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jwilson has contributed to 8 posts out of 20685 total posts (0.04%) in 4,592 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Today's tick feed has previous day's data? Mar 26, 2010 10:09 AM (Total replies: 7)

Steve, I mailed a partial log to dev support that illustrates the problem.

I'm watching the feed this morning and seeing the same problem (previous day in feed timestamp) reported for premarket ticks for many stocks.

IQFeed Developer Support » Today's tick feed has previous day's data? Mar 25, 2010 11:42 AM (Total replies: 7)

Correction: If I take (today's date, feed timestamp), then the first line is interpreted in error. If I take (feed date, feed timestamp), then the second line is interpreted in error.

IQFeed Developer Support » Today's tick feed has previous day's data? Mar 25, 2010 11:37 AM (Total replies: 7)

Here are 3 abbreviated lines of data I captured for the tick feed for SPY on 03/25/2010.

Q,SPY,E,116.8400,0.,,0,150,0,0,117.0900,117.1300,2000,2000,,,0.,16:00:00b,,0,116.8400,0.04,,,,p,,,,,03/24/2010

Q,SPY,E,116.8400,0.,,100,100,0,0,117.0900,117.1300,2000,2000,,,0.,04:13:16b,,0,116.8400,0.04,,,,p,,,,,03/24/2010

Q,SPY,E,116.8400,0.,,100,100,0,0,117.0700,117.1200,2000,2000,,,0.,04:13:16b,,0,116.8400,0.05,,,,p,,,,,03/25/2010

1. I'm getting some ticks from around the time of the market close for yesterday. Is this some correction data, and if not how do I filter it out?

2. There is some quote activity around 04:13:16 this morning, and inexplicably the date field rolls from 3/24 to 3/25 with no record of a trade in between.

This means there is ambiguity in determining the time of the tick data. If I take (today's date, feed timestamp), then the first and second line are interpreted in error. If I take (feed date, feed timestamp), then the second line is interpreted in error. Does anyone have a suggestion on resolving this?

Data and Content Support » Symbol Additions/Changes/Deletions Mar 23, 2010 10:40 AM (Total replies: 2)

These are the pages in question:

http://www.iqfeed.net/symbolguide/display.cfm?eight=08011D32.cfm&six=0600036C&title=DTN%20%2D%20U%2ES%2E%20STOCKS%20%2D%20ADDITIONS

http://www.iqfeed.net/symbolguide/display.cfm?eight=08011D35.cfm&six=0600036C&title=DTN%20%2D%20U%2ES%2E%20STOCKS%20%2D%20CHANGES

http://www.iqfeed.net/symbolguide/display.cfm?eight=08011D38.cfm&six=0600036C&title=DTN%20%2D%20U%2ES%2E%20STOCKS%20%2D%20DELETIONS

These pages haven't been updated since the week of 3/1 - 3/5.

Data and Content Support » Symbol Additions/Changes/Deletions Mar 16, 2010 11:03 PM (Total replies: 2)

How often are these pages updated?

They are listed in the Notifies section of the Symbol Guide page and all of them are displaying information for 3/1 - 3/5 and nothing afterward.

IQFeed Developer Support » Tick ID in realtime data not updating? Mar 11, 2010 11:06 AM (Total replies: 1)

What does this field mean? I noticed it stays constant for the duration that a symbol is watched. If you unwatch and rewatch a symbol, you will get a different, larger constant value for future update messages. Isn't it supposed to be a sequence number for each tick?

IQFeed Developer Support » Daily dividend,split, and symbol change info Mar 8, 2010 01:39 AM (Total replies: 1)

Is there a way to get daily data on dividend payments and splits? There is some dividend and split info in the fundamental message when you watch a stock. But I might want daily data for a larger universe than 500 stocks, and don't know if it is ok to watch and unwatch a symbol simply to get the fundamental message.

Is symbol change info available through the API or should it be scraped from the website where it lists "U.S. Stocks Additions/Changes/Deletions"? Is this page updated daily?

Data and Content Support » XSP.XO and EXQ.XO daily data missing Mar 7, 2010 08:16 PM (Total replies: 2)

Historical data daily ends on 2009-12-31. Tick data is current though.


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