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DTN_Steve_S has contributed to 2086 posts out of 20590 total posts (10.13%) in 6,021 days (0.35 posts per day).

20 Most recent posts:
IQFeed Developer Support » FDS query history before 2019? Mar 2, 2022 03:34 PM (Total replies: 3)

This format for the data is only available back through May 21st, 2018.

IQFeed Developer Support » Futures Options Chain is 'corrupt'. Feb 28, 2022 03:46 PM (Total replies: 8)

You are correct. We found the same results and I was just typing up a response when you posted. All the symbols are in the system, just not getting to the chains server currently. We are still investigating an will let you know when we have a fix available.
Edited by DTN_Steve_S on Feb 28, 2022 at 03:46 PM

IQFeed Developer Support » Futures Options Chain is 'corrupt'. Feb 28, 2022 11:01 AM (Total replies: 8)

I can replicate the issue with your request.

Here is the request that our chains app uses (pulled from the IQFeed Logfile).

CFO,@ESH22,pc,,23,1,LookupChains

It appears the server is not handling the case where you are not sending the year codes. I have alerted our server team about this but the workaround is to send that field.

-edit- Just noticed your second post. I'll take a closer look at the contracts returned. I don't believe this behavior should have changed since last week.
Edited by DTN_Steve_S on Feb 28, 2022 at 11:03 AM

IQFeed Developer Support » how to get Bid Date ? Feb 28, 2022 06:36 AM (Total replies: 2)

Sorry for the delay here.

We do not have date fields for bid/ask in the feed. As a result, you cannot be certain that bid/ask values in a summary message are from the current day (especially true if you are requesting around midnight Eastern for symbols that update across midnight). However, any update message that indicates a bid or ask update occurred (based on the Message Contents field) can safely be assumed that the date for the bid/ask is the current date (again, based on Midnight Eastern).

IQFeed Developer Support » Futures Options Chain is 'corrupt'. Feb 28, 2022 06:33 AM (Total replies: 8)

Hello, can you give us the exact request you are sending to the feed?

Also, is the issue still occurring? If so, does it also happen with our chains app that is included with IQFeed (the app sorts symbols by position in the return message in relation to the : field)?

This morning, I do not seem to be able to duplicate the issue.


Hello, the official release version is 6.2.0.23 currently (not 6.1). The version field in the S,CUST message also controls the IQFeed version Upgrade Nag so it has always lagged the actual release date by a bit of time to allow a small number of customers to upgrade naturally before we turn on the nag. Unfortunately, with the timing of data center move, we didn't want to have both happening at once so we are delaying the upgrade nag until after the datacenter move is complete.

However, the current version field in this message does not indicate (and never has indicated) the installed version. For example, once we update this field after the move, customers running 6.1 or older versions will still get a 6.2 version number in this field.

The installed version would either have to be pulled out of the registry (documented here: https://www.iqfeed.net/dev/api/docs//RegistrySettings.cfm) or by examining the file information of IQConnect.exe.


Note that protocols are only Major.Minor. I'm guessing you meant IQFeed version 6.2.0.5 and the protocol you are using is unknown from your post.

With that said, I am unable to duplicate this behavior except on old protocols where RequestID was not yet supported on these commands (4.9-5.1). It would appear you are using one of those older protocols.

 S,SET PROTOCOL,6.2
S,CURRENT PROTOCOL,6.2
SLM
LS,1,NGM,Nasdaq Global Market,5,NASDAQ,
LS,2,NCM,National Capital Market,5,NASDAQ,
...
SLM,TEST
TEST,LS,1,NGM,Nasdaq Global Market,5,NASDAQ,
TEST,LS,2,NCM,National Capital Market,5,NASDAQ,
...


S,SET PROTOCOL,6.1
S,CURRENT PROTOCOL,6.1
SLM
1,NGM,Nasdaq Global Market,5,NASDAQ,
2,NCM,National Capital Market,5,NASDAQ,
...
TEST,1,NGM,Nasdaq Global Market,5,NASDAQ,
TEST,2,NCM,National Capital Market,5,NASDAQ,
...

protocol 6.0 is the same as 6.1 and 5.2 for this request)
S,SET PROTOCOL,5.2
S,CURRENT PROTOCOL,5.2
SLM
1,NGM,Nasdaq Global Market,5,NASDAQ,
2,NCM,National Capital Market,5,NASDAQ,
...
SLM,TEST
TEST,1,NGM,Nasdaq Global Market,5,NASDAQ,
TEST,2,NCM,National Capital Market,5,NASDAQ,
...


Here is where it stops working (and all older protocols). This is intended.
 S,SET PROTOCOL,5.1
S,CURRENT PROTOCOL,5.1
SLM
1,NGM,Nasdaq Global Market,
2,NCM,National Capital Market,
...
SLM,TEST
E,!SYNTAX_ERROR!,



Andrew, the 5min files are really your best bet here for that many symbols. Trying any other method will be problematic at best.

Most security types are represented in these files but not all security type/exchange groups have symbols.

The IEOPTIONS file is retrieved using exchange group 14.

-edit- switched "security type 14" to "exchange group 14"

Also, if you aren't already aware, a list of security types and listed markets/exchange groups can be retrieved from the lookup port.
Edited by DTN_Steve_S on Sep 4, 2020 at 09:09 AM


This message was posted in a secure forum. Click here to access the topic where message was posted.


This message was posted in a secure forum. Click here to access the topic where message was posted.


This isn't something we can do immediately because it would potentially break other software that uses IQFeed on the same machine.

One of the primary features of IQFeed is that you are able to run multiple 3rd party trading apps side by side without them interfering with each other. This is largely only possible due to the per-connection based settings.

With that said, this is a fairly common request, especially from non-commercial software developers (who are frequently not using multiple apps). Unfortunately there won't be any features like this in 6.1 but we do have some ideas to make setting feed configuration easier in future versions.


The only recommendation I could give would be to first request daily (or weekly/monthly) data to find the start of data for the symbol. At that point you could craft an HIT request with an end datetime that reduces the overall amount of data you're having to process.


Also, as for updating the documentation to be more clear, the next version IQFeed has the dataDirection field described as follows:

DataDirection
  • This determines which order the data is returned to you.
  • '0' (newest to oldest) or '1' (oldest to newest).
  • Note, this does NOT change the data that is returned. The ordering of the data is simply reversed if oldest to newest is selected



I'll look into something to address explaining a bit more about how the result sets are collected.


Confirming what Yair said here.

The [MaxDatapoints] should be thought of as a "No more than X datapoints" instead of "First X datapoints before/after..." from the API.

Also, the [DataDirection] parameter does not change the result set. It only changes the direction in which the result set is delivered.

As a result, The request HIT,AMD,60,20000101 000000,20190101 235959,3,,,0 is saying "give me all of the data from 20190101 235959 back to 20000101 000000 but no more than 3 datapoints."
Additionally, HIT,AMD,60,20000101 000000,20190101 235959,3,,,1 says give me the same 3 datapoints but deliver them to me oldest to newest.

IQFeed Developer Support » Bug in Level2 BidTime/AskTime? May 15, 2019 05:41 AM (Total replies: 3)

My apologies for the delayed response here.
You've decoded the message correctly.
It would appear that this is a bug in the feed but I don't know how or why it occurred at this time. If you have more examples, it will help in tracking this down, but I don't believe this is a case of simply applying the valid time to the wrong field.


My apologies for the typo (I'm sure it's been that way for years). It should say "IQFeed Developer Support". I have fixed it.

Here is the direct link: http://forums.dtn.com/index.cfm?page=forum&forumID=9
Edited by DTN_Steve_S on Apr 25, 2019 at 08:50 AM

DTN.IQ Client Software Support » Time & Sales data listener Apr 22, 2019 05:27 AM (Total replies: 2)

Backfill will be obtained using the requests in the HistorySocket examples. From that point, the data is kept up to date using the Level1Socket.

With no additional information, I'm not sure why the L1socket wouldn't have returned data for you. At the very least you should have gotten an initial snapshot of data. What symbol were you using? Did you get a not found message back instead?


Denis, the file I updated yesterday has the following header as the first line.

Symbol,SecurityType,Description,ExpirationDate,Exchange,LastUpdate

Is that consistent with what you are seeing (as I mentioned, this isn't quite a finished offering for us in terms of delivery so it's possible there is still issues with implementation)?

By the way, I also found this older thread on the same subject that explains the Expiration Date field is currently intentionally left blank since the same data is embedded in the symbol. I'm not sure if there is extra information that is useful to you in that thread but just in case you're interested, I wanted to make you aware of it.

http://forums.dtn.com/index.cfm?page=topic&topicID=3326


We do not retain these lookup lists historically. The best we can offer is a list of all expired equity options that have traded in the system so you can build these lists on your end. We currently only update this as a manual process every couple months (on demand when customers ask). I have updated it for this morning's file.

The file is located on our FTP server here:

ftp://www.dtniq.com/beta/IEOPTION.zip
Edited by DTN_Steve_S on Apr 9, 2019 at 06:49 AM

IQFeed Developer Support » Bulk download of historical data Apr 5, 2019 01:52 PM (Total replies: 1)

This does not exist in the API.


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