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dkobelt has contributed to 14 posts out of 21185 total posts
(0.07%) in 6,325 days (0.00 posts per day).
20 Most recent posts:
IQFeed Developer Support »
Open Interest - One More Time Feb 12, 2008 09:12 AM
(Total replies: 5)
The Open Interest is supposed to be the open interest.... The number of contracts out there. I thought DTN had that information. It seems to have changed. Other sources do show the correct Open Interest. For example, http://www.optionsxpress.com/OXNetTools/Chains/index.aspx?SessionID=&Symbol=AAPL&Range=4&lstMarket=0&ChainType=&AdjNonStdOptions=OFF&lstMonths=&FromVB6=True That shows the Open interest for SPY DK as 12,780 contracts. The odd part is that this information has been screwed up by DTN (in my opinion) for a while now. We were getting the true number, now I only have the true number for stocks starting with letters from A to D. I am trying to find another data source where I can get this information reliably. I appreciate the difference between Volume (what really is traded) and Open Interest (what is out there). I was both items. I WAS getting this from DTN. I am now looking for a data service that WILL give this to me again.... and then I wont have to fight with mysterious changes anymore. Yes, I'm disappointed. I've openly lost my interest in DTN. ;)
Data and Content Support »
Missing Volume in many US Stocks Nov 11, 2007 01:54 AM
(Total replies: 2)
I know that VEU has good average volume. When asking for the Fundamental data for VEU, it is blank. Can this be fixed soon? It has high volume. I know these should have volume: DNL, EEW, EKH, FXD, FXG, HHG, HRD, ITE, MZG, MZO, VEU. All of the above are ETF / Indexes on the U.S. Boards. I have a list of other stocks (attached) that *might* be blank too. I haven't looked at them in detail (too many of them). My log report shows a blank (perhaps that is the truth for some of those stocks in the attached list). Thank you
IQFeed Developer Support »
Option Chain history shows volume in thousands only Sep 10, 2007 06:23 PM
(Total replies: 4)
The different farms have different results. If that's any help to anyone.
Data and Content Support »
WHEN is the server upgrade going to be completed?? Sep 10, 2007 06:22 PM
(Total replies: 9)
Tell what you find as an alternate supplier. I've had too many frustrations.
IQFeed Developer Support »
Option Chain history shows volume in thousands only Sep 4, 2007 05:58 PM
(Total replies: 4)
This is a sluggish response time. My other posted request (alert to the dev team) took WEEKS to answer. For an industry that deals in ticks, isn't this too long for: A) staff to notice the problem B) make a comment upon C) correct This error happened somewhere in July during the transition. I made a phone call (after poor response in the forums). I used the online tech support. I'm NOT getting results in a timely fashion. Where is the Results Port?
IQFeed Developer Support »
Option Chain history shows volume in thousands only Aug 25, 2007 11:20 AM
(Total replies: 4)
The option chain history for "QQQ UV" for example shows the volume as 40. But the true volume for the day was 40,000. By leaving off the details, I can't tell which option codes have the mediocre volume from the dead volume. Trading an option that has volume of 500 is useful to me. We did have it foue weeks ago. When will this be corrected? OR Is this the permanent output?
Data and Content Support »
Option Daily History hit and miss Jul 19, 2007 07:03 PM
(Total replies: 1)
I'm seeing data be good and then bad for Daily History requests on Option codes (e.g. QQQ SV). On Sunday it had many missing days. It had upto July 6th but didn't have the 9th to 13th. I noticed that later that night the data was all there. On Wednesday similar "now you see it" behaviour. Today, I'm having more hit and miss with Last Tick and Option History (Daily Candles). Are we going to see "pre-upgrade" stability soon?
IQFeed Developer Support »
RequestMinuteHistory is calendar days, RequestDayHistory is trading days Jan 15, 2007 01:47 PM
(Total replies: 3)
Making a COM call to RequestDayHistory has a parameter for # of days. This always returns 3 trading days when 3 are asked for. However, RequestMINUTEHistory has a parameter for # of days, but the results depend on the day of the week, or holidays. A weekend and a market holiday (or other special observances) means I might not get any days, or 1 or 2 or 3 days of data. Can the Minute history be made consistent like Day, Week and Month history requests? I know you have the data to figure this out :) I can add code on my side, but you did such good job with Day/Week/Month. Also, its not simple to recongize imprompto market closings for presidents, etc. Whereas you have the trading days known already. Thank you
IQFeed Developer Support »
ICB Industry Codes vs SIC codes Jan 11, 2007 05:46 PM
(Total replies: 2)
As of Jan 2006, Dow and FTSE are using ICB codes for sectors. http://www.icbenchmark.com/news11.php They are better descriptions than the SIC (field 42 of Fundamental message). When will this be adopted in DTN fundamental data? Thank you
IQFeed Developer Support »
Split and last split problems in fundamental message Jan 3, 2007 11:12 AM
(Total replies: 4)
SWS had a split this morning (Jan 3 2006) but the Fundamental data as of noon EST still doesnt know it. The old daily data is noticably higher than todays open. When does this get updated?
IQFeed Developer Support »
SIC (industry) codes Jan 2, 2007 05:10 PM
(Total replies: 4)
Found an excel sheet (thanks to your lead). http://www.census.gov/epcd/naics02/NAICS02toSIC87.xls It has the old SIC code and the new NAICS codes in a spredsheet with descriptions. :)
IQFeed Developer Support »
SIC (industry) codes Jan 2, 2007 04:53 PM
(Total replies: 4)
Oops.... My search had some text in it and after I removed that... the code came back with Electronic Computers. Your link is helpful. I'd like to get a database (excel sheet). I'll look around some more.
IQFeed Developer Support »
SIC (industry) codes Jan 2, 2007 04:51 PM
(Total replies: 4)
Thanks for the link. I tried IBM. IQFeed Fundamental says 3571... that OSHA website doesn't know that code.
IQFeed Developer Support »
SIC (industry) codes Jan 2, 2007 04:07 PM
(Total replies: 4)
The SIC codes are in the Fundamental data. Anybody have a database for SIC codes to make them into human readable names? Thank you |
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