PureBytes Links
Trading Reference Links
|
who is developing IQFeeD plugin for AB?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> You can also backfill after market close. And no, it is not AB
fault or bug.
> AmiBroker just displays what it receives from data source.
> Data quality is solely dependent on data vendor.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "gsmservplus" <domantas.rudys@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, December 07, 2008 3:14 PM
> Subject: [amibroker] Re: delays on iqfeed?
>
>
> >
> > 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@>
> > 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@>
> >> 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
> >
> >
> >
>
------------------------------------
**** 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/
|