Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"The people at Nirvana have very nice things to say about your company and I can see why! Price and service is a potent combination." - Comment from Ed
"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"As a past ******* customer(and not a happy one), IQ Feed by DTN is a much better and cheaper product with great customer support. I have had no problems at all since switching over." - Comment from Public Forum
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Product Support »IQFeed 3rd Party Software Support »MultiCharts Bid/Ask during backtesting?
Author Topic: MultiCharts Bid/Ask during backtesting? (4 messages, Page 1 of 1)

Rodney Brazil
-Interested User-
Posts: 2
Joined: Jan 20, 2016


Posted: Jan 20, 2016 04:50 PM          Msg. 1 of 4
In MultiCharts, if you go to Format Signal -> Properties -> Backtesting, you can select separate data series for bid and ask. Does IQFeed support this? Can I use IQFeed data to generate separate bid and ask prices? I don't need tick data or anything like that. This is simply for 15 minute bars. I currently use eSignal and was very surprised to find out that it could not do this. IQFeed seems to have much better integration overall, so I wanted to check.

Thanks for any help that you can provide.

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Jan 21, 2016 07:26 AM          Msg. 2 of 4
Rodney
Multi-charts is a very versatile software. It will depend on the actual result you want to see.
From what your describing, It sounds like you will be using tick data to generate the 15 minute data points.
The short answer is ,Yes, you can do this by selecting “use tick data to create minute or Daily charts”.
It will always take the tick data and convert. I do not know if that is exactly what you want to work with. This may be a better question for Multi-charts support.

Rodney Brazil
-Interested User-
Posts: 2
Joined: Jan 20, 2016


Posted: Jan 21, 2016 09:51 AM          Msg. 3 of 4
Thanks, I will check with MultiCharts support as well.

To clarify what I want in case it helps: I am looking for the open, high, low, and close of 15 minute bars in two data series-- bid and ask. I do not need tick data per say (unless, of course, it is needed to generate the bars). It looks like most data providers only provide the bid. I would like to use MultiCharts "Precise Backtesting" mode to import a bid data series and an ask data series-- this way, when backtesting, it will use the ask data series to fill buy market, buy stop, and buy limit while using the bid data series to fill sell market, sell stop, and sell limit.

Thanks again.

DTN_Tim Walter
-DTN Guru-
Posts: 1181
Joined: Apr 25, 2006


Posted: Jan 21, 2016 10:53 AM          Msg. 4 of 4
Rodney,

We provide bid and ask data, at the time of a trade, with our tick history. We provide that data, during market hours for 8 calendar days, outside of the market hours, we provide 180 days of tick history. This data is available to all of our customers. I do not know if Multicharts has functionality to allow you to chart just the bid, or just the ask value, or if it will allow you to compile that data into a given interval, those are questions that would be best sent to their support team.

If they do not have this ability and cannot add it, we do have an API product where you could download data and then compile whatever charting series you like from our tick data, but that would only be feasible if you have access to someone to someone with a development skill set to implement it. So it may not work for you, but I wanted to bring it up as an option.

Tim
 

 

Time: Mon June 25, 2018 6:55 AM CFBB v1.2.0 15 ms.
© AderSoftware 2002-2003