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Viewing User Profile for: lvarga
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Joined: Oct 7, 2004 09:57 AM
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lvarga has contributed to 12 posts out of 19046 total posts (0.06%) in 5,311 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » spy bid/ask update issues Sep 29, 2008 10:17 AM (Total replies: 1)

Hi,

Several times today spy bid or ask stopped updating for minutes, ask was @116.8 for like 10 mins, just started getting updates again. Tried to restart iqfeed several times so that it might connect to different servers, no luck. No app. issues as this was the ask I was getting using the c++ level1 example too.

Cheers,
lvarga

IQFeed Developer Support » Minimum price increment on Nasdaq Mar 6, 2008 04:38 PM (Total replies: 3)

Thanks Steve for checking this for me. And this would hold true on Nasdaq only right, ie. on NYSE/Amex the minimum price increment is $0.01 for both bid/ask and trades?

Regards,
lvarga

IQFeed Developer Support » Minimum price increment on Nasdaq Mar 5, 2008 04:53 PM (Total replies: 3)

Hi,

As far as I know the minimum price increment is $0.01 on NASDAQ for stocks above $1.00 yet I got $6.515 (and other 3 or 4 digit precision prices) for NOVL in the tick-history request, one example would be the 2008-03-05 15:58:50,6.5150,100,6.5100,6.5200,2578287,0,0 tick, w/ $6.515 last price. Was that min. price increment for stocks above $10 or could this be a data issue?

Thanks in advance,

lvarga

IQFeed Developer Support » Got "Not Found" for valid tickers Jan 16, 2008 11:14 AM (Total replies: 4)

Thanks for the prompt reply Steve, a few more questions:

1) would it be possible to post some kind of notification on this site in such a case stating that (in our case) 66.112.148.XXX servers may return invalid symbols, ETA for the resolution, than update once the problem is resolved? (If there's already such than could you please direct me there) Reason why I'm asking is that I've just spent 2 hours debugging our code as I initially thought it was a bug on my side, as such has error never happened before w/ IQFeed, next time I could save this time.

2) If say in the future I suspect that some servers are experiencing problems (say these 66.112.148.XXX servers), how could I force IQFeed not to connect to these or to connect to some specific servers. ie how to work-around once I suspect some servers are experiencing problems?

Thanks,
LVarga

IQFeed Developer Support » Got "Not Found" for valid tickers Jan 16, 2008 10:58 AM (Total replies: 4)

At 11:19AM I got "Not Found" for OMX, MAC, and a few other tickers, was connected to 66.112.148.113 server. I've stopped/restarted IQ a couple of times until I finally got market data for these (and other) tickers, works fine since than on the very same server.

I've used the C++ Level1 Socket demo app. to ensure it's not a bug in our code (which produced the same not found errors), can PM the screenshots of the IQ Connection manager + the demo app if needed.

What could be these periodic "not found" errors be? At some point I got these "not founds" for 30 of the ~300 tickers I watched.

Thanks,
lvarga


Hi,

As far as I understand there is no regular vs. premarket/after hours trade flag in the historical tick/minute data, so
1) is there any way to identify the beginning/ending of the regular trading session in the historical data (or is there a workaround to find it out) ?
2) if not, would it be possible to implement such a feature in later IQFeed releases?

Best Regards,
lvarga

IQFeed Developer Support » Invalid update messages Jun 13, 2007 12:33 AM (Total replies: 11)

Hi Steve,

Thanks a lot for the prompt reply, there are few things I would like to clarify a bit:
1) when you say the client application is not processing the data fast enough, you mean my application that connects to localhost:5009 or the IQFeed client (with the icon on the tray) that connects to the IQFeed servers?
2) You say "...the data corruption shouldn't happen when you are connected to the new servers.." -- this means that after 16th's switchover this should be solved as I would automatically connect to the new servers without any changes on my side, right? (and if still not solved I should raise this issue again)

Thank you very much,
lvarga

IQFeed Developer Support » Invalid update messages Jun 11, 2007 10:40 PM (Total replies: 11)

Hi,

I've got invalid updates 2 days ago while having several simultaneous connections, these all had invalid last prices like:

Q,FWLT,F,0.0NRG,1.96,...
Q,SMH,E,3U,.D|,-32.69,...
Q,FRO,D,LL.TC,1.24,...

I was running the latest 4.2.1.4 IQFeed, any idea why this could have happened?

Regards,
lvarga


Hi,

I've found a few invalid last split fields in the fundamental messages, just a few as an example:

1) split date = last split date and split factor = 3.0, last split factor = 0.4
F,ALE,0D,17.6,88000,49.30,42.55,49.30,42.55,3.1,0.36,1.45,12/01/06,11/13,,,,,,2.69,2.65,-27.29,12,,ALLETE INC,ALE,60.,0.67,,373.9,119.7,09/01/06,387.8,30381,,3.00 09/21/04,0.40 09/21/04,,n,12,2,4931,10.91,1,7,07/24/2006,10/10/2006,07/24/2006,10/10/2006,

2) split date = last split date and split factor = 250, last split factor = 0.5
F,BAK,0D,,133000,18.28,8.75,18.28,8.75,1.0,,0.14,05/05/06,04/10,,,,,,-0.29,0.25,,12,,BRASKEM PFD CL A ADR,,2.,3.99,,2490.1,1902.1,09/01/06,1907.5,179218,,250.00 05/16/05,0.50 05/16/05,,n,12,2,2869,32.16,1,7,02/16/2006,07/18/2006,02/16/2006,07/18/2006,

Could you please take a look into this?

Thanks a lot!

POLLS & SURVEYS » Feature Survey Part 1 - Level 1 Data Feed Oct 11, 2004 04:23 AM (Total replies: 24)

Came late to the discussion, and feel need to add my comments.

1) As I was testing some new ideas, I needed market scans to test the market
sentiment and did cycle through a set of symbols, but had no idea it was a
type of an abuse. I agree, you should try to keep the current level of
integrity of the feed and prevent abuse. I will look other ways to get the
data I need. (I would probably subscribe for the satelite feed if it were available here,
but I am in Europe, so it is out of my reach.) But to make it clear, the
point was not to abuse the symbol limit but solely to get a snapshot for
a sub-market.

2) A snapshoting service would solve my problem right away so I am for it.
Even if I had the possibility to watch 3000+ symbols I wouldn't do it. I
would just subscribe for a set of symbols (for an industry) and unsubscribe
after the first update -- there is no need to watch all the stocks all the
time.

Also, I would certainly subscribe for the customizable scanning/snapshotting
service Jay proposed. That is what I've implemented as subscribe/wait one
update/unsubscribe.

Regards,
Lajos.


Thank you for the fast reply, I really appreciate it!

I've tried the 64k TCP buffer modification and double-checked the partial
message handling -- I could not find any bugs in it, so I would assume that
the invalid updates were not due to partial messages as they are handled by
the test application. But just in case I've started the 64k TCP buffered
application today shortly after market open and got invalid updates again
(lines from the test application's output):

...
Starting iteration #3
Parse error in column 3 in line:
P,SPLS,F,.SNPS,,,3185,100,0.0000,0.0000,16.7100,16.8000,200,300,,173,0.,09:29t,,0.0000,29.8700,0.09,,,,t,N,,,,10/07/2004,,.SNPS,,,,,0,,,,,,1,,,14,4,,1513610,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,23,,,,
Parse error in column 3 in line:
P,WFMI,F,.ADBE,,,1500,100,0.0000,0.0000,50.8600,50.9500,100,100,,175,0.,09:29t,,0.0000,84.8400,0.09,,,,t,N,,,,10/07/2004,,.ADBE,,,,,0,,,,,,1,,,14,4,,591682,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,12,,,,
Parse error in column 3 in line:
Q,SPLS,F,.SNPS,,,3185,100,0.0000,0.0000,29.8000,29.8000,500,300,,175,0.,09:29b,,0.0000,29.8700,0.,,,,t,N,,,,10/07/2004,,.SNPS,,,,,0,,,13.09,13.,,1,,,14,4,,1513610,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,23,,,,

...

Parse error in column 9 in line:
Q,AMGN,F,56.6700,0.11,0.001944837,126434,100,56.6700,.PAYX,56.6500,56.6800,100,200,173,173,56.67,09:31t,,56.2900,56.5600,0.03,,,,p,N,,,,10/08/2004,,56.6700,,,,0.11,0,28.9,-0.981450411,0.,0.,0.38,1,1.,71745183.390000001,14,4,,6750460,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,453,,,,
Parse error in column 9 in line:
Q,AMGN,F,56.6700,0.11,0.001944837,126434,100,56.6700,.PAYX,56.6500,56.6800,300,200,,173,56.67,09:31b,,56.2900,56.5600,0.03,,,,c,N,,,,10/08/2004,,56.6700,,,,0.11,0,28.9,-0.981450411,0.,0.,0.38,1,1.,71745183.390000001,14,4,,6750460,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,453,,,,

...

I would be very happy if you could compile and run this test application (sent in email) on
some of your development machines, to see whether this error can be
duplicated in your environment.

Best Regards,
Lajos


I've been receiving invalid update messages through the socket API;
first I thought it was a bug in my update-parsing process so I modified the console_stream example to duplicate the problem -- sent the program

- it subscribes to the Nasdaq100 stocks,
- reads 1000 updates,
- unsubscribes for the symbols,
- after suspending for a minute starts the iteration again.
/This modified console_stream uses CString so use MFC static/shared library + replace #include <windows.h> to #include <afs.h> in stdafx.h/

After some iterations I receive updates like:

Q,FLEX,F,13.6701,-0.1299,-0.00941304,1766768,181,13.8800,.PSFT,13.6700,13.6700,1100,800,,173,13.88,11:51b,,13.8100,13.8000,0.,,,,c,N,,,,10/06/2004,,13.6701,,,,-0.1299,0,1380.,-0.741625037,0.,0.,-0.1399,1,1.015354679,7602092.9811,14,4,,6610306,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,4607,,,,
Note the 9th column: ".PSFT". Similar happens in other price fields as well (bid, ask, last, etc).

Could somebody also compile/run the program and see what happens (pm me , I can send the code)? Ususally the longer it runs, the more invalid updates it receives.

I appreciate any ideas, comments!!!

Lajos
Edited by DTN_Steve_S on Sep 19, 2011 at 09:22 AM


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