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Craig has contributed to 283 posts out of 20589 total posts
(1.37%) in 4,414 days (0.06 posts per day).
20 Most recent posts:
Timestamps are my logging, this is a result of a HTT request for GME / 2022-05-12.
02:42:24.6289037 PM [T: 01]8,2022-05-12 10:14:26.637354,94.5300,49,1999898,94.5300,94.5400,808479821,O,28,87, 02:42:24.6289037 PM [T: 01]8,2022-05-12 10:14:26.637605,94.5300,100,1999998,94.5300,94.5400,812538422,C,12,01, 02:42:24.6289037 PM [T: 01]8,2022-05-12 10:14:26.639248,94.5300,51,2000049,94.5300,94.5400,894652466,O,19,87,
Error? ---> 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:14:27.036153,94.5300,1,2000050,0.0000,500000.0000,894654025,O,19,87,
02:42:24.6445037 PM [T: 01]8,2022-05-12 10:19:36.068216,95.0000,25578,2025628,91.8400,94.8800,825374026,C,7,3F, 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:19:36.068933,94.8800,1,2025629,91.8400,94.8800,826685254,O,11,87, 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:19:36.070767,94.8750,2,2025631,91.8400,94.8800,1093751889,O,19,87, 02:42:24.6445037 PM [T: 01]8,2022-05-12 10:19:36.071810,94.8800,1,2025632,93.8000,94.8700,1093751890,O,19,87,
Yep, this is CRBN.
OK - I misidentified the specific line, it's this -
"1,2021-11-26 13:10:00.004684,169.9060,0,11871,148.0300,1000000.0000,843337523,C,11,88,\r"
There are actually a bunch of them:
04:45:12.2875537 PM [T: 01]1,2021-11-26 12:59:46.849333,170.1100,90,11864,169.7900,170.1300,808728173,O,28,87, 04:45:12.2875537 PM [T: 01]1,2021-11-26 12:59:52.747675,169.7500,6,11870,169.7500,170.1300,808728640,O,28,3D87, 04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:00.097170,170.0200,1,11871,169.7700,170.0300,843334706,O,11,87, 04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:00.097536,169.9060,0,11871,169.7700,170.0300,843334708,O,11,2E, 04:45:12.2875537 PM [T: 01]1,2021-11-26 13:00:01.976280,169.6500,0,11871,169.7100,170.3700,1815163197,O,5,2E, 04:45:12.2875537 PM [T: 01]1,2021-11-26 13:10:00.004684,169.9060,0,11871,148.0300,1000000.0000,843337523,C,11,88, 04:45:12.2875537 PM [T: 01]1,2021-11-26 13:10:00.004688,169.9060,0,11871,148.0300,1000000.0000,843337524,O,11,2E, 04:45:12.2875537 PM [T: 01]1,2021-11-26 15:30:00.004700,169.9060,0,11871,148.0300,1000000.0000,843401296,C,11,88, 04:45:12.2875537 PM [T: 01]1,2021-11-26 15:30:00.004705,169.9060,0,11871,148.0300,1000000.0000,843401297,O,11,2E, 04:45:12.2875537 PM [T: 01]1,2021-11-26 17:00:00.044702,169.9060,0,11871,148.0300,1000000.0000,843403825,C,11,88, 04:45:12.2875537 PM [T: 01]1,2021-11-26 17:00:00.044702,169.9060,0,11871,148.0300,1000000.0000,843403826,O,11,2E, 04:45:12.2875537 PM [T: 01]1,2021-11-29 08:00:00.626056,169.9100,2,2,160.1400,179.8600,808466264,O,19,870617, 04:45:12.2875537 PM [T: 01]1,2021-11-29 09:30:00.635468,171.5700,278,280,171.5000,171.6300,808863795,C,11,8A,
So the ask is 1000000.0000 - which is what was causing the error in my software. Is this something that you guys want to know about? Edited by Craig on Mar 16, 2022 at 10:46 PM
Thanks for that - I'll have another look. I downloaded GBs for the trade data but only had this problem with this contract. I'll let you know what I find.
No really...it does.
I was trying to do an historical trade data download for CRBN, but I get lines like this... 16287,2021-11-26 12:23:38.547819,170.0400,7,10845,169.8900,170.0900,827606091,O,11,87, Is 827606091 the correct volume? It seems a little high.
Correct.
Jan-16 12:03:33.0545163 AM [T: 01]ERROR: IQFeedSubSystem.BackFillManager.ProcessErrorMsg(E,Error processing news story counts from server. Error Code:15.!ENDMSG!,) for symbol EFA
Jan-15 06:00:01.3303308 PM [T: 01]ERROR: IQFeedSubSystem.BackFillManager.ProcessErrorMsg(E,Error processing news story counts from server. Error Code:15.!ENDMSG!,) for symbol CRY
Times are NZ AKL timezone.
This error is back (in response to a NSY request):
"Error processing news story counts from server. Error Code:15"
This error has come and gone in the past, but seems particularly bad this weekend.
Are you sure? I can see options on futures, but not the VIX futures. Also, are the columns in the file documented anywhere?
Thank you for your reply, so this also contains futures?
Hi, Is it possible to download historical interval data for expired VIX futures? Thanks
So has anything happened, is the move complete?
What will be the new latency for users in NY?
Today CRF seems to have been incorrect. For example I received this quote:
Quote: Symbol=[CRF] Day=137 Time=[2021-May-17 13:14:25.935] Ask=[11.1100] Bid=[11.0900] Last=[11.1050]
Yahoo indicates the price at the time around 11.38. What is going on? Edited by Craig on May 17, 2021 at 03:46 PM
Edit: Ignore this, it just seems to be a scaling error on yahoo, other providers show similar prices to IQFeed. Edited by Craig on May 17, 2021 at 05:38 PM
I got an email about a DTN data center move and action required for outbound firewalls? Is this spam? or is something happening?
Does this mean data downloads should be avoided this weekend?
Can you at least give us a sense of proportion? Are we talking days, weeks?
Were all equites symbols affected, or just some?
OK, thank you for the quick reply. BTW, the log-in to this site seems broken. The username / password screen seems to go nowhere, one has to go back to the original link.
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