Quote: Currently with IQ Feed I think you have to query the whole chain, then iterate over it, subscribing and unsubscribing to each symbol. Right?
What you can do is request one of the market summary reports. There are three different reports which will give you two different sets of data, for all symbols of a certain type on a certain exchange. You can't limit it to just one root symbol, but you can get a comprehensive report and then pick out the symbols you want. This is a lot faster and more efficient than the process you described it.
5MS, (symbol type), (exchange ID)
or
EDS, (symbol type), (exchange ID), (date in YYYYMMDD format)
Symbol,Exchange,Type,Last,TradeSize,TradedMarket,TradeDate,TradeTime, Open,High,Low,Close,Bid,BidMarket,BidSize,Ask,AskMarket,AskSize,Volume, PDayVolume,UpVolume,DownVolume,NeutralVolume,TradeCount,UpTrades, DownTrades,NeutralTrades,VWAP,MutualDiv,SevenDayYield,OpenInterest, Settlement,SettlementDate,ExpirationDate,Strike
5MS Is a 5-minute report, while EDS is an end-of-day report. So pick the one that matches the scope you want. There is also an end of day fundamental data report:
FDS, (symbol type), (exchange ID), (date in YYYYMMDD format)
Symbol,Description,PeRatio,AvgVolume,DivYield,DivAmount,DivRate,PayDate, ExDivDate,CurrentEps,EstEps,SIC,Precision,Display,GrowthPercent,FiscalYearEnd, Volatility,ListedMarket,MaturityDate,OptionRoots,CouponRate,InstitutionalPercent, YearEndClose,Beta,LEAPs,WRAPs,Assets,Liabilities,BalanceSheetDate, LongTermDebt,CommonSharesOutstanding,MarketCap,52WeekHigh, 52WeekHighDate,52WeekLow,52WeekLowDate,CalHigh,CalHighDate,CalLow, CalLowDate,Expiration,LastSplit,LastSplitDate,PrevSplit,PrevSplitDate,NAICS,ShortInterest
I believe all the fields you asked about will be in one of those two reports.
The commands SST and SLM, respectively, will give you a list of all the symbol types and exchange ideas you would want to use. The exchange ID, make sure you use the Group ID, Not the number of the beginning of the line:
1,NGM,Nasdaq Global Market,5,NASDAQ,
For NGM you would use 5, because it's a part of the NASDAQ group of exchanges.
You can also get the symbol type and exchange codes from a specific symbol via the SBF command (note reversed order):
SBF,s,QQQ2216I383
QQQ2216I383,14,2,QQQ SEP 2022 C 383.00,
I hope that helps with your performance. Let me know if this does not answer your question or if you have any other questions on this!
Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist