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jigsawtrading has contributed to 3 posts out of 21196 total posts
(0.01%) in 2,811 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
Errors with ReqWatch - Last Size is not a valid fieldset field Mar 28, 2018 04:01 PM
(Total replies: 3)
Thanks Tim So I'm back to setting protocol 5.0 and I took the spaces out. Now I have L1 data coming in - but I don't see the message types in there Q,@ESM18,22,2610.50,3,0.001150527,1974,1,2611.75,2608.50,2610.50,2610.75,10,9,183,,3.25,18:02:57t,2884080,2609.75,2607.50,0.25,,2607.50,,0,,,,,03/28/2018,,2610.50,06/15/2018,,,3,0,,,-0.25,-0.25,0.75,1,0.001244972,,12,2,78,2730613,,0.00,0.00,0.00,0.00,1013,18:02:57,18:02:57,,271419800,,03/28/2018,43,43,43,18:02:57,, No more 'C', 'a', 'b' and 'ba' types coming through. This is with client 5.2.7.0 These issues seem to have come about since upgrading my client - has the feed changed? Thanks Pete Edited by jigsawtrading on Mar 28, 2018 at 05:11 PM
Data and Content Support »
Errors with ReqWatch - Last Size is not a valid fieldset field Mar 27, 2018 11:04 PM
(Total replies: 3)
Hi I'm getting errors with ReqWatch messages. Using 5.2.6 IQFeed Client. We were setting the protocol to 5.0 objLevelOne.SetProtocol("5.0"); And setting required fields to: private const string reqFields = "Last, Last Size, Message Contents, High, Low, Open, Close, Ask, Ask Size, Bid, Bid Size, Most Recent Trade Conditions, Most Recent Trade Market Center"; And this week, that stopped working - it's giving the message "LevelOne_OnErrorMsg() - Error message is E,Last Size is not a valid fieldset field.," OK - so we figured maybe we needed to go to a later protocol, so we tried this: objLevelOne.SetProtocol("5.2"); private string reqFields = "Last, Incremental Volume, Message Contents, High, Low, Open, Close, Ask, Ask Size, Bid, Bid Size, Most Recent Trade Conditions, Most Recent Trade Market Center"; And now it complains that "Message Contents" is not there. Which gives us an interesting issue - Message Contents previously told us which type of L1 message this was - a ask, bid or trade (a,b,C). With that removed - we have no idea how to process L1 (Time & Sales) messages - we don't know if a message is a bid/ask or trade. Any idea what we are missing here? Thanks Pete
IQFeed Developer Support »
SymbolDownload - not downloading multiple exchanges Oct 27, 2016 08:34 AM
(Total replies: 1)
Hi I am using the SymbolDownload in the IQFeed API to grab the symbols for the ICE exchanges (IDs 38, 63,54). According to my understanding I should be able to do request symbols for more than one exchange by using a space delimited filter - "38 63 54" (see attached image). When I do this, it only downloads the instruments for exchange id 38. If I use "63 54 38", it just downloads for exchange 63. Is this expected behavior? Let me know. Pete Edited by jigsawtrading on Oct 27, 2016 at 08:34 AM Edited by jigsawtrading on Oct 27, 2016 at 08:38 AM |
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