gekko404
-Interested User-
Posts: 1
Joined: Nov 27, 2020
|
Posted: Nov 27, 2020 03:17 PM
Msg. 1 of 2
I would like to get streaming bars for 5 symbols, so I sent the following requests:
BW,A,60,,,1,,,B-A-0060-s,s,',5 BW,AA,60,,,1,,,B-AA-0060-s,s,',5 BW,AAP,60,,,1,,,B-AAP-0060-s,s,',5 BW,AAPL,60,,,1,,,B-AAPL-0060-s,s,',5 BW,ABC,60,,,1,,,B-ABC-0060-s,s,',5
However, what I'm getting from the iqfeed client are the bars only from APPL symbol, and also significantly delayed (10-15 min). Example data at 15:50 I got:
['B-AAPL-0060-s', 'BU', 'AAPL', '2020-11-27 15:40:00', '116.4500', '116.4500', '116.4400', '116.4400', '46189650', '496', ', '] ['B-AAPL-0060-s', 'BC', 'AAPL', '2020-11-27 15:40:00', '116.4500', '116.4500', '116.4400', '116.4400', '46189650', '496', ', ']
|