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IQFeed Settlement Price substitution for Close = strange behavior

Posted By smersh 3 Years Ago

IQFeed Settlement Price substitution for Close = strange behavior

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Posted Thursday November 20 2014
Hi Daniel,

A little background:

When IQFeed provides historical data, the Close is really the last price of the session rather than the Settlement Price which is not what I want.

Since I really only care about the CURRENT/YESTERDAYS settlement price, not historical, what I'm trying to do is push the Settlement Price (index 23 in the message of MessageClasses.cs) into the Close field of the live data.
However that close field somehow gets overwritten back to the same close as it previously had when it it displayed in the Live window.
If I push the settlement price into the Bid field (as a test), it works fine.

Any ideas as to how this happens?

Also is there a way to actually add a settlement field? 
And how do you access OpenInterest from within RE? I see that it is set in the Level1Data item.

thanks

Posted Thursday November 20 2014
What's even more strange is that if I comment out the line of code that sets the close price, the close price still displays a value in the Live Data window.  
How can that happen?
Posted Friday November 21 2014
What line of code that sets the close price are you commenting out?

I think what is being displayed as the Close in the live data window comes from a a tick with TickType.PreviousClose.  That's being sent in iqFeed_IQSummaryMessage based on the last price minus TodaysChange.

Thanks,
Daniel
Posted Friday November 28 2014
I understand how it works now, thanks


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