akapur / pyiqfeed

Python LIbrary for reading DTN's IQFeed
GNU General Public License v2.0
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Not getting minute data labelled at the open #28

Closed atreichel closed 6 years ago

atreichel commented 6 years ago

Hello,

i am using this repository on Windows and Ubuntu. After the latest API update from IQFeed they added a parameter to label the data at the beginning or the end of the interval. The default behavior should be "at beginning" but i get different behavior on my Windows and Linux machines. On windows this works fine but on Linux i get the old behavior. I also tried to pass that parameter explicitly in the TCP request which worked on Windows, but produced the following output on Linux:

History Bar Listener: Process Error:
['E', 'Invalid number of parameters.', '']
Exception in thread pyiqfeed-historical-bars-reader:
Traceback (most recent call last):
  File "/.../python3.6/threading.py", line 916, in _bootstrap_inner
    self.run()
  File "/.../python3.6/threading.py", line 864, in run
    self._target(*self._args, **self._kwargs)
  File "/.../pyiqfeed/conn.py", line 200, in __call__
    self._process_messages()
  File "/.../pyiqfeed/conn.py", line 247, in _process_messages
    handle_func(fields)
  File "/.../pyiqfeed/conn.py", line 266, in _process_unregistered_message
    raise UnexpectedMessage(err_msg)
pyiqfeed.exceptions.UnexpectedMessage: Unexpected message received by pyiqfeed-historical-bars: !ENDMSG!,

The client version is 6.0.0.2 on both machines. For me it would be important to have this working on my Linux. Does anybody else have the same issue and/or any solutions?