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» Backfilling Data for TICK.Z & TIKI.Z
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| Author | Topic: Backfilling Data for TICK.Z & TIKI.Z (10 messages, Page 1 of 1) |
 ro -Interested User- Posts: 5 Joined: Jan 7, 2005 |
Posted: Jan 7, 2005 09:26 PM
Msg. 1 of 10
I'm using IQFeed for Trade Station 2000i and everything works fine. If for some reason I need to backfill data for TICK.Z or TIKI.Z the number of data points for a days worth of data are approximately 1/3 the number that are transmitted during a normal day. Also, the normal data are integers (no decimals) whereas the back fill data will have numbers that go to 5 decimal places. I've tried a number of different settings in Global Server and DynaStore for exchange - Undefined, NYSE, and Index. Problem has in been in existence for the year I've been using IQFeed.
Thanks Rod McKay |
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ro -Interested User- Posts: 5 Joined: Jan 7, 2005 |
Posted: Jan 15, 2005 12:58 PM
Msg. 2 of 10
Same problem with NASTICK.X. Can you fix this problem? Please respond. I'll assume that no response means that you are unable.
Thanks Rod McKay |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jan 16, 2005 05:38 PM
Msg. 3 of 10
we will look into this on Monday
Jay Froscheiser DTN Market Access, LLC. |
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ro -Interested User- Posts: 5 Joined: Jan 7, 2005 |
Posted: Jan 27, 2005 11:57 PM
Msg. 4 of 10
TICK.Z & TIKI.Z historical data is still bad. What did you find out?
Thanks, Rod Rod McKay |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jan 28, 2005 11:42 PM
Msg. 5 of 10
Sorry for the lack of response. Our developers are still looking into this to see what the issue is. We are able to replicate it, but aren't sure if it is a bug in software or just that we have the wrong precision set on the issues. If it is precision, it can be fixed releatively quickly. If it is a bug, we may have to get a fix into the server software to correct it.
Jay Froscheiser DTN Market Access, LLC. |
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ro -Interested User- Posts: 5 Joined: Jan 7, 2005 |
Posted: Jan 29, 2005 11:32 AM
Msg. 6 of 10
Thanks Jay.
Rod Rod McKay |
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LonnieS -King of IQ Development- Posts: 127 Joined: Jun 2, 2004
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Posted: Feb 10, 2005 04:31 PM
Msg. 7 of 10
We confirmed the difference in the data format. It's caused by the way IQFeed is currently handling the streaming data. We are fixing that in the next release of IQFeed, all prices will be sent from IQFeed as decimals.
I verified that the backfill data coming from the servers seems to be the correct amount: Approx 4400-5000 ticks for a full day of TICK.Z (runs from 0931-1615 EST) and 6500-7000 for TIKI.Z (runs from 0930-1905 EST). How much backfill are you getting? Lonnie Shumate Development Manager, IQ Systems DTN Market ACCESS |
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Feb 10, 2005 05:02 PM
Msg. 8 of 10
Interestingly, the NUM_TRADES field for TICK.Z says 17323.
For reference, the NUM_TRADES field for TIKI.Z says 6135 which is in the ballpark at least. Edited by skunk on Feb 10, 2005 at 05:03 PM |
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ro -Interested User- Posts: 5 Joined: Jan 7, 2005 |
Posted: Feb 12, 2005 09:33 AM
Msg. 9 of 10
Lonnie,
Thanks so much for following up on this. The Tick and Tiki are an integral part of my trading and I'm pretty much dead in the water when they're bad. I'm not familiar with where to find NUM_TRADES but I did download both TIKI.Z and TICK.Z for 2/11/05. The totals were Tick - 4331 and Tiki - 6867. The amount for Tick is in the ballpark when compared to previous days totals (from live data collection) but a little high for the Tiki which has been in the 4000+ range as well (live collection). When do you expect to do the update on IQFeed? Rod Rod McKay |
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yeokcmark -Interested User- Posts: 1 Joined: Mar 1, 2005 |
Posted: Mar 1, 2005 09:18 AM
Msg. 10 of 10
eagerly waiting as well... i too use these indicators
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