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Brian,
You can get eSignal basic for $49/month on a yearly contract, just about the
same as IQFeed.
The problems with IQFeed are not unique to Amibroker. On various
Tradestation lists, traders have been complaining for years about the lack
of a timestamp on the data for example. Many TS users have requested this
change, only to be told by DTN (the IQFeed supplier) that "it will be coming
soon". This message is their standard response, but nothing changes. The
fixing of other problems with IQFeed and DTN satellite have the same low
priority. Perhaps this is due to the primary focus of the company which is
a provider of agricultural data to farmers, and not market data to traders.
This is a question best addressed to them.
Regards,
Ed
----- Original Message -----
From: "Brian R." <brian@xxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 19, 2004 10:02 AM
Subject: [amibroker] Re: IQFeed Problem; Open & Low = O for last day
| I don't want to go into too much detail but I think one of the key
| points I was trying to make is that since AB does not allow the
| combining of intraday and EOD data into a single unique dtabase, the
| natural workaround is to have two unique, ***SEPARATE*** databases
| available -- one EOD and one intraday. These are then accessed by
| opening two different instances of AB at the same time.
|
| The IQFeed.DLL plugin does not allow the use of two unique, SEPARATE
| databases within AB at the same time. This is probably a bug in the
| DLL, and not a bug in AB.
|
| As far as product marketing goes, the development of a bug-free
| IQFeed.DLL should be the collaborative effort of both AB and IQFeed
| developers, together. Both products have to gain by doing this. So
| it is beyond me why such limited support exists for certain, low-
| cost datafeeds. From the AB angle, you would think they would be hot
| on it and realize this spells **free easy money** when they go out
| of their way to support the cheapest (and still reliable) data feeds
| for their product.
|
| I guess that's why I get paid so much damn money for doing the
| marketing that I do. I might just take it for granted because I've
| been doing it so long.
|
| Thanks everyone for your posts. I am off to research other data
| feeds now.
|
| If you recommend I research something in particular, now is a good
| time to let me know about it. Frankly, I'm not too thrilled about
| paying $100 or $150 to eSignal for a database IQFeed supplies for
| $50. All because of a DLL file. It would be cheaper for me to hire a
| developer to fix the damn DLL file on my own than to pay eSignal
| that much money over a long period of time.
|
| Thanks again,
|
| Brian
|
|
|
| --- In amibroker@xxxxxxxxxxxxxxx, "global_investor"
| <independent_opinion@xxxx> wrote:
| > --- In amibroker@xxxxxxxxxxxxxxx, "Brian R." <brian@xxxx> wrote:
| > > Hi Ed,
| > >
| > > I did some testing of IQFeed used with AmiBroker (AB).
| > >
| > > 1) You cannot create more than one unique database in AB as long
| as
| > > the database accesses IQFeed. This means you have to choose
| between
| > > a unique EOD database, or a unique intraday database, but not
| both
| > > (and I am not suggesting combining these two databases into a
| single
| > > database, here).
| >
| > It's a little bit difficult to understand what you exactly mean
| here.
| >
| > One of Amibroker's strengths actually is the ability to run
| multiple
| > AB instances simultaneously, while different AB instances could
| access
| > different databases.
| >
| >
| > > 2) I tried using a free Lycos EOD feed to use with a unique EOD
| > > database in AB, but as long as I have created a unique intraday
| > > database in AB setup to use IQFeed, I cannot access the Lycos
| feed
| > > for EOD data. It may work the first time, but if you shut down
| and
| > > try it again, it will not work the second time.
| > >
| >
| > > 3) IQFeed is limited to 35,000 1-minute bars (24 days) or 1,000
| > > daily bars (choose one of these, or choose hourly, 15-minute,
| > > weekly, etc.). The 24 days worth of 1-minute data makes it
| difficult
| > > to use 200-day or 50-day MAs (not enough data). Since you cannot
| use
| > > an EOD database alongside an intraday database, you essentially
| > > cannot do any reasonable EOD indicator analysis if you already
| have
| > > created a unique intraday database. In essence, the best
| approach
| > > seems to be to use 1-hour or 15-minute data, although that may
| be
| > > too confining as well.
| >
| >
| > it would indeed be an interesting feature to combine an intraday
| > database with an EoD (timeframe daily) database. For example, to
| > calculate indicators based on daily data (for which long histories
| are
| > available) and then display these indicators in an intraday chart,
| or
| > use them in a trading system with intraday data.
| >
| > But this would require a redesign of certain parts of the Amibroker
| > architecture, I suppose.
| >
| > >
| > > 4) I created a unique AB EOD database with IQFeed, using 200
| > > symbols. I created another AB intraday database with IQFeed,
| using
| > > 300 different symbols (200 + 300 = 500 max symbols in IQFeed).
| Since
| > > IQFeed does not allow multiple databases, the test failed.
| >
| > I don't fully understand your point here. As far as the problem
| you
| > described in one of your previous posts is concerned (Open & Low =
| 0,
| > when base interval of IQFeed database is daily), it obviously
| appears
| > to be a bug in Amibroker's IQFeed plugin, and NOT a problem IQFeed
| is
| > responsible for.
| >
| > >
| > > All of this left me with a bad taste in my mouth. First off, I
| can't
| > > believe none of this has been previously documented, anywhere,
| by
| > > the IQFeed service.
| >
| > Well, I sent a bug report regarding the EoD problem to TJ already a
| > couple of weeks ago. So we can only hope that TJ fixes the bug in
| the
| > IQFeed plugin.
| >
| > > In addition, IQFeed's DLL files have a tendency
| > > to corrupt AB when you test certain data scenarios. This means
| > > repeatedly uninstalling, and then reinstalling AB and related
| > > components, in order just to test the limitations of IQFeed.
| >
| > cannot confirm this.
| >
| > > Nevermind losing all of your custom charts and layouts in the
| > > process, since a full AB reinstall (i.e., a complete deletion of
| the
| > > previous install) won't understand your backup chart and layout
| > > files for whatever reason (someone smoking too much crack?).
| > >
| > > I feel IQFeed is probably a good deal for the money, but without
| > > proper documentation the service is a complete and absolute
| waste of
| > > time. If everyone has to go through what I just went through to
| > > understand the real limitations of the service when it's used
| with
| > > AB, there are going to be a lot of ticked off IQFeed customers.
| >
| > one of IQFeed's biggest weaknesses, in my opinion, is the data
| quality
| > issue, given that the intraday (backfill) data is unfiltered and
| > contains many bad ticks. I opened a thread on this topic at
| > Elitetrader.com some time ago:
| > http://www.elitetrader.com/vb/showthread.php?s=&threadid=29282
| >
| > While I know that many IQFeed users fully agree with me and would
| like
| > to see improvements (e.g. implementation of optional filters),
| most
| > users are unfortunately passive and don't voice their opinions.
| >
| > It would clearly be helpful if more users (both IQFeed customers
| and
| > prospects) express their interest in the improvement of IQFeed's
| bad
| > tick problem. A simple one-liner, e.g. "I'd like to see the
| > implementation of optional filters, too" would help.
| >
| > The more users demonstrate their interest, the higher priority this
| > topic is assigned by IQFeed/DTN.
| >
| > Unfortunately, I'm not based in the U.S., but instead in a non-
| English
| > speaking European country, so the easiest thing for me is to open a
| > thread on this topic, ie. communicate in writing. It would be far
| > more difficult for me to call IQFeed or the developers by telephone
| > and propose possible solutions or persuade them to assign a higher
| > priority to the bad tick problem.
| >
| > > Spending the $100 or $150 a month for eSignal (500 symbols) is
| > > probably entirely worth it, based on what I am finding with
| IQFeed.
| > >
| >
| > Well, I think that eSignal would not solve all your problems
| either.
| > For example, combination of intraday data with longer histories of
| > daily data wouldn't be possible either, unless the Amibroker
| > architecture gets changed/redesigned.
|
|
|
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