Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »Number of subscibed symbols
Author Topic: Number of subscibed symbols (5 messages, Page 1 of 1)

AHA
-Interested User-
Posts: 37
Joined: Jan 31, 2012


Posted: Aug 4, 2021 04:36 AM          Msg. 1 of 5
I subscribe to 26 symbols. Usually everything is fine

But yesterday IQFeed showed 16 symbols only. This happens appr. once a year causing no data for that particular day for the missing symbols.

Is there a best practise on how to programmatically handle this (e.g. query the number of my subscribed symbols on IQF server and the just restart my app)?

DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019


Posted: Aug 4, 2021 10:29 AM          Msg. 2 of 5
You regularly follow 26 symbols, and about once a year, you only receive Level 1 data for 16 of them? That is strange. I have never heard of behavior like this. My best guess is that some of the watch commands didn't get sent properly. It is also possible for a symbol not to have any trades in a day, but having that happen to 10 symbols one day a year seems extremely unlikely.

There is a way to know how many symbols you are following. If you connect to port 9300 (the admin port), you can request client stats. This will give you messages like:

S,CLIENTSTATS,1,5,putty.exe,20210804 085658,6,0,0.58,47746.46,0.00,

The 6 is the number of symbols I'm currently following. If you have multiple connections working, each will have its own S,CLIENTSTATS record every second. This information is used to build the Feed Stats screen in IQFeed.

The bottom of page http://www.iqfeed.net/dev/api/docs/AdminSystemMessages.cfm lists what each item in the message means. Remember to send S,SET PROTOCOL to port 9300 as you normally would, to get the current version of the message.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

AHA
-Interested User-
Posts: 37
Joined: Jan 31, 2012


Posted: Aug 4, 2021 08:20 PM          Msg. 3 of 5
There were trades that day, @ES was also affected.

Is this the only way to get the number of symbols connected (port 9300)?

DTN_Gary_Stephen
-DTN Guru-
Posts: 396
Joined: Jul 3, 2019


Posted: Aug 5, 2021 08:40 AM          Msg. 4 of 5
You could also send the command S,REQUEST WATCHES to the Level 1 port. This will give you a list of all symbols you are currently watching, in this format:

S,WATCHES,@ES#,AAPL,MSFT,TSLA

This command doesn't tell you the total number of watches, but it tells you each symbol and you can determine the total count from that. Another advantage of this approach is that you can request it on the Level 1 port, and don't need to connect to the Admin port if you're not otherwise using it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

AHA
-Interested User-
Posts: 37
Joined: Jan 31, 2012


Posted: Aug 5, 2021 03:09 PM          Msg. 5 of 5
Very good. I prefer the Level 1 port since I don't want to open another connection.

Thanks for your help.
 

 

Time: Sun May 19, 2024 6:39 AM CFBB v1.2.0 6 ms.
© AderSoftware 2002-2003