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jrajesh has contributed to 2 posts out of 21197 total posts (0.01%) in 7,254 days (0.00 posts per day).

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IQFeed Developer Support » IQFeed Quote data discrepancy Aug 4, 2004 10:16 PM (Total replies: 3)

We were watching the quote for LU and AV for 8/4/2004 and we noticed that there was a one minute pause in the quote stream at 12:05pm ET. When the feed resumed a minute later, the data was all hosed up. The IQFeed timestamp(field 18) reverted back to 11:46am.

Time Received Symbol Volume LastSize Time NoOfTrades
8/4/2004 12:05:24 PM LU 20829100 2200 12:05t 3802
8/4/2004 12:05:25 PM LU 20829700 600 12:05t 3803
8/4/2004 12:06:27 PM LU 20519600 1000 11:46t 3817
8/4/2004 12:06:27 PM LU 20526200 6600 11:46t 3818
8/4/2004 12:06:28 PM LU 20528100 1900 11:46t 3819

As you can see, we had missed 14 trades (3817 - 3803). Did we miss any trade ? If so, the total volume which came later is less than the total volume of the previous trade.

We also noticed another problem which started at 10:38am, where the NoOfTrades value was being repeated about every 20 minutes later and the values associated with the later transaction did not match the data with the previous transaction.

Since we noticed this anomaly with LU and AV (those were the only two symbols that we were watching), its not just one symbol which had errors.

This has made our calculations totally wrong. Is this a normal occurrence ? How do we program for it ?

IQFeed Developer Support » .NET Console Application Jul 11, 2004 03:59 PM (Total replies: 0)

Hello folks,
I am trying to create a Console application which will watch for certain symbols. I am getting an "InteropServices.COMException" in mscorlib.dll when I try to do a RegisterClientApp using the IQFeedY object. Any help on this will be much appreciated.

Thanks.


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