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N4Apound has contributed to 4 posts out of 21185 total posts (0.02%) in 4,325 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » How to create bar from tick data Dec 5, 2022 08:08 AM (Total replies: 22)

Thanks Gary.

IQFeed Developer Support » How to create bar from tick data Dec 4, 2022 10:02 AM (Total replies: 22)

I am also trying to build interval bars from tick data.
My builds NEARLY match iqfeed interval bars, however there is a mismatch when ticks occur whose time label is on the exact interval boundary end time.

I observe (and expect) that iqfeed intervals are INCLUSIVE of the exact interval start time and I expect NON-inclusive of the interval end time. Both cannot be inclusive because resulting interval bars would overlap.

So an iqfeed 1minute interval bar labeled "09:31:00" should include all ticks from 09:30:00.000000 up through 09:30:59.999999.

But there seems to be a problem that if a tick happens to occur at 09:31:00.000000, it is included also in the iqfeed interval bar labeled "09:31:00". But that tick should instead belong only to the "09:32:00" interval, right?

IQFeed Developer Support » autoconnect Jun 19, 2012 05:30 PM (Total replies: 3)

Thanks, that worked great.

Just for completeness, it may be worth updating the API doc to include your statement and also correct the example given:

"IQConnect.exe -product <REMOVED> -version 1.0.0.0 -login 100000 -password 1234 -autoconnect"

http://www.iqfeed.net/dev/api/docs/InitializingTheFeed.cfm

Best regards,
N4
Edited by DTN_Steve_S on Feb 26, 2019 at 09:08 AM

IQFeed Developer Support » autoconnect Jun 18, 2012 10:17 PM (Total replies: 3)

Hello,
I am SHELLing iqconnect.ext as per the documentation and ending the string with "-autoconnect". Because of this, I expect the pop-up to automatically connect and go away.

But what is currently happening when I run my program is that the popup appears with the login box entered correctly, but I have to manually click the "Connect" button on the popup. It then connects and goes away correctly. The "Automatically Connect" checkbox is not checked on the popup when it appears. I am using IQfeed 4.8.1.7

For me to only have to click the Connect button and nothing else, I think my password and product must also be entering correctly.

Any ideas?

Thanks,
N4


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