altmany
-Interested User-
Posts: 73
Joined: Jul 30, 2018
IQML - IQFeed-MATLAB connector
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Posted: Sep 28, 2019 01:46 PM
Msg. 1 of 5
When I search for symbols by SIC code (SBS query), I can see the following: => SBS,28,x
<= x,2813,AIQUY,3,1,L'AIR LIQUIDE ADR <= x,2813,FLRE,3,1,FLAMERET INC <= x,2816,TORM,3,1,TOR MINERALS ... <= x,2819,ZGSI,3,1,ZERO GRAVITY SOL INC <= x,2820,CDSAF,3,1,CYDSA SA SER A ORD <= x,2820,FUPEF,3,1,FUCHS PETROLUB AG <= x,2820,LNXSF,3,1,LANXESS AG <= x,2821,ACGJ,3,1,ACI GLOBAL CORP ... <= x,2834,AIHLF,3,1, ... <= x,2836,XLRN,1,1,ACCELERON PHARMA INC. COMMON S <= x,2839,LMDCF,3,1,LINGO MEDIA CORP NEW <= x,2839,YLWDF,3,1,YELLOW PAGES LTD COMMON SHARE <= x,2840,DUNIY,3,1,DUNI AB <= x,2840,HEGIF,3,1,HENGAN INTL <= x,2841,BTTR,3,1,BETTER CHOICE COMPANY INC. COMMON STOCK ... <= x,2869,WLKP,7,1,WESTLAKE CHEMICAL PARTNERS <= x,2870,NHYDY,3,1,NORSK HYDRO ADR <= x,2870,NHYKF,3,1,NORSK HYDRO ASA ORD <= x,2873,AGGL,3,1,AGTECH GLOBAL INTERNATIONAL INC. COMMON STOCK ... <= x,!ENDMSG!
There are 2 problems with these results: 1. SIC group codes 2820,2839,2840,2870 are not listed in the response to a SSC query. I detected 154 such SIC codes that were reported by SBS but not listed by SSC (I can email you this list of 154 if you wish). 2. Some symbols are reported without a company name. I found 4 cases of this problem: AIHLF (SIC code 2834), ELIAF (4911), UTBPP (6798) and FWDE (1311). I have not tested to check whether similar problems occur with the corresponding NAICS queries (SBN and SNC), but it would not surprise me to discover this. Please advise... Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML
I am not a DTN employee; my post reflects my personal opinion
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altmany
-Interested User-
Posts: 73
Joined: Jul 30, 2018
IQML - IQFeed-MATLAB connector
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Posted: Sep 29, 2019 05:06 AM
Msg. 2 of 5
Followup problem #3: SIC groups 00-09 (Agriculture sector) return no symbols at all. For example: => SBS,07,x <= x,E,!NO_DATA!, <= x,!ENDMSG! It seems that only SIC groups 10+ are properly processed. You *do* have information about the Agriculture stocks. For example, you report valid market and fundamental data for AGRO (SIC=0139, i.e. SIC group 01), CVGW (SIC=0179) and FDP (SIC=0179) - It's just that you don't return these symbols in the SBS query since their SIC group < 10. Yair Altman IQML - IQFeed-MATLAB connector https://UndocumentedMatlab.com/IQML
I am not a DTN employee; my post reflects my personal opinion
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DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019
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Posted: Oct 2, 2019 09:10 AM
Msg. 3 of 5
Yair,
I will investigate this.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019
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Posted: Oct 2, 2019 10:32 AM
Msg. 4 of 5
OK, I see what you're saying. I will report a bug as:
1. SBS returns no data for 01, 02, 03, 07, 08, 09. I even tried doing SBS,1 instead of SBS,01, but that returns an "invalid code" error. (43, 93, and 94 return no data, but given the public-sector nature of those categories, I suspect that is correct.)
2. I found a total of 152 codes in the SBS command that do not appear in the SSC query. I'll send you an email so we can compare lists.
3. The missing name problem seems to be larger in scope. I got some missing names too, but not the same symbols; for me it happens to YKLTF, AMPO, LCHD. If I run the command again, they are still missing, so it isn't random. If I run a Watch command on those symbols, there's no company name there either. The symbols you listed now show names, and I don't see that any of the symbols have recently activated or deactivated. I will report this also, but I don't think it's necessarily an SBS/SSC problem.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist Edited by DTN_Gary_Stephen on Oct 2, 2019 at 10:38 AM
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DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019
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Posted: Oct 2, 2019 04:15 PM
Msg. 5 of 5
UPDATE: I've been advised by our data people that the missing company names is a known behavior. These are all new symbols, and apparently sometimes it takes a day or two for the company name field to populate. So this is nothing unusual.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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