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20 Most recent posts:
IQFeed Datafeed Wish List » live ICE index data feed Apr 4, 2022 10:11 PM (Total replies: 1)

Is it possible to add live ICE index data feed?

https://www.theice.com/market-data/indices/real-time

Data Questions » timestamp in update message Jul 12, 2021 04:24 PM (Total replies: 5)

That would make sense. Thank you, Gary.

So in order to get the most recent change time, I have to listen to most recent trade time, bid time and ask time, then check which one is the latest? Is there a field for the most recent change time?

Data Questions » timestamp in update message Jul 9, 2021 02:12 PM (Total replies: 5)

If the timestamps all come from the exchange, then it indicates some serious delay along the path.
Note all the symbols here are from Globex. The exchange clock should be the same/synchronized. Especially instruments like ES and NQ, they are within the same market data segment.

If an event happens a minute later than another, but received before that, that means there is at least a minute delay. Is there a way we can investigate this? How to check the backlog within IQFeed?

Data Questions » timestamp in update message Jul 9, 2021 12:43 PM (Total replies: 5)

Hi, a question about the timestamp in the update(Q) messages:

How is the timestamp in the update message been assigned? Where does it come from?

Please notice in the following updates, the timestamps seems following different timelines for different symbols. For each symbol, the timestamp keeps increasing. But between symbols, they could be seconds (sometimes more than minute) apart. It looks like some delay for some symbols.

Please note the following is the output of telnet with subscriptions to several symbols. The total active subscription to IQFeed is about 350 symbols. There is also another client connecting to IQFeed at the same time to consume the data. The machine is a 8-core linux server with 32G memory.


Q,@RTY#,2308.00,1,08:52:50.896622,43,5070,2307.80,3,2308.00,1,2304.50,2308.30,2298.60,2302.00,a,01,
Q,@NQ#,14706.00,1,08:53:00.823755,43,34156,14706.00,6,14706.50,1,14704.25,14721.75,14674.50,14713.75,C,01,
Q,@NQ#,14706.00,1,08:53:00.823755,43,34156,14706.00,5,14706.50,1,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,11,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,10,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,9,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,8,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,9,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,8,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@ES#,4342.75,2,08:52:53.296428,43,72578,4342.75,7,4343.00,29,4341.00,4343.75,4333.00,4342.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14706.00,5,14706.50,1,14704.25,14721.75,14674.50,14713.75,C,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,3,14706.50,1,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,3,14706.50,2,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,3,14706.50,3,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,2,14706.50,3,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,1,14706.50,3,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,1,14706.25,1,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NIY#,28620,1,08:51:42.991782,110,9701,28620,21,28625,28,28755,28755,28485,28775,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,1,14706.25,2,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.75,1,14706.25,3,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.50,3,14706.25,3,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.50,2,14706.25,3,14704.25,14721.75,14674.50,14713.75,b,01,
Q,@NQ#,14706.00,5,08:53:00.824297,43,34161,14705.50,2,14706.00,1,14704.25,14721.75,14674.50,14713.75,a,01,
Q,@NIY#,28620,1,08:51:42.991782,110,9701,28620,15,28625,28,28755,28755,28485,28775,b,01,
Q,@NIY#,28620,1,08:51:42.991782,110,9701,28620,13,28625,28,28755,28755,28485,28775,b,01,

IQFeed Datafeed Wish List » Native Linux IQ Feed build Jul 8, 2021 04:39 PM (Total replies: 6)

+1, just sent am email with my IQ Feed Login ID.

IQFeed Datafeed Wish List » bid/ask size for historical tick data Jul 8, 2021 04:37 PM (Total replies: 1)

Can you please add bid/ask size in the historical tick data? for HTX, HTD, and HTT.

Thanks.

IQFeed API Questions » duplicate trades? Jun 2, 2021 10:07 AM (Total replies: 6)

Thank you, Gary.

It seems to me that those are not busted trades. Because it happens too often. It's more like a resent message from IQconnect. Can you think of any scenario (some settings) which may cause IQConnect resend some messages?

Good point about the implied trades.

IQFeed API Questions » duplicate trades? Jun 1, 2021 03:34 PM (Total replies: 6)

I also notice that sometimes message content shows as C (trade) but the volume doesn't change. Does this make sense?

Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,10,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,4,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,9,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,10,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,2,12:59:55.704633,43,103489,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,17,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,16,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,17,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,16,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,18,4191.50,7,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,17,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,16,4191.50,7,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.184170,43,103490,4191.25,16,4191.50,10,4206.50,4210.25,4190.00,4202.50,a,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,16,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,15,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,16,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,15,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,16,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,15,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.345602,43,103491,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,12,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,11,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,13,4191.50,10,4206.50,4210.25,4190.00,4202.50,C,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,12,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,
Q,@ES#,4191.25,1,12:59:56.530624,43,103492,4191.25,11,4191.50,10,4206.50,4210.25,4190.00,4202.50,b,01,

IQFeed API Questions » Level 1 data and Reset Book message May 31, 2021 10:29 AM (Total replies: 3)

When the book is cleared, are the bid/ask fields blank or zeros?

IQFeed API Questions » duplicate trades? May 31, 2021 08:56 AM (Total replies: 6)

I received the following updates while watching ES. Note the total volume goes from 66971 to 66980, the goes back to 66971 and go up to 66980, the come back to 66971 again. The timestamp goes back as well.
Why is like that? Some duplicate messages?


Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.520949,43,66972,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,2,08:57:38.520949,43,66974,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,2,08:57:38.520949,43,66974,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66975,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66976,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66977,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66978,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66979,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,46,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,47,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,1,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,2,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,3,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,7,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,10,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,11,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,14,4200.75,40,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,40,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,41,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,45,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,44,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,11,4200.75,45,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,2,08:57:29.589584,43,66971,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.520949,43,66972,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,2,08:57:38.520949,43,66974,4200.50,9,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,2,08:57:38.520949,43,66974,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66975,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66976,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66977,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66978,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66979,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.50,6,4200.75,45,4206.50,4210.25,4197.75,4202.50,C,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,45,4206.50,4210.25,4197.75,4202.50,b,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,46,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.75,47,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,1,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,2,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,3,4206.50,4210.25,4197.75,4202.50,a,01,
Q,@ES#,4200.50,1,08:57:38.521230,43,66980,4200.25,51,4200.50,7,4206.50,4210.25,4197.75,4202.50,a,01,
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IQFeed API Questions » IQConnect crashes with CrossOver on ubuntu 18.04 LTS May 27, 2021 02:40 PM (Total replies: 4)

Gary,

I managed to make crossover work. After iqfeed is installed, I click Time&sales within crossover. Both the connection dialog and the time&sales windows show up. I'm able to login and the connection dialog disappears. But when I type into a symbol AAPL in the time&sale window, nothing shows up. It seems there is no connection between the IQConnect and Time&Sale. The IQconnect log shows IQConnect exits. The log is attached.

Please advise.

IQFeed API Questions » IQConnect crashes with CrossOver on ubuntu 18.04 LTS May 26, 2021 12:47 PM (Total replies: 4)

I have contacted CodeWeavers support, will post the response once available.
I attached IQConnectLog.txt as well for your review. There is no .MDMP file.

Thanks.

IQFeed API Questions » IQConnect crashes with CrossOver on ubuntu 18.04 LTS May 25, 2021 04:31 PM (Total replies: 4)

Hi,

New to IQFeed here. Try to run IQFeed with CrossOver on ubuntu 18.04 LTS. I installed IQFeed from CrossOver. IQConnect crashes after successfully installation. The backtrace file is attached. Has anyone seen this before?


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