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Posted 1/17/2010 14:25:54 Post #10518
dwebber
 

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I'm receiving an "Error retrieving bars: !ERROR! Invalid symbol" error when downloading historical forex data for specific symbols. I've verified the data is being transmitted via the IQFeed Diagnostics Utility. The symbols have the following settings for daily data:

Asset Type: Forex
Construct Bars From: Default
Asset Currency: varies based on symbol
Exchange: COMP

For example, USDCAD works but USDRUB throws the error.

Any thoughts on how to resolve?

Thanks, Duane
Posted 1/18/2010 07:48:17 Post #10529
billb
 

Lead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead Developer
Try entering the full symbol string into the symbol name. Typically we would break out the exchange and asset type, but for IQFeed, we pass along the full symbol name untouched.

dwebber (1/17/2010)
I'm receiving an "Error retrieving bars: !ERROR! Invalid symbol" error when downloading historical forex data for specific symbols. I've verified the data is being transmitted via the IQFeed Diagnostics Utility. The symbols have the following settings for daily data:

Asset Type: Forex
Construct Bars From: Default
Asset Currency: varies based on symbol
Exchange: COMP

For example, USDCAD works but USDRUB throws the error.

Any thoughts on how to resolve?

Thanks, Duane
Posted 1/18/2010 13:13:52 Post #10532
dwebber
 

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This works but symbols are being handled differently than expected. For example:

- "USDCAD" works if asset type == Forex and exchange == COMP
- "USDCAD.COMP" works if asset type == stock and exchange == COMP
- "USDRUB" does Not work if asset type == Forex and Exchange == COMP
- "USDRUB.COMP" works if asset type == stock and exchange == COMP

changing the above combinations of asset types/exchange throws the error.

what would be the reason for the IQFeed to handle USDRUB and USDCAD differently?
Posted 1/18/2010 13:40:01 Post #10534
dplaisted
 

DeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloperDeveloper
I would guess that IQFeed is ignoring the exchange you specified in the symbol's exchange field, and only taking it from the symbol name. If you do not specify it in the symbol name, it is probably using a default exchange which is not COMP. Probably USDCAD is traded on the default exchange, but USDRUB isn't.

Daniel
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