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Joe, when I tested the IQFeed plugin 1.60 in January, I always set up
fresh databases and of course with base interval daily. I also
installed the new IQFeed client 4.1.0.0.
Here is my initial report on this mailing list, although I sent
addition comments to Amibroker support later:
http://finance.groups.yahoo.com/group/amibroker/message/92835
The problem I encountered was as follows:
Initially backfill worked well in daily mode. But when trying to
backfill data for all symbols in the Amibroker database, using
Amibroker's auto analysis feature with "wait for backfill" set to
true, the problem occurred. Then the state of the plugin somehow got
corrupted.
For example, after selecting a specific symbol, let's say "msft",
where backfill worked fine initially (or on a standalone basis),
Amibroker set the title of the chart window correctly to msft. But
in the chart it suddenly displayed data for a different ticker symbol
I had in my database instead of the data for msft. In my specific
case, the data shown in the chart was apparently for one of the
market breath indicators such as IINA.Z, one of the other symbols I
had in my database.
More precisely, the last (= right-most/most recent) bar was always
correct, but all the previous backfilled bars were clearly for one of
the other ticker symbols I had in my database. This same erroneous
behavior happened with many other stocks too once the plugin state
got corrupted. To get back to the msft example: initially
backfill could have worked perfectly for a given symbol such as
msft so that the correct data was displayed. But once the plugin
state got corrupted, the plugin was returning the wrong history to
Amibroker (with the exception of the right-most bar). This is
important to note because if backfill for a symbol like msft is
working fine, it could still be the case that the plugin state gets
corrupted so that at a later point of time data for a different
symbol is displayed by Amibroker.
When I reported the bug in late January, I assumed the problem might
be triggered by attempts to backfill invalid or expired symbols in
the database. For example, tickers such as "@YIF5" (CBOT mini sized
silver future January 2005, ie. this contract was already expired in
January of this year). Or even fantasy symbols that don't exist such
as ABCDE.
However, even though I was almost always able to get the state of the
plugin corrupted when using backfill for a large list of tickers in
auto analysis mode, I was NOT able to exactly confirm that
invalid/expired symbols were the "culprit".
It could be a different reason. For example, the plugin could
possibly use some hash table or collection data structure to
associate ticker symbols with histories. These associations might
somehow get corrupted so that, when requesting the history for a
given ticker, the data for a different symbol of the database is
erroneously returned.
But from my perspective, without log messages it's difficult if not
impossible to identify the exact reason. Only TJ could do it.
Back in January I sent to Amibroker support a list of test symbols
with a script to import them into the Amibroker database. From
Marcin Gorzynski I received the reply that he observed similar
problems during his initial tests.
Btw: How many tickers are you backfilling in daily mode, Joe? Just
two (QQQQ and SPY) or really a longer list of symbols (for example,
200 symbols). For testing testing purposes also the backfill of
invalid and expired tickers would be interesting.
--- In amibroker@xxxxxxxxxxxxxxx, Joe Maywood <jmaywood@xxx> wrote:
>
> tech917,
>
> Thursday, March 30, 2006, 3:36:56 PM, you wrote:
>
> > I know you're working hard on Amibroker 4.80, but speaking of
IQFeed:
> > Any comment on the IQFeed plugin 1.60 in daily mode?
>
> Running an IQFeed trial here on AB 4.79.0, IQ Plugin 1.6.0 and
latest
> DTNiq / IQFeed client. Using AB local data, EOD base interval and
> checking both QQQQ and SPY symbols, data goes back to 12/2003. Are
you
> per chance using an intraday base interval for the database? Their
> service level states 120 days for interval data?
>
> My disappointment with the AB IQFeed support is the lack of tick
data
> backfill support by the (1.6.0) plugin. Hopefully Tomasz will get it
> updated soon.
>
> --
> Best regards,
> Joe
>
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