First Question: I know that IQFeed is not to be used to "round robin" our 500 symbols to act as a stock screener. My application only needs 500s ymbols, but in pre-market hours, I wish to cycle through about 2000 symbols to get their ETLast fields before the market opens. Is this considered legitimate if I do this one time during pre-market hours and then use a subset of these 2000 as my 500 symbols throughout the rest of the day?

Second Question: If I send a request to watch a symbol, say at 9:25am EST, and I parse the summary message received as a result of this watch request, if any pre-market trades occurred up to that point, should I expect to get an ETLast value in this summary message that is different than yesterday's closing price and reflects the last pre-market trade? If not, must I wait for a trade update message instead?

We don't allow cycling through symbols, and I think this is going to be a problem with the fact that we don't store the premarket dates in the quote server (we do store them now on the history tick data on the new server system). However, as long as we don't see any adverse affects, and you are only during it outside of regular market hours, I don't think we will call you on it :)

I do beleive the pre market price is only going to update when the first trade comes through since you watched the symbol. You might be better off asking for tick history for the past couple ticks on the symbols (again, on the new servers, you should see the pre market trades in tick history).

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Jay Froscheiser
DTN - Trading Markets

If the pre-market data is contained in the History Tick data, then that sounds like the best approach because I'd rather not cycle watch and unwatch anyway. Because I only want the latest prices just before the market opens to see if any pre-market movement exists, I think just checking the most recent History Tick for each symbol I am interested in might just do the trick. I'll give this a try...thanks!

Based on what you have indicated in your response, if I wanted to get an idea of price movement after the post-market trading ends at 6:30pm EST, then I guess that I could also use the History Ticks after 6:30pm EST to get the last extended trading price for the day. Is this a correct assumption?

That is correct.

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Jay Froscheiser
DTN - Trading Markets

I tried to use the History Tick requests to get pre-market data this morning and for some symbols that I know traded before market open, I still get yesterday's closing tick as the most recent.

IQConnect shows me as connected to the server at 66.112.156.113 address. Is this the "new server" you referred to in a previous reply that is supposed to have pre-market data in History Ticks?

Yes. The x.x.156.x server farm is running the older server code which doesn't have pre-post market data in history. We are planning to release the new code to that server farm this weekend, so it will be available to all servers on Monday.

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Jay Froscheiser
DTN - Trading Markets

Thanks Jay. You've probably already answered this elsewhere, but what server farm should I be using for the "latest and greatest" IQFeed and how would I specify which server farm to connect to?

it looks like we are going to hold off the release of the new servers for another week for some last test on weekend processes. In the mean time, you can hard code your machine to connect to the new server code by doing this:

Add this line to your host file on your PC, it will make sure you login to the server farm with the new code

66.112.148.210 login.interquote.com

If you need help with this process, don't hestitate to contact customer support and they can walk you through it.

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Jay Froscheiser
DTN - Trading Markets

Thanks again Jay. That worked just fine to access the new servers. If I did a history request for the past 8 months with the new servers, how far back would I get pre-market quotes in the returned data? Did IQFeed always store pre-market data to a database and now we have access to it historically with new servers or has pre-market data been stored only since new servers were operational? I assume it's always been stored...just not accessible until now.

Unfortunately, it has only been stored since the latest release of the servers. Thus, pre-market data will only be in intraday historical data for the past couple months.

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Jay Froscheiser
DTN - Trading Markets

OK. Too bad! Could you please give me the first day that extended trade data is on the servers so that I can go and get thisdata for as many days as possible without retrieving too much data?

It looks like July 23rd.

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Jay Froscheiser
DTN - Trading Markets

Thanks. Instead of using the HX command to get the last few ticks, could I use the HT command at say 7:15 am to get all pre-market quotes for the current day?

Yes, issuing a HT command for 1 day of ticks will always return all trades since midnight (EST) on the current day.

Just curious, on this same topic of using history ticks for pre-market data...will the new IQConnect that is to be much faster, will these history tick requests send response text much faster too? This process works well for me, but to get this data on 1800 symbols or so before market opens is just too slow at this time. Will the new IQConnect show improvements in this area? Thanks!

History should show some minor improvements but the bulk of the code changes have been for Level 1 streaming quotes.