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sweigner has contributed to 7 posts out of 19002 total posts (0.04%) in 542 days (0.01 posts per day).

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I will try that. Thanks for the awesome support and quick responses!

Scott


Originally things were working with 1 connection. I was using 200 stocks with intervals of 1,2,3,4,5,10,20,and 60 minute bars. I then added in another 100 stocks and additional intervals of 30,40, and 50. That's when I noticed some bars were missing. For example, on AAPL today, it got the 11:10 and 11:20 bars but there was no 11:15 bar. It seems to be intermittent and across all stocks and intervals.

Scott


So are you recommending one connection per stock with all the intervals on that connection? Or one connection per interval?

Scott


The reason I thought it could only handle 1 interval was a response Tim Walter made to somone's question:

"Streaming bars can only handle one interval per symbol, so multiple connections to the derivative port will be needed to achieve what you are looking for. "

I am currently seeing some bars dropped so that is why I ask the question. It seemed to have been working before then I added a couple more intervals and noticed bars being dropped. CPU usage was staying around 50%.

Scott


It is my understanding that streaming bars need multiple connections to the derivative port to handle multiple intervals. I want to watch a few hundred stocks on 1, 5, 10, and 60 minute intervals. Can I use 4 connections to the derivative port or is it one per interval per stock? (I would need lots of connections then!)

Scott

IQFeed Developer Support » Some aftermarket bars missing Sep 26, 2017 02:30 PM (Total replies: 2)

Thanks Tim. That's a good explanation. Thanks for the quick reply!

Scott

IQFeed Developer Support » Some aftermarket bars missing Sep 26, 2017 11:48 AM (Total replies: 2)

I am seeing that some low volume aftermarket bars are not showing up in the historical data. For example, YELP 1 minute bar on 8/11/2017 at 03:35 is missing. It is low volume (10). IQFeed is showing bars on 01:41 and not another until 06:27, missing the bars at 02:23, 03:35, 06:06, 06:16 and 06:17. Is IQFeed skipping those because they are low volume?

Scott


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