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Dierk Droth has contributed to 67 posts out of 21185 total posts
(0.32%) in 7,192 days (0.01 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Timezone of timestamps in historical data? Aug 2, 2005 08:03 AM
(Total replies: 3)
Hi, I need to normalize timestamps of historical data to UTC. What timezone are the timestamps in? - all EST? - may differ from instrument to instrument? which logic need to be applied? - some other logic? which one? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
2.3.0.3 issues May 31, 2005 06:39 AM
(Total replies: 2)
Natalie, On 5) I'm unable to reproduce now as well. Please disregard for now. Thanks for taking care. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
2.3.0.3 issues May 27, 2005 04:46 AM
(Total replies: 2)
Hi, 1) Documentation -> Installation - There is no longer a file iqfeed_Level2.exe to register. Should DTNLevel2Lookup.dll be registered instead? - There is no longer a file IQFeedX.dll to register. Should IQFeedY.ocx be registered instead? 2) Documentation -> Installation Diag.exe should read “Diagnostics.exe” 3) Documentation -> TCP/IP -> Level II via TCPIP Response “E” is not documented correctly. I got a message “E,Account not authorized for Level II”, which does not follow the documented format “E,error code,error text<CR><LF>” 4) Using 2.3.03 I’m no longer authorized to use Level II (see above). Even sample “Level2Socket.exe” tells me “Account not authorized for Level II“. Using 2.3.0.2 on my other machine I still can get Level II data, no authorization problem on the same account there. I’m trying to get in touch with your support, but wanted to mention this issue here, since others might experience this problem as well. 5) As I connected from the 2nd computer, the 1st computer did not only cancel the connection, but IQConnect.exe crashed there. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best Edited by Dierk Droth on May 27, 2005 at 04:46 AM Edited by Dierk Droth on May 27, 2005 at 04:47 AM
IQFeed Developer Support »
What does ".LNCR" mean, where I expect a number in the "Q" message on port 5009 ? Jan 21, 2005 08:51 AM
(Total replies: 10)
Lonnie, Thanks for letting me know. However, I disagree to some of your statements: The data feed should - in no event - be corrupted. Here is my take: If the internet connection (CPU ...) just is too slow to recieve all requested data, IQFeed might drop/skip complete data messages and discard "incomplete" messages, but not pass corrupted message to the client. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
What does ".LNCR" mean, where I expect a number in the "Q" message on port 5009 ? Nov 15, 2004 10:09 AM
(Total replies: 10)
I just ran another test session to track ~100 NASDAQ stocks. There is tons of corrupted data coming in holding unexpected values. Plus some news coming in on 9100 are garbage bytes too. Could somebody pls provide a feedback when this issue will be fixed ? Thanks Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
Garbage data on port 9100 ?!? Nov 11, 2004 10:09 AM
(Total replies: 9)
I just had this problem again: - I did run tests on hammering in requests on historical data - and had a skype voice chat session on the same internet connection Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
Garbage data on port 9100 ?!? Nov 10, 2004 10:27 AM
(Total replies: 9)
Natalie, Yep, these threads are running on ports 5009, 9100 and 9200. Today I did run 2 kind of tests: - A market data grid to retrieve the market data for the 100 stocks. I modified my app code a bit to eliminate performance impact on my app's end. - A test suite which basically hammers in requests for historical data. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
What does ".LNCR" mean, where I expect a number in the "Q" message on port 5009 ? Nov 10, 2004 09:52 AM
(Total replies: 10)
Oh boy, I just let my test driver collecting market data for some 30 minutes now and got ~3 MB of screwed up data. Although the processor load was low, I had a skype session on the same internet connection. There must be an issue with bandwidth screwing up the communication. This really is a serious issue, which should be fixed with priority. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best Edited by Dierk Droth on Nov 10, 2004 at 09:53 AM
IQFeed Developer Support »
Garbage data on port 9100 ?!? Nov 10, 2004 08:49 AM
(Total replies: 9)
After that event, my app crashed a minute later or so. A Windows runtime box came up and indicated me, that the problem was not in my pure .NET code (which did run in debugger) but in native Win32 code. At this very moment, the only Win32 code loaded was "IQ32.dll". There really is some issue, you should take care of. Please let me know what's going wrong there. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best Edited by Dierk Droth on Nov 10, 2004 at 10:18 AM
IQFeed Developer Support »
Garbage data on port 9100 ?!? Nov 10, 2004 08:44 AM
(Total replies: 9)
Here is more garbage data on port 9100: (x lversion='1.0'?><news_headlines></news_headlines> I experienced that problem on tracking 100 NASDAQ stocks as the market opened some minutes ago. I have 3 threads running on all 3 ports at the same time. At this very moment that PC had a processor load of ~10%. Thus, I can't be related to processor load. Is this issue related to: http://forums.iqfeed.net/index.cfm?page=topic&topicID=304 ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
What does ".LNCR" mean, where I expect a number in the "Q" message on port 5009 ? Nov 9, 2004 04:06 PM
(Total replies: 10)
Lonnie, Thanks for letting me know. Will this issue be fixed with the upcoming next release (which should be available soon, AFAIK) ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
How can I ever get a message "Pt4" at port 9100 ? Nov 9, 2004 04:04 PM
(Total replies: 2)
Natalie, Hmm, can't remember. I did a bunch of tests last friday. I'll try to provide more details next time. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
How can I ever get a message "Pt4" at port 9100 ? Nov 5, 2004 03:28 PM
(Total replies: 2)
Hi, I just got the message string "Pt4" (this really is the complete message) at port 9100. How come ? What type of message is this ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
What does ".LNCR" mean, where I expect a number in the "Q" message on port 5009 ? Nov 5, 2004 03:21 PM
(Total replies: 10)
And here is more garbage data: Q,CECO,F,38.1200,7.22,0.233656958,1128708,150,38.1200,30.4100,30.6100,30U,F|,600,500,173,173,7.71,15:30t,,30.9100,30.9000,-0.61,,,,c,N,,,,11/05/2004,,38.1200,,,,7.22,0,18.0,-0.602007052,0.,-0.64,7.21,1,0.202256034,3907185.64,14,-1,,3179301,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,4545,,,30.7194, The marked field should be at position 18 (1 based), but is at 19 ? What's going wrong there ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best Edited by Dierk Droth on Nov 5, 2004 at 03:21 PM
IQFeed Developer Support »
What does ".LNCR" mean, where I expect a number in the "Q" message on port 5009 ? Nov 5, 2004 03:06 PM
(Total replies: 10)
Here is more strange data: Q,LNCR,F,.CSCO,-0.01,,710115,100,37.8200,.CSCO,19.9700,19.9800,41200,89200,175,173,37.82,15:30t,,37.7900,37.5500,0.01,,,,p,N,,,,11/05/2004,,.CSCO,,,,-0.01,0,14.5,-0.545380922,-17.57,-17.57,-0.25,1,0.013585509,3751710.06,14,4,,1106633,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,2899,,,37.4692,' Q,GENZ,F,.INTC,0.84,,1878108,100,56.2700,.INTC,23.3300,23.3400,65400,95600,175,173,56.27,15:30t,,55.5400,54.8700,0.01,,,,t,N,,,,11/05/2004,,.INTC,,,,0.84,0,68.6,-0.14006044,-32.38,-32.38,0.17,1,0.021719619,12701322.9,14,4,,2075059,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,8819,,,55.6850, Q,LRCX,F,.MRVL,0.72,,2632057,100,26.4000,.MRVL,28.2400,28.2700,100,1000,175,173,26.4,15:30t,,25.9100,25.3800,0.03,,,,t,N,,,,11/05/2004,,.MRVL,,,,0.72,0,21.3,-0.136747458,2.16,2.17,0.19,1,0.026819923,3537019.8,14,4,,4110642,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,9714,,,26.1137, Q,QCOM,F,.AMGN,0.06,,20035175,100,38.8000,.AMGN,61.0400,61.0400,1100,500,175,173,38.8,15:30t,,38.4400,38.0700,0.,,,,t,N,,,,11/05/2004,,.AMGN,,,,0.06,0,39.2,0.315766402,22.92,22.91,-0.31,1,0.022292158,62066526.930000007,14,4,,40502115,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,50890,,,38.3189, Somehow, symbol names are in place of the price for a trade. How come ? Am I missing something ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
What does ".LNCR" mean, where I expect a number in the "Q" message on port 5009 ? Nov 5, 2004 01:54 PM
(Total replies: 10)
Hi, I just got some "Q" messages on port 5009 like this one: Q,LLTC,F,.LNCR,-0.07,,3121758,197,38.8300,.LNCR,37.4700,37.5000,700,200,175,173,38.83,14:24t,,38.5500,38.2400,0.03,,,,p,N,,,,11/05/2004,,.LNCR,,,,-0.07,0,33.5,-0.446889086,-0.68,-0.66,-0.38,1,0.018600996,11737427.68,14,4,,4576541,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,14414,,,38.5777, Obviously the ".LNCR" in field 10 is not correct, since this field should hold the daily low. Here are my questions: - What does ".LNCR" mean, where I expect to get a number ? - Which non-number (expect the empty string) may I experience in number fields ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
Garbage data on port 9100 ?!? Oct 23, 2004 04:59 AM
(Total replies: 9)
Steve, Hmm, this scares me. Has any of you DTN guys tried to reproduce the problem by using the sample code as suggested ? What are the results ? I don't know if the issues are related, but as for "my" problem: As soon as the beta of next version of TM is out, there will be a public test driver to (hopefully) reproduce this problem. Please contact me on PM, if you need more information. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
Garbage data on port 9100 ?!? Oct 22, 2004 02:15 PM
(Total replies: 9)
Hi, I'm doing stress tests on my app (and IQFeed) and "hammer in" requests on news and historical data on port 9100. Now for the third time I experienced, that there are some garbage bytes in the data read from port 9100: 20:56:41:883 (0) Dtn.DtnSocket.Write9100: msg='NH:US:10:0;' 20:56:41:923 (0) Dtn.DtnSocket.Read9100: msg='h-Dl version='1.0'?>' 20:56:41:923 (0) Dtn.DtnSocket.Read9100: msg='<news_headlines>' 20:56:41:923 (0) Dtn.DtnSocket.Read9100: msg='</news_headlines>' 20:56:41:923 (0) Dtn.DtnSocket.Read9100: msg='' 20:56:41:933 (0) Dtn.DtnSocket.Read9100: msg='' 20:56:41:973 (0) Dtn.DtnSocket.Read9100: msg='!ENDMSG!' There have many successful requests on this testing session before, but out of sudden, this problem occured. (the wrong data should read "<?xml...") Any idea what could be going wrong ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
Inconsistency on 1 minute historical data. Oct 22, 2004 02:00 PM
(Total replies: 7)
Steve, I see. Thanks for letting me know. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
IQFeed Developer Support »
Inconsistency on 1 minute historical data. Oct 22, 2004 01:26 PM
(Total replies: 7)
Steve, Thanks for reply. Does this mean the inconsistency will be there "forever" and will not be corrected ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best |
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