- ago
Some IQFeed Fundamentals no longer work. Can you tell me if this is a DTN server problem or an IQFeed extension problem? The fundamentals affected are NAICS industry classification code and the Common shares outstanding count.

I'm running the IQFeed Build 28 extension and the IQFeed client 6.2.0.25 under WL8 B109. I'm still running WL6, so I prefer not to upgrade the IQFeed client.

The code below works for ticker RIOT, but not for tickers AAPL ADNT AMT DFIN FRO NTNX PCTY PEN PFBC PLYM SSYS VZ ZBRA. Why does it work for some ticker symbols and not others?
CODE:
using System; using WealthLab.Backtest; using WealthLab.Core; using WealthLab.IQFeed; //* IQFeed IQFundamental class here *// namespace WealthScript7 {    public class MyStrategy : UserStrategyBase    {       public override void Initialize(BarHistory bars)       {          int code = IQFundamental.ValueInt(bars.Symbol, "NAICS");          WriteToDebugLog(string.Format("NAICS classification code:\t{0}\n", code));          double sharesOutstanding = IQFundamental.ValueDouble(bars.Symbol, "Common shares outstanding") * 1000.0;          WriteToDebugLog(string.Format("Common shrs:\t{0}", sharesOutstanding));       }       public override void Execute(BarHistory bars, int idx) { }    } }
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Cone8
 ( 3.17% )
- ago
#1
It's not a bug. IQFeed doesn't appear to return this data for any ticker [that I've tried today]. The only reason you have it for some is because we cache the data.

Perhaps it was a policy change and they made it an added (paid) service. I don't see it as an added service option, so please ask IQFeed support about it and let us know!
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Cone8
 ( 3.17% )
- ago
#2
Here's an example of the Fundamental response. If it were there, NAICS would be in field 45. For reference, 'F' is at index 0, 'USD' is 51, and '10.2100' is 40 - the "year end close".

F,RIOT,5,,35012000,18.3600,6.3550,14.5400,10.2100,,,,,,,,,,RIOT BLOCKCHAIN INC. COMMON STOCK,,,,,,,,,,8.00 03/31/2016,6.00 06/20/2012,14,4,,90.82,1,2,02/27/2024,09/06/2024,01/23/2025,01/02/2025,10.2100,,,,,,,,,,,USD,,,,,,,
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- ago
#3
From the screenshot, you can see I'm not subscribed to their "extended" fundamental data. But the NAICS codes and latest Common shares outstanding fundamentals were always included in the "Basic subscription". As you said, that may have recently changed. I need to call them.


I have since change my library code to fetch the shares outstanding from the free version of YCharts. It's somewhat slower than IQFeed. I'm just questioning if it's worth the extra $5.25/mo to get it from IQFeed. I use the shares outstanding to compute the market cap for each stock on the Chart.
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