redblue
-Interested User-
Posts: 51
Joined: Oct 29, 2009
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Posted: Oct 29, 2009 05:36 PM
Msg. 1 of 4
Hi,
I would like to be able to generate a heart beat from IQfeed. The heartbeat needs to have 1 second granularity. I had assumed that I could send T<CR><LF> to the sever at sub second intervals which would then give me T messages so I could watch when a new second "happens". However, it seems that T messages are only updated every 10 seconds regardless of how many T messages are sent to the sever?
I could generate the heartbeat from L1 quotes, but I then I would need to ensure that I have enough quotes to ensure that 1 second grain? Any other approaches?
Cheers,
Jeremy.
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DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
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Posted: Oct 30, 2009 05:03 PM
Msg. 2 of 4
Unfortunately I can't think of anyway currently to simulate a 1s heartbeat in the feed that you haven't already considered.
What is the reason you are needing this? Perhaps I can think of an alternate solution to a heartbeat.
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redblue
-Interested User-
Posts: 51
Joined: Oct 29, 2009
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Posted: Nov 1, 2009 04:05 PM
Msg. 3 of 4
Hi,
Thanks for the reply. The heartbeat would be used for a variety of things, perhaps the simplest to explain is the creation of bar data (any grain, but lets use minute bars as an example). If you are watching a symbol that doesn't update every second it's hard to close that 1 minute bar exactly at exchange time (say to run other logic).
Regards,
red.
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stargrazer
-DTN Guru-
Posts: 302
Joined: Jun 13, 2005
Right Here & Now
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Posted: Nov 1, 2009 04:19 PM
Msg. 4 of 4
This sort of thing can be handled locally with decent resolution. Be sure your computer's clock is sync'd to an NTP server. The time on your computer will then be sync'd to within less than a second of the exchange clocks. You can then use your operating system's API to generate local 1 second heart beats to close out bars and do other related processing.
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