akapur / pyiqfeed

Python LIbrary for reading DTN's IQFeed
GNU General Public License v2.0
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Fixed errors for IQFeed v 5.2.4.0 compatibility #2

Closed erickmiller closed 7 years ago

erickmiller commented 7 years ago

Looks like iQFeed added some new fields in version 5.2.4.0 called Option Premium Multiplier and Option Multiple Deliverable to the Level 1 Fundamental data that was missing and thus causing various and immediate errors. Scroll to the bottom of the new iQFeed docs to see the description of these new fields (requires iqfeed developer login): http://www.iqfeed.net/dev/api/docs/Level1FundamentalMessage.cfm

This branch contains code that fixes the errors by adding the new fields "Option Premium Multiplier" and "Option Multiple Deliverable" to all of the data structures in conn.py where Level 1 Fundamental fields are being set and parsed and indexed in the QuoteConn class, ie fundamental_type, fundamental_fields, and the process_fundamentals function. Doing this fixed the errors the library was having upon immediate start. Library now loads and succeeds at test cases as expected.

Also minor change, added note that python 3.5 is required in the README.