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IQFeed Premarket data

Posted By lksf 5 Years Ago
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Posted Thursday July 05 2012
While testing the IQFeed plugin from the compiled RightEdgePlugins folder, I noticed that the "Trade" ticks I am getting during the premarket have the price of yesterday's close.
I even added a "case UpdateType.ExtendedTradeUpdate:" on the iqFeed_IQUpdateMessage method just to be on the safe side, and I see that this is the UpdateType that's coming, but still the price is yesterday's close.

Any Ideas?
Posted Sunday July 08 2012
I think I've fixed this. In MessageClasses.cs, add the following at the end of the switch statement in ParseIncomingData:

case 32:
   //   Extended trading last
   if (!string.IsNullOrEmpty(value))
   {
      if (double.TryParse(value, NumberStyles.Number, NumberFormatInfo.InvariantInfo, out outVal))
      {
         if (level1Data.UpdateType == UpdateType.ExtendedTradeUpdate)
         {
            level1Data.LastPrice = outVal;
         }
      }
   }
   break;

Also (though it sounds like you've already done this), modify the code in iqFeed_IQUpdateMessage to treat UpdateType.ExtendedTradeUpdate the same as UpdateType.TradeUpdate.

For reference, the fields in the update message are documented here: [url=http://www.iqfeed.net/dev/api/docs/UpdateSummaryMessageFormat.cfm][/url]

Let us know how this works.

Thanks,
Daniel
Posted Tuesday July 10 2012
Seems to be working.

Thanks.


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