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Ed,
Just to clarify, by putting the + in front of a symbol indicates you want a combined session symbol. This will include trades from both the pit and electronic contracts. Since most volume has moved to electronic, most traders are good with using the "Q" contract instead. For Nymex and Comex, the "Q" in front of the symbol indicates the electronic session. On non Nymex/Comex we use an "@" to indicate electronic symbols.
The issue you are seeing is due to tick corrections coming through on the pit session and we aren't applying them to the "combined session" "+" data correctly. Essentially it is corrupting the data on the server for the "+" symbol. We have a fix in place and that fix is being tested by our QA group now. Hopefully it will be rolled out live on our servers shortly. This will resolve it once and for all.
Thank you for your reports and for working with our support group to help identify the issue so it could be resolved.
Jay Froscheiser
Telvent DTN
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx> wrote:
>
> just got feedback from IQFeed. They advised me to use QCL# instead of +CL#, similar for +NG#
>
> ed
>
>
>
> ----- Original Message -----
> From: Edward Pottasch
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, October 30, 2009 12:52 PM
> Subject: Re: [amibroker] Re: IQFEED AMIBROKER PROBLEMS
>
>
>
> hi James,
>
> yes +CL# is a continues contract I use for backtesting. Last trading day for the November contract was 10/20/09. IQFeed rolls this symbol over to the next contract I believe on the last trading day of the contract or the day before. I always start trading the new contract the day before the last trading day (for CL and NG). So that is not it.
>
> It is the provider to IQFeed that messes up but you need to contact IQFeed to correct the problem. If you don't ask it does not get corrected.
>
> But the data in general are good. I find that my backtests with IQFeed data give usually the exact same result I get when trading using IB real time data (but I am trading the 5 min timeframe).
>
> regards, Ed
>
>
> ----- Original Message -----
> From: James
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, October 30, 2009 12:08 PM
> Subject: Re: [amibroker] Re: IQFEED AMIBROKER PROBLEMS
>
>
> Ed,
>
> What exactly is +CL#?
> If it is some type of continuous contract or index, then the problem could be occurring every time IQFeed rolls the contract, which would be every month on crude futures.
> Just a thought.
>
> James
>
>
>
> ----------------------------------------------------------------------------
> From: Edward Pottasch <empottasch@xxx>
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Fri, October 30, 2009 5:15:14 AM
> Subject: Re: [amibroker] Re: IQFEED AMIBROKER PROBLEMS
>
>
>
> a different matter but does anyone have these problems with the oil data +CL# ? Look at yesterdays data. This happens every week or every other week. I have to contact IQFeed every time for them to I believe contact the data supplier to correct this. I am not sure why this is but it is pretty annoying. Does eSignal have the same issue with yesterdays data?
>
> see chart, regards, Ed
>
>
>
>
>
>
> ----- Original Message -----
> From: Rob
> To: amibroker@xxxxxxxxx ps.com
> Sent: Friday, October 30, 2009 9:36 AM
> Subject: [amibroker] Re: IQFEED AMIBROKER PROBLEMS
>
>
>
> Can you specify how many bars you have in your DB...? What is the base time frame...? How many symbols are you streaming... ?
>
> --- In amibroker@xxxxxxxxx ps.com, "trfy1120" <trfy1120@ .> wrote:
> >
> >
> > I just installed version 4.4.0.3 of the iqfeed client over the newer version that I was using (4.6.1.0). Now I get a prompt to install the newer version every time I load an IQFEED database but, after trying to duplicate my problem 4 or 5 times, I have been unable to do so. The data seem to be ok now.
> >
> > I am going to test some more tomorrow and, if the older program does, in fact, resolve the problem, I will probably call IQFEED tomorrow.
> >
> > MS
> >
> > --- In amibroker@xxxxxxxxx ps.com, "trfy1120" <trfy1120@> wrote:
> > >
> > > Is anyone else having problems with IQFEED and Amibroker? In my case, I have had trouble with duplicate data. That is, for example, my database will have data for 10/29 preceded by data from 10/28 and then more data for 10/29. You can only see this when you look at the quote editor. It don't think it shows up in the charts but it does affect formula computations referring to previous bars.
> > >
> > > Today, my system is dropping data that were previously in the database.
> > >
> > > I think I am following the video database tutorial and I have contacted support without much luck. Does anyone else have any idea what may be going on?
> > >
> > > By the way, I use IQFEED to feed other programs so I don't think it is an IQFEED problem.
> > >
> > > Thank you,
> > >
> > > MS
> > >
> >
>
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