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"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
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20 Most recent posts:
IQFeed Developer Support » Dynamic datasets bug Sep 1, 2009 05:23 PM (Total replies: 13)

It happens 100% of the time. No symbols need to be watched. The dynamic fieldsets requested have to be different on the three sockets.

IQFeed Developer Support » Dynamic datasets bug Aug 31, 2009 06:53 PM (Total replies: 13)

I tested the bug fix with version 4.6.0.7 but see another bug using the dynamic fieldsets.
It appears when three sockets have their dynamic fields defined, Iqconnect pops up an error dialog saying "the parameter is incorrect".

Sample code to reproduce:

m_rtSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );
m_rtDSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );
m_quoteSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );

m_rtSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Total Volume,Incremental Volume,Last Trade Time,Last Trade Date\r\n" );
m_rtDSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Total Volume\r\n" );
m_quoteSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Incremental Volume\r\n" );

IQFeed Developer Support » Dynamic datasets bug Feb 23, 2009 03:21 PM (Total replies: 13)

Thanks for the confirmation. I'll just live without dynamic fields on the second socket until it's fixed.

IQFeed Developer Support » Dynamic datasets bug Feb 23, 2009 02:52 PM (Total replies: 13)

I watch the symbols after the dynamic fields are set. Here is some sampe code.
The rtSocket will return single Q messages while the quoteSocket will return 2
for each update.


m_rtSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );
m_quoteSocket.OpenSocket( L"127.0.0.1", IQ_STREAM_PORT );

//define fields to be returned from RT sockets
m_rtSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Total Volume,Incremental Volume,Last Trade Time,Last Trade Date\r\n");
m_quoteSocket.m_skt.SendMsg( "S,SELECT UPDATE FIELDS,Symbol,Last,Incremental Volume,Bid,Ask,Bid Size,Ask Size\r\n" );

m_rtSocket.m_skt.SendMsg( "w@NQH9\r\n" );
m_quoteSocket.m_skt.SendMsg( "w@NQH9\r\n" );

IQFeed Developer Support » Dynamic datasets bug Feb 23, 2009 01:39 PM (Total replies: 13)

I'm referring to the update messages which are duplicated. One watched security on a socket gets two different Q, ... one with the dynamic field sets and the other with all fields.

IQFeed Developer Support » Dynamic datasets bug Feb 23, 2009 12:08 PM (Total replies: 13)

IQFeed vertion 4.5 has a bug using the dynamic fieldsets on
multiple sockets.

OpenSocket 1 To Level1 socket
OpenSocket 2 To Level1 socket

Set Selected Fields on Socket1
Set Selected Fields on Socket2

Msgs from socket1 are correct
Msgs from socket2 contain two messages for each update
the full update and the selected dynamic fields update.


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