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[amibroker] Re: delays on iqfeed?



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TJ is. Why?

--- In amibroker@xxxxxxxxxxxxxxx, "gsmservplus" <domantas.rudys@xxx>
wrote:
>
> who is developing IQFeeD plugin for AB?
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> 
> 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@>
> > 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 ****
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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:
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