||May 18, 2004 07:15 PM
||Aug 21, 2006 03:19 PM
||Nov 13, 2006 10:25 PM
jfcantin has contributed to 20 posts out of 19395 total posts
(0.10%) in 5,735 days (0.00 posts per day).
20 Most recent posts:
Receiving History error messages doesn't seem to work. If you register with the AbortedLoad event like this :
m_HistoryLookup.AbortedLoad += new _IHistoryLookupEvents_AbortedLoadEventHandler(OnAbortedLoad)
You get an exception. If you don't register it then you can't tell if you gave a wrong symbol.
Anybody got a workaround?
Thanks for the clarification. The documentation does not explain what is associated with each error message type.
I am assuming that we will get the 2 error messages(back to back) for a bad symbol request until a new version is released. Is this a safe assumption?
Is it possible to receive only one set of error message with the current version?
Does this means that we should not expect !SYNTAX_ERROR!<CR><LF> anymore as an Error from the daily historical socket?
I was just downloading daily history last night and came across a problem with 3 stocks: CNBF, C.SGS and CAOP. I was requesting 200 days of daily data for the above mentionned symbols and this is what I received:
1. C.SGS,2005-01-26 03:47:16,0.1000,0.1050,0.1000,0.1050,34000
2. C.SGS,2005-01-26 03:47:16,0.0800,0.0800,0.0800,0.0800,29000
88. C.SGS,2005-01-26 03:47:16,0.0200,0.0200,0.0200,0.0200,40000
89. C.SGS,2005-01-26 03:47:16,0.0000,0.0000,0.0000,0.0000,0
1. CAOP,2005-01-26 04:05:38,4.5000,4.5400,4.3000,4.3000,68370
2. CAOP,2005-01-26 04:05:38,4.5500,4.5500,4.5000,4.5000,3100
156. CAOP,2005-01-26 04:05:38,0.3500,0.3500,0.3500,0.3500,100
157. CAOP,2005-01-26 04:05:38,0.0000,0.0000,0.0000,0.0000,0
1. CNBF,2005-01-26 04:34:36,12.7500,13.0000,12.7500,13.0000,1400
2. CNBF,2005-01-26 04:34:36,12.5000,13.0000,12.5000,13.0000,4655
83. CNBF,2005-01-26 04:34:36,11.7500,11.9500,11.5000,11.9500,3200
84. CNBF,2005-01-26 04:34:36,0.0000,0.0000,0.0000,0.0000,0
The interesting thing is I get the same result if I request a number of days equal or greater than the max numbers above. But if I request 1 day less than this I get what I expected which is 88 days of history for C.SGS, 156d of CAOP and 83 days of CNBF.
Any idea why? Of all the stocks I downloaded last night these were the only 3 with this behavior. Aren't they special!
1. I am cycling through the market after hours to get the number of trades as my client require this information for his analysis. He also wanted to get it at 15 minutes intervals, but I guess it is a no no now. I was not thinking about the load on your server when I was cycling through the market. Sorry guys.
1.1 If I could get the number of trades on the historical server that would be great, I wouldn't have any reason for cycling through the way I am now.
2. If the snapshot service is available before the # of trades is implemented on the historical server then I would use it as it would simplify my process.
3. 1300 symbols is quite a bit. I am unsure if anyone would need more if they have the snapshot server. Technically you can watch the whole market with your Satellite feed. I am wondering if you would create duplication of your services. I guess if people are trying to scan the whole market they should get the satellite feed anyway, and for these people my guess is 5000 symbols is not going to cut it either. They are probably using the wrong tool for the job, a lot of people do.
I guess the advantage of having a greater amount of symbols on IQFeed would be that you'd be paying only once as opposed to getting the satellite feed and subscribing to IQFeed to get historical data. Do you already have in place a bundle where you can get the satellite feed and IQFeed Historical? Or Satellite with full IQFeed in order to have a redundant Feed. Just a thought as I am not too familiar with the differences between Satellite and IQFeed.
4. You have to do what you have to do to protect your business. With the snapshot server I am wondering if anyone would be affected by a throttle. And if they are still affected, unless I misunderstood what they are doing they are again using the wrong tool for the job.
Historical Server suggestions:
0. Add number of trades
1. Return Symbol/token with the historical request, so if it comes back in the wrong order then it is easy to put know what is what. Or will it always come back one after the other? Garantied?
2. Have an end of day file we could pull to update our databases (daily for sure, minute? tick?)
Should I repost my historical comments on the historical poll?
Hope this helps,
Given the choice I would use Linux above all the other choices for IQFeed.
But as far as the above choices Win2K is all I need.
Edited by jfcantin on Aug 24, 2004 at 10:18 AM
That would be most useful! As I am doing like sacha and registering / unregistering symbols 500 at a time.
In the mean time if you guys figure out a cleaner way of doing this let us know.
Look at the following thread : http://forums.iqfeed.net/index.cfm?page=topic&topicID=150 posted a few days ago and you will have your answer.
You will probably need to implement the socket interface like most of the .net users.
I might be wrong, but it looks like you are using IQFeedX instead of IQFeedY.
You have my vote.
this one just bring me to the main page. Is that what you mean?
The link used to be on the left hand side with the other links when you were logged in the developer side.
We use to have a link to the old forum for reference, but it seems to have disapeared. Where can I find it?
Was it rolled into this one or in the process of?
Thanks a lot Ted. This is exactly what I wanted.
Anyone knows how to get the same info for the canadian exchanges? I know IQFeed doesn't carry a SIC code for the canadian securities, but I was wondering if anyone found a list somewhere.
I looked on the TSE website and couldn't find anything of use and they haven't been answering my email either.
thanks for your help,
This is a good idea.
I saw the SIC element in the fundamental data format.
Do you currently have a list of the SIC codes with their names? I couldn't find it in the documentation.
Edited by jfcantin on Aug 3, 2004 at 05:47 PM
I want to do some analysis comparing a stock to its sector. But I can't find a list of stock associated with each sector.
Does DTN have this? OR
Does anyone know where I could find this in an electronic format? I have been looking for a few weeks, and I can't find a list.
Any idea or pointer would be appreciated.
Is there a reason why you don't distribute the socket example? Because in the past it was recommanded to use the TCP interface for increased stability. Is the TCP interface still the best way to go?
Edited by jfcantin on Jul 9, 2004 at 09:14 AM
I am using this extensively, but right now it is quite cumbersome to get this information for all the stocks, as I have to register all stocks before the close to get only the number of trades.
I know we just version 2.3, but what is proposed timeline for version 3.0? Do you have a list of features for version 3.0?
That will be great! can't wait to see it!
Currently we can only retreive history for market hour data, although we get the pre and after market data when we register a symbol to watch.
Any chance this could be retreived as well? is it currently being stored?
That means that if we use the method described on your recent /dev post we can process the txt file accordingly. Will the text file be real time or it is still 20-30 minutes delayed? If it is delayed any way we could have this real time?