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sweigner has contributed to 7 posts out of 21244 total posts
(0.03%) in 2,496 days (0.00 posts per day).
20 Most recent posts:
DTN.IQ Client Software Support »
Streaming bars with multiple symbols and intervals Dec 15, 2017 01:11 PM
(Total replies: 7)
I will try that. Thanks for the awesome support and quick responses! Scott
DTN.IQ Client Software Support »
Streaming bars with multiple symbols and intervals Dec 15, 2017 12:39 PM
(Total replies: 7)
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
DTN.IQ Client Software Support »
Streaming bars with multiple symbols and intervals Dec 15, 2017 12:16 PM
(Total replies: 7)
So are you recommending one connection per stock with all the intervals on that connection? Or one connection per interval? Scott
DTN.IQ Client Software Support »
Streaming bars with multiple symbols and intervals Dec 15, 2017 11:01 AM
(Total replies: 7)
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
DTN.IQ Client Software Support »
Streaming bars with multiple symbols and intervals Dec 15, 2017 09:55 AM
(Total replies: 7)
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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