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»Forums Index »Product Support »IQFeed Datafeed Wish List »Feature request: retrieve lists of "movers"
Author Topic: Feature request: retrieve lists of "movers" (8 messages, Page 1 of 1)

matthewklein
-Interested User-
Posts: 40
Joined: May 20, 2004


Posted: May 20, 2004 11:39 AM          Msg. 1 of 8
Let me re-post something I suggested on the old forums, but which may have gotten lost in the shuffle.

It would be tremendously helpful to be able to request and then retrieve a list of "movers" from your servers, rather than manually scanning through the entire stock universe. (An example of what I mean is: "Top 20 % Gainers" or "Top 20 % Losers." You get the idea.)

To repeat my earlier suggestion, such a feature would benefit both us developers and IQFeed, since the alternative to such a feature is a bandwidth-wasting scan through the entire stock universe. It would be much simpler (and require fewer server resources for DTN) to have our software issue just one request (i.e. please return a list of 20 stocks which shows the most volume) and which would be acted upon at the server side with just one database query, and which can then be satisfied with just one data packet returned.

Hope this suggestion helps.

Very sincerely,

Matthew Klein

Matthew Klein

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 20, 2004 11:58 AM          Msg. 2 of 8
Quote: Let me re-post something I suggested on the old forums, but which may have gotten lost in the shuffle.

It would be tremendously helpful to be able to request and then retrieve a list of "movers" from your servers, rather than manually scanning through the entire stock universe. (An example of what I mean is: "Top 20 % Gainers" or "Top 20 % Losers." You get the idea.)

To repeat my earlier suggestion, such a feature would benefit both us developers and IQFeed, since the alternative to such a feature is a bandwidth-wasting scan through the entire stock universe. It would be much simpler (and require fewer server resources for DTN) to have our software issue just one request (i.e. please return a list of 20 stocks which shows the most volume) and which would be acted upon at the server side with just one database query, and which can then be satisfied with just one data packet returned.

Hope this suggestion helps.

Very sincerely,

Matthew Klein

--- Original message by matthewklein on May 20, 2004 11:39 AM
Matthew,

Take a look at http://cgi.interquote.com/cgi-bin/stats

When you click on one of the links, you will get an HTML version of the stat results with the top 15 for that scan. For your program, it would be better to parse a text file, so change the resulting .htm to .txt and walla, a nice delimited list of the content you need! I don't have a field definition readily available, but will try to get one posted shortly. In the mean time, I am sure you can figure out what each data element is. The biggest challenge for you will be that the .txt files contain the top 100, as opposed to the top 20 like you want... , but something tells me you will be ok with that.

Have Fun!

Jay Froscheiser
DTN Market Access, LLC.

David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004

I'd rather be...


Posted: May 20, 2004 12:16 PM          Msg. 3 of 8
Amen! It has my 'vote'!

For a quick solution:

The information could be sent as a news headline - a market mover snapshot. The headline format has the mechanism to include symbols - news source could be exchange id, headline itself would be show if gainers, losers, high volume. Retrieval of story would give the symbol stats at the time of the HL post. Post every 1/2 or 1 hour.

This is probably they most important and helpful near term item due to the limitation of symbol count and BW.

Does not require any new data format or request function. Just compose a news story that reflects this. This news page is already available (or was) on the satellite feeds. Does not require any mod to the IQConnect Mgr.

David

LiveWire Update Service
PO Box 1417
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IQXP Software
www.iqxp.com

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 21, 2004 10:36 AM          Msg. 4 of 8
Documentation will be posted shortly to the IQFeed developers area at www.iqfeed.net/dev regarding file definitions and field lists. The information will be in the API documentation area of the site.

Also, David, you mentioned the news pages from satellite. We do have this content in IQFeed as well. Those pages don't look like they are coming down the news feed for some reason, so we are looking into it. Should have those shortly you can parse via the news feed if you want. It will include the 3 scans pages we transmit on satellite and update every 1/2 hour.

I would guess the files mentioned in my previous post would be much more usefull and easier to parse as well. The only issue will be you setting a timer to pull the files since you won't be notified of updates.

Jay Froscheiser
DTN Market Access, LLC.

jfcantin
-Interested User-
Posts: 20
Joined: May 18, 2004


Posted: May 21, 2004 12:52 PM          Msg. 5 of 8
Jay:

That means that if we use the method described on your recent /dev post we can process the txt file accordingly. Will the text file be real time or it is still 20-30 minutes delayed? If it is delayed any way we could have this real time?

thanks,

J-F

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 21, 2004 01:29 PM          Msg. 6 of 8
Quote: Jay:

That means that if we use the method described on your recent /dev post we can process the txt file accordingly. Will the text file be real time or it is still 20-30 minutes delayed? If it is delayed any way we could have this real time?

thanks,

J-F
--- Original message by jfcantin on May 21, 2004 12:52 PM
Only delayed data at this time. We currently offer a SmartMarket service on DTN.IQ which provides real time scans, but there is no interface currently for IQFeed. We plan to provide an interface with IQFeed 3.0. It will return a symbol list which is updated using tick by tick server scans. You then can set a watch list on those symbols (which is what DTN.IQ's SmartMarket service does) and get the data in either real time or delayed (depending upon what you are authorized for).

Jay Froscheiser
DTN Market Access, LLC.

jfcantin
-Interested User-
Posts: 20
Joined: May 18, 2004


Posted: May 21, 2004 07:50 PM          Msg. 7 of 8
Jay:

I know we just version 2.3, but what is proposed timeline for version 3.0? Do you have a list of features for version 3.0?

thanks,

jf

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1753
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 22, 2004 07:29 AM          Msg. 8 of 8
Quote: Jay:

I know we just version 2.3, but what is proposed timeline for version 3.0? Do you have a list of features for version 3.0?

thanks,

jf
--- Original message by jfcantin on May 21, 2004 07:50 PM
I don't have a feature list available, nor do I have a timeline. Natalie is working this project, but is tight on time right now while she fixes some of the bugs in 2.3. Plus, she is also working developer support for the next month while Vik is out of town. We should know more when Vik is back and we have 2 people handling IQFeed support issues.

I can tell you the main goals of IQFeed 3.0:
1) Flawless connection handling (handling disconnects/reconnects due to internet instabilities)
2) Better handle multiple clients connecting to IQFeed at the same time
3) Talk to our new Binary quote and history servers (second resolution and tick correction)

Most of it is changes in architecture to make things easier for the 3rd party, not necessarily huge changes in "what" you are receiving.

Jay Froscheiser
DTN Market Access, LLC.
 

 

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