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@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@...> 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@xxxxxxxxxps.com
> 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@xxxxxxxxxps.com
> 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@...>
> To: amibroker@xxxxxxxxxps.com
>
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
>
> >
> >
>