreciate a your investigation on this matter.

I agree that this is a very good idea, especially if also a minimum amount of traded money could be parametrized, i.e., get all the options that today traded more than 50000 USD.
I was wondering if you guys are still considering implementing such a feature.
Thanks for your consideration.

Data and Content Support » Trade conditions May 5, 2018 04:12 PM (Total replies: 11)

I was watching yesterday the times and sales of the Septmember put 5 and call 20 on AKRX. At 11:11:12 there was a paired trade on them that was labeled with the code "27", which according to documentation stands for:
"27 SPRD Spread - Trade in Two Options in the Same Class (a buy and a sell in the same class)"

But in this case the two options are not in the same class, since one is a call and the other one is a call. Is this a mistaken report by iqfeed?
Thanks in advance.

"time" "price" "volume" "size" "bid" "ask" "tick_id" "basis_for_last" "trade_market_center" "trade_conditions"
"1" 2018-05-04 11:11:12 0.5 5000 5000 0.45 0.9 72877805 "C" "108" "27"

"time" "price" "volume" "size" "bid" "ask" "tick_id" "basis_for_last" "trade_market_center" "trade_conditions"
"1" 2018-05-04 11:11:12 2 5000 5000 1.6 2 72877810 "C" "108" "27"

Data and Content Support » Option symbols Mar 13, 2017 11:04 AM (Total replies: 3)

Thanks for your answer.
How do you know when parsing the string, that it is not the first digit of the year?

Data and Content Support » Option symbols Mar 13, 2017 02:53 AM (Total replies: 3)

In order to filter out already expired options, I was reading the iqfeed guide to options symbols:§ion=guide&web=iqfeed&guide=options&web=IQFeed&type=stock

From what I understand, the letters before the first digits in the symbols represent the underlying. Then comes the info on the expiration data, with the first two digits representing the year, then 2 digits for the day and a letter for the month code. Then there are digits represnting the strike.

So a code like CSCO1220V19 means Cisco October Put at 19.00 Expiring on 10/20/12

But why other symbols, like A11720A27.5, representing Agilent Call 20 expiring on Jan 20 2017 have an extra digit ('1') after the 'A' symbol? It doesn't make any sense.

Data and Content Support » Missing option data Jan 15, 2017 11:28 AM (Total replies: 4)

Also, there are other funny things going on. On this instrument the bid price is bigger than the ask price!

"DateTime" "Last" "LastSize" "TotVol" "Bid" "Ask" "TickID" "BidSize" "AskSize"
01/11/2017 11:47:43 2.36 11 538 2.40 2.32 33971371 0 0
01/11/2017 11:47:43 2.40 22 560 2.40 2.32 33971395 0 0
01/11/2017 11:47:43 2.40 357 917 2.36 2.32 33971417 0 0
01/11/2017 11:47:43 2.36 131 1048 2.36 2.32 33971432 0 0
01/11/2017 11:47:43 2.36 1 1049 2.36 2.32 33971434 0 0

Data and Content Support » Missing option data Jan 15, 2017 11:18 AM (Total replies: 4)

I am not sure that I understand what you mean. I am using Qcollector in combination with my iqfeed subscription.. Could you please detail a little bit more what I should do to recover these missing data?
Thanks in advance.

Data and Content Support » Missing option data Jan 10, 2017 06:45 AM (Total replies: 4)

I was looking at times&sales data for the option DIS1716F120. I noticed a jump in the TotVol column with no activity in the LastSize column. Is there any way to recover such missing data?

"Date" "Time" "Last" "LastSize" "TotVol" "Bid" "Ask" "TickID" "BidSize" "AskSize"
01/09/2017 14:39:58 1.54 2 11421 1.51 1.54 32904299 0 0
01/09/2017 14:39:58 1.54 25 11446 1.54 1.55 32904342 0 0
01/09/2017 14:39:58 1.54 3 11449 1.54 1.55 32904905 0 0
01/09/2017 14:41:18 1.55 10 11459 1.54 1.55 33014451 0 0
01/09/2017 14:49:16 1.55 1 11480 1.54 1.55 33785653 0 0
01/09/2017 14:52:59 1.56 10 16490 1.54 1.56 34143692 0 0 <---------------
01/09/2017 14:52:59 1.56 2 16492 1.54 1.56 34143711 0 0
01/09/2017 14:52:59 1.56 13 16505 1.54 1.56 34143713 0 0
01/09/2017 14:52:59 1.56 9 16514 1.54 1.56 34143714 0 0

Data and Content Support » New option symbols Dec 8, 2009 10:43 AM (Total replies: 20)

Many thanks to Jay and Stan for their answers and for making clear DTN transition plans. If I understand correctly there is no workaround for this problen before the end of January or February 1st. Is that correct?
Edited by arturo didonna on Dec 8, 2009 at 10:44 AM

Data and Content Support » New option symbols Dec 8, 2009 09:57 AM (Total replies: 20)

Hi. I am an option trader.

The CBOE recently switched to the new option nomenclature. For example, the new symbol of the OVTI 2009 Dec 12.50 Call is now UCM0919L12.5, whereas it used to be UCM LV in the old format.

Unfortunately, DTN is still using the old format (I am accessing it through QCollector program). Therefore, I am looking or an utility that takes as input a list of new symbols and outputs them in the old format. Even a side by side list would suffice.

Thanks in advance.

Data and Content Support » Failure Retrieving Login Information Jul 13, 2009 11:48 PM (Total replies: 1)

Hi. For the past few days I have been getting the error message "Failure Retrieving Login Information" when trying to login using IQFeed. I login from Italy (Milan).
Does anyone know what is going on?
Thanks in advance.

Data and Content Support » Problems with Times & Sales data Nov 28, 2008 02:11 PM (Total replies: 3)

Is there any reason why my question is not being answered? Wrong forum? Wrong question?
Edited by arturo didonna on Nov 28, 2008 at 02:12 PM

Data and Content Support » Problems with Times & Sales data Nov 23, 2008 01:17 AM (Total replies: 3)

Oops! The attachment didn't come through.

Data and Content Support » Problems with Times & Sales data Nov 23, 2008 01:08 AM (Total replies: 3)

I am working with option Times & Sales using the QCollector software. I noticed that often it is not possible to figure out if the exchange was made on the bid or on the ask.
As an example, please have a look at transactions made at 10:00:34 on April 2009 call 32.5 on Target (TGT). The first of these transactions consists of 800 pieces that are reported to be exchanged at 4.64, whereas the bid was 4.35 and the ask 4.55! Similarly, the other transactions at this time don't make any sense because of the inconsistent figures of last, bid and ask prices.
I was wondering if there was any fix to this problem with Times and Sales data.

Thanks in advance.


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