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xen has contributed to 15 posts out of 21199 total posts (0.07%) in 6,385 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Options in the IQ Feed symbol list file Dec 8, 2007 12:09 PM (Total replies: 14)

Right, but the whole point of this post was to ask if there was a way to get that information without having to make requests for every symbol. I was hoping they could supply this information in a text file or add it to the symbol list file.

Thanks,
Joseph

IQFeed Developer Support » Options in the IQ Feed symbol list file Dec 8, 2007 11:12 AM (Total replies: 14)

Well I'm not sure just looking longer than 12 months out is OK. What about a LEAP that was written a year or two ago that is going to expire in the coming months? How does one differentiate that option from a near month option without knowing all the details of the symbol?

IQFeed Developer Support » Options in the IQ Feed symbol list file Dec 8, 2007 09:19 AM (Total replies: 14)

Yes, I've downloaded the file. I don't believe the file specifies whether or not a symbol is a leap, quarterly, or weekly expiration option. Also, if they were to supply that information I would probably need the exact day of expiration.

Joseph

IQFeed Developer Support » Options in the IQ Feed symbol list file Dec 8, 2007 08:52 AM (Total replies: 14)

Right, I know I can get that information from the protocol. My question I put forth in this post was whether or not they could supply this level of detail in the symbol list. I was hoping they could because they already have this information in their database. Processing this mountain of information would be must faster if I could load it serially from a file instead of making 3000 requests to IQFeed.

Thanks,
Joseph

IQFeed Developer Support » Options in the IQ Feed symbol list file Dec 7, 2007 03:35 PM (Total replies: 14)

Thanks. Do you have any info on weekly, quarterly, and leaps?

Thanks,
Joseph

IQFeed Developer Support » Options in the IQ Feed symbol list file Dec 7, 2007 03:04 PM (Total replies: 14)

Yep, that's the file I'm talking about. It seems like you guys have this information in your databases so I'm wondering how hard it would be to include it in the file. It cetainly would reduce the amount of requests needed to figure all this out.

Thanks,
Joseph

IQFeed Developer Support » Options in the IQ Feed symbol list file Dec 7, 2007 02:42 PM (Total replies: 14)

Hi,

I was wondering if there was a way to differentiate between Weekly, Monthly, Quarterly, and LEAP options in the symbol list file without having to know how to decode all the symbols? I know you can get monthly and LEAP symbols from the network feed but it would be a lot nicer and faster to be able to load all of this information from a file.

Thanks,
Joseph

IQFeed Developer Support » Missing option symbols and LEAPS Nov 13, 2007 08:58 AM (Total replies: 2)

Yeah I see them in today's list, but they were not in yesterday's list. I must have caught a symbol that was just added yesterday by the exchanges.

Thanks,
Joseph

IQFeed Developer Support » Missing option symbols and LEAPS Nov 13, 2007 02:15 AM (Total replies: 2)

Hi,

I was wondering how IQ Feed gets its list of option symbols? I noticed that if I look in the symbol list published daily (Nov. 12th for this example) I do not see all possible option symbols listed for all stocks. An example is the A (Agilent) Dec 2007 30.0 Call and Put. Though, I see this symbol as "A LF" in Tradestation. Also, are LEAPS symbols not provided?

Thanks,
Joseph

Data and Content Support » Having problems with data Dec 1, 2006 09:58 AM (Total replies: 6)

Just something to add, I was watching premarket data on XMSR this morning with my IQ Feed and Tradestation. The Tradestation feed was reported several ticks that IQ Feed did not....any idea why this might happen? The only thing I could think of is that somehow Tradestation was clearing a trade and not reporting it...but I doubt that's allowed.

IQFeed Developer Support » Seconds resolution on tick data Dec 1, 2006 08:21 AM (Total replies: 4)

Are the seconds and possibly milliseconds getting stripped off the time stamp that comes from the exchanges? I don't understand why one would do that...especially when the message sent to us has a seconds field (unless it's a bandwidth thing and the local client on our computers just adds the .00 for the seconds when a new IQ Feed message arrives).

IQFeed Developer Support » Seconds resolution on tick data Nov 30, 2006 09:55 PM (Total replies: 4)

Hi,

This may be an obviously dumb question, but does the tick data not have resolution to the second? It looks like every tick is rounded to the minute, though the data is still in order.

Thanks in advance,
Joseph

IQFeed Developer Support » Watch list request rate Nov 22, 2006 10:40 PM (Total replies: 3)

Hi,

Just curious if anyone has ever had a problem issuing 1000+ watch commands as fast as possible? I've noticed that if I make the requests for Level I data via TCP/IP the DTN symbol counter only gets up to 1060 (I get no data returned for the unwatched symbols), I'm requesting 1130 symbols. After adding "Sleep(1)" between each request I appear to have no trouble issuing all of the watch commands and IQ Feed correctly reports that I am watching 1130/1300.

Just curious if there is something I'm doing wrong or if this is a known limitation...or what?

Thanks

IQFeed Developer Support » Sample console application using COM Nov 21, 2006 10:34 PM (Total replies: 4)

TLikins,

Thanks for the response, yeah I didn't fully realize that I would still be doing string tokening on the Level I data even with the COM object. That was my only reason for wanting the object...but it looks like that is unavoidable.

IQFeed Developer Support » Sample console application using COM Nov 12, 2006 09:29 PM (Total replies: 4)

Hi All,

I was wondering if anyone had a sample app that uses COM for Level I/II and History? I've got a little C++ console app running using the TCP/IP interface but I think the COM interface would be much quicker and I wouldn't have to parse all the data. I know the supplied sample C++ applications show this but I was looking for something much simpler, perhaps something that didn't have all the GUI stuff wrapped with it. I'm not really familiar with all the VC++ workings.

Thanks in advance,
Joseph


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