|
PureBytes Links
Trading Reference Links
|
tomasz,
not everybody can do backfill before market open.i switch on my pc at
12 ET and i`ve got 200 ticker in my database. so, is it only chance
to solve this problem to do like you said?
and one more question.is it AB fault? because IQfeed cust serv said
is everything alright from they side.
any chance to fix it in the future if its AB bug?because it is
nightmare, i f***d my database last thursday doing backfill like you
said through AA explore and wait for backfill ticked,but at 12
ET.half of my database was with a wrong data.and even when i try to
backfill it today wrong data stays.only "force to backfill" could
help me.lost half a day to fix my database.
thanks for your time
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> It was discussed in the past. Correct procedure with IQFeed is
> to start before market open, run single scan with "wait for
backfill"
> turned on. Do this BEFORE market open so IQFeed works faster.
>
> Once all symbols are backfilled and up-to-date you can turn this
> check box off and all symbols would stream and kept up-to-date.
>
> Please keep in mind that depending on symbols you use there can
> be few hundreds of ticks per second per symbol to be processed,
> so if you are tracking say 500 symbols, on high-activity periods
> (such as market open) you can receive as many as 50000 updates per
second.
> Each update is about 100 bytes, so to transfer such amount of data
> you need 50000*100 BYTES per second and that is about 50 Mbps,
> so 3Mbps internet connection is not enough to keep up with such a
stream.
> (remember that connection speeds are expressed in BITS per second,
> not bytes, and it takes 8 BITS to transfer one byte).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "gsmservplus" <domantas.rudys@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, December 06, 2008 12:09 AM
> Subject: [amibroker] Re: delays on iqfeed?
>
>
> > could we expect any comments about this problem from Tomazs
Janeczko?
> > thanks
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana"
<claudecaruana@>
> > wrote:
> >>
> >> Hi,
> >>
> >> I too experienced the same 2 problems.
> >>
> >> As regards to the backfill problem, I resolved it by backfilling
> >> through the AA window first, as opposed to manually pacing
through
> > the
> >> symbols: I run a simple exploration with "wait for backfill"
> > switched
> >> on, on all quotations. Once this is done all quotes are updated
and
> >> streaming.
> >>
> >> I have not yet found a solution for the IQFeed delay. All I can
say
> > is
> >> that it appears when there are a considerable number of streaming
> >> symbols - if I have 5-10 symbols only which are streaming then
the
> >> data is fine, but if I run the backfill on all my database
(approx
> > 450
> >> symbols) then I am also experiencing a huge delay.
> >>
> >> I do not think this delay is due to the connection speed - I am
> >> currently putting it down to the processing speed of my PC and am
> >> looking to upgrade, but I am not sure this will resolve the
problem.
> >>
> >> I currently work around this by only subscribing to the symbols
I
> > will
> >> be using for the day (by running the above routine I mentioned
only
> > on
> >> a watchlist), then I update all the other symbols at the end of
the
> >> day in order to stay updated from a historical perspective.
> >>
> >> hope this helps. Let me know if you find out something else
about
> > the
> >> IQFeed delay :)
> >>
> >> claude
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx, "gsmservplus" <domantas.rudys@>
> >> wrote:
> >> >
> >> > hello,
> >> >
> >> > AB 5.20,windows vista,iqfeed client 4.4.0.3,virgin uk
broadband
> >> > internet provider with up to 3 Mb speed.
> >> >
> >> > my problem is: when i load my iqfeed data base after some time
i
> > get
> >> > time delays on my stocks, forex ant futures RT data compare
with
> > my
> >> > PC time.every time delays are different from couple secs to
over
> > the
> >> > minute.as longer i`ve got AB and IQfeed opened as bigger delay
> > is.but
> >> > it happens not always,but very often.IQfeed said is everything
> >> > alright with my data and could be problem with software or ISP.
> >> > p.s. time difference between IB TWS and my PC time is only
couple
> > (1-3
> >> > sec.)seconds and never changes.
> >> >
> >> >
> >> > another problem is: when i start AB and start go through my
> > tickers
> >> > to backfill current day data(as i understand it can backfill
only
> > 5
> >> > tickers at the time, so every time when i start AB i`ve got to
go
> >> > through all my database,i have around 200 tickers database)
> > sometimes
> >> > some tiskers gives wrong data, i mean, only one very long
candle
> > for
> >> > current with huge volume in hourly chart.after i start "force
> >> > backfill"for those wrong ticker it gives right data then.and
> > again it
> >> > happens not always, but very often. and IQ feed cust.service
> > told me
> >> > could be problem with AB.
> >> >
> >> > any ideas about those two problems? thanks
> >> >
> >>
> >
> >
> >
> > ------------------------------------
> >
> > **** IMPORTANT ****
> > This group is for the discussion between users only.
> > This is *NOT* technical support channel.
> >
> > *********************
> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
directly to
> > SUPPORT {at} amibroker.com
> > *********************
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > *********************************
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|