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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »problems with streaming option data these days

Author	Topic: problems with streaming option data these days (8 messages, Page 1 of 1)
andrejk -Interested User- Posts: 8 Joined: May 7, 2007	Posted: Jun 7, 2007 10:01 AM Msg. 1 of 8 yesterday streaming of realtime option data started delayed, today there are no option data at all - while stocks seem to be ok. I run DTN.IQ 2.4.8.8. Any advice ? Thanks.
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jun 7, 2007 10:14 AM Msg. 2 of 8 Can you give us a bit more information? I am able to get both futures and equity options data currently. What symbols are you watching? When you say "started delayed", what exactly do you mean? Did the delay field actually indicate a delay or did they just seemed to be delivered late or did they open late? Did the delay go away eventually?
andrejk -Interested User- Posts: 8 Joined: May 7, 2007	Posted: Jun 7, 2007 10:55 AM Msg. 3 of 8 I mean the delivering (the beginning of the streaming) of option data is delayed - yesterday around 60 minutes. today I needed a second request of symbols. now they are being delivered correctly. once they stream everything is fine. I never had this delay with stock-symbols. when I request symbols for streaming, I devide my set of symbols in parts of 50 and let some seconds lapse between these parts. option-symbols and stock-symbols are mixed in each part. so far I never had problems with this. but meanwhile I have observed on several occasions that the streaming of option-data starts delayed (or not at all) while the streaming of stock-data is always correct. do you see any problems with my procedure ? thanks.
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jun 7, 2007 11:01 AM Msg. 4 of 8 can you give me a list of symbols?
andrejk -Interested User- Posts: 8 Joined: May 7, 2007	Posted: Jun 7, 2007 11:41 AM Msg. 5 of 8 calls: "EK FE", "BBY FJ", "RQO FV", "NSI FN", "NSI FM", "MHS FP", "FRO FI", "TQA FD", "OAQ FJ", "CUY FG", "SUN FQ", "BUD FK", "UPY FW", "BOW FE", "KBH FI", "KBH FJ", "AV FC", "EDS FF", "MAR FJ", "FRO FH", "AEM FH", "BP FN", "CQJ FP", "CQJ FQ", "GES FW" puts: "CRQ RU", "MRK RX", "BHQ RH", "VZ RH", "KSS RN", "BNI RR", "ABC RJ", "CAL RG", "UPA RJ", "CCJ RJ" "SWQ RV", "OIQ RF", "QDX RD", "CRQ RH", "URQ RE", "LQH RL" stocks: any stock of S&P500, NASDAQ100 or DJI
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jun 7, 2007 12:51 PM Msg. 6 of 8 Did none of these symbols update for you? I am showing that quite of few of these simply didnt trade immediately at open. When you started receiving quotes, was the timestamp in the messages indicating the time the quotes were received?
andrejk -Interested User- Posts: 8 Joined: May 7, 2007	Posted: Jun 7, 2007 01:08 PM Msg. 7 of 8 thanks for checking this, Steve! >I am showing that quite of few of these simply didnt trade immediately at open. I know. this is normal behaviour of options. but it is unlikely that none of these are being traded after more than 60 minutes. moreover, should there not be a summary message at least ? unfortunately all this is not reproducible at every time. sometimes it happens, sometimes not. any advice how to tackle with this ? I will check the timestamps in a next run (I do not record realtime data - only realtime analysis) regards, Andrej
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Jun 7, 2007 01:20 PM Msg. 8 of 8 There are a couple of the symbols in your list that hadn't traded within 60mins of market open (one of them hasn't traded at all in the past couple days). But yes, most of them did trade within 60mins of open and about 50% of them within 5mins of market open. As a general rule, you will only receive a Summary message when you initially watch a symbol. Are you saying that you never even receive that summary message? If that is the case, then the symbol is probably not actually getting watched. Do you track how many symbols your application is currently watching within your app? If so, perhaps issuing a stats request to IQFeed would be able to verify that IQConnect has registered all of the symbols you are expecting to be watching. I'm not sure that this is the problem but it might give us some clues.