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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Filtering

Author	Topic: Filtering (5 messages, Page 1 of 1)
zyzhu2000 -Interested User- Posts: 23 Joined: Mar 30, 2005	Posted: Apr 6, 2005 03:59 PM Msg. 1 of 5 Does IQfeed try to filter ticks for us? If so, do I have a way to turn it off? Bad ticks from exchanges are important and valuable information.
nsolot -DTN Guru- Posts: 273 Joined: Sep 4, 2004	Posted: Apr 7, 2005 08:17 AM Msg. 2 of 5 I don't think they are filtering out bad ticks. I put code in my app to do this since I don't want what is an obvious bad data point in my trading app. Not sure why you say "Bad ticks from exchanges are important and valuable information", but curious if you want to explain.
zyzhu2000 -Interested User- Posts: 23 Joined: Mar 30, 2005	Posted: Apr 7, 2005 09:18 AM Msg. 3 of 5 Sometimes you want to know why a derivative market price respond oddly and some of these can be explained by bad ticks. So you want to filter them out but also want to know when there is a bad tick. Maybe it represents some trading opportunity. I am playing with a tiny local derivative market so bad ticks actually gives trading tips.
nsolot -DTN Guru- Posts: 273 Joined: Sep 4, 2004	Posted: Apr 7, 2005 09:58 AM Msg. 4 of 5 I guess it depends upon your definition of a "bad" tick. I consider a last print to be bad if it occurs far outside the bid/ask, and a bid/ask is bad if it occurs far away from other MM's in the case of a NASDAQ issue. I wouldn't try to open/close a position based soley upon a bad tick, but if you found a way to do it, and make a profit, kudos to you.
zyzhu2000 -Interested User- Posts: 23 Joined: Mar 30, 2005	Posted: Apr 8, 2005 02:12 AM Msg. 5 of 5 It only makes sense to look for "bad tick opportunity" on tiny target markets like I am trying to do. On a bigger market if you are different from everyone else due to "bad tick opportunity," chances are you are wrong. I am testing my own adaptive filters. That is another very important reason IQ feed should not try to filter out bad ticks for me.