[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: delays on iqfeed?



PureBytes Links

Trading Reference Links

who is developing IQFeeD plugin for AB?

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
wrote:
>
> You can also backfill after market close. And no, it is not AB 
fault or bug.
> AmiBroker just displays what it receives from data source.
> Data quality is solely dependent on data vendor.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "gsmservplus" <domantas.rudys@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, December 07, 2008 3:14 PM
> Subject: [amibroker] Re: delays on iqfeed?
> 
> 
> > 
> > tomasz,
> > 
> > not everybody can do backfill before market open.i switch on my 
pc at 
> > 12 ET and i`ve got 200 ticker in my database. so, is it only 
chance 
> > to solve this problem to do like you said?
> > and one more question.is it AB fault? because IQfeed cust serv 
said 
> > is everything alright from they side.
> > any chance to fix it in the future if its AB bug?because it is 
> > nightmare, i f***d my database last thursday doing backfill like 
you 
> > said through AA explore and wait for backfill ticked,but at 12 
> > ET.half of my database was with a wrong data.and even when i try 
to 
> > backfill it today wrong data stays.only "force to backfill" could 
> > help me.lost half a day to fix my database.
> > thanks for your time
> > 
> > 
> > 
> > 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> 
> > wrote:
> >>
> >> Hello,
> >> 
> >> It was discussed in the past. Correct procedure with IQFeed is
> >> to start before market open, run single scan with "wait for 
> > backfill"
> >> turned on. Do this BEFORE market open so IQFeed works faster.
> >> 
> >> Once all symbols are backfilled and up-to-date you can turn this
> >> check box off and all symbols would stream and kept up-to-date.
> >> 
> >> Please keep in mind that depending on symbols you use there can
> >> be few hundreds of ticks per second per symbol to be processed,
> >> so if you are tracking say 500 symbols, on high-activity periods
> >> (such as market open) you can receive as many as 50000 updates 
per 
> > second.
> >> Each update is about 100 bytes, so to transfer such amount of 
data
> >> you need 50000*100 BYTES per second and that is about 50 Mbps,
> >> so 3Mbps internet connection is not enough to keep up with such 
a 
> > stream.
> >> (remember that connection speeds are expressed in BITS per 
second,
> >> not bytes, and it takes 8 BITS to transfer one byte).
> >> 
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message ----- 
> >> From: "gsmservplus" <domantas.rudys@>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Saturday, December 06, 2008 12:09 AM
> >> Subject: [amibroker] Re: delays on iqfeed?
> >> 
> >> 
> >> > could we expect any comments about this problem from Tomazs 
> > Janeczko?
> >> > thanks
> >> > 
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" 
> > <claudecaruana@> 
> >> > wrote:
> >> >>
> >> >> Hi,
> >> >> 
> >> >> I too experienced the same 2 problems.
> >> >> 
> >> >> As regards to the backfill problem, I resolved it by 
backfilling
> >> >> through the AA window first, as opposed to manually pacing 
> > through 
> >> > the
> >> >> symbols: I run a simple exploration with "wait for backfill" 
> >> > switched
> >> >> on, on all quotations. Once this is done all quotes are 
updated 
> > and
> >> >> streaming.
> >> >> 
> >> >> I have not yet found a solution for the IQFeed delay. All I 
can 
> > say 
> >> > is
> >> >> that it appears when there are a considerable number of 
streaming
> >> >> symbols - if I have 5-10 symbols only which are streaming 
then 
> > the
> >> >> data is fine, but if I run the backfill on all my database 
> > (approx 
> >> > 450
> >> >> symbols) then I am also experiencing a huge delay.
> >> >> 
> >> >> I do not think this delay is due to the connection speed - I 
am
> >> >> currently putting it down to the processing speed of my PC 
and am
> >> >> looking to upgrade, but I am not sure this will resolve the 
> > problem.
> >> >> 
> >> >> I currently work around this by only subscribing to the 
symbols 
> > I 
> >> > will
> >> >> be using for the day (by running the above routine I 
mentioned 
> > only 
> >> > on
> >> >> a watchlist), then I update all the other symbols at the end 
of 
> > the
> >> >> day in order to stay updated from a historical perspective.
> >> >> 
> >> >> hope this helps. Let me know if you find out something else 
> > about 
> >> > the
> >> >> IQFeed delay :)
> >> >> 
> >> >> claude
> >> >> 
> >> >> 
> >> >> --- In amibroker@xxxxxxxxxxxxxxx, "gsmservplus" 
<domantas.rudys@>
> >> >> wrote:
> >> >> >
> >> >> > hello,
> >> >> > 
> >> >> > AB 5.20,windows vista,iqfeed client 4.4.0.3,virgin uk 
> > broadband 
> >> >> > internet provider with up to 3 Mb speed.
> >> >> > 
> >> >> > my problem is: when i load my iqfeed data base after some 
time 
> > i 
> >> > get 
> >> >> > time delays on my stocks, forex ant futures RT data compare 
> > with 
> >> > my 
> >> >> > PC time.every time delays are different from couple secs to 
> > over 
> >> > the 
> >> >> > minute.as longer i`ve got AB and IQfeed opened as bigger 
delay 
> >> > is.but 
> >> >> > it happens not always,but very often.IQfeed said is 
everything 
> >> >> > alright with my data and could be problem with software or 
ISP.
> >> >> > p.s. time difference between IB TWS and my PC time is only 
> > couple
> >> > (1-3 
> >> >> > sec.)seconds and never changes.
> >> >> > 
> >> >> > 
> >> >> > another problem is: when i start AB and start go through my 
> >> > tickers 
> >> >> > to backfill current day data(as i understand it can 
backfill 
> > only 
> >> > 5 
> >> >> > tickers at the time, so every time when i start AB i`ve got 
to 
> > go 
> >> >> > through all my database,i have around 200 tickers database)
> >> > sometimes 
> >> >> > some tiskers gives wrong data, i mean, only one very long 
> > candle 
> >> > for 
> >> >> > current with huge volume in hourly chart.after i 
start "force 
> >> >> > backfill"for those wrong ticker it gives right data 
then.and 
> >> > again it 
> >> >> > happens  not always, but very often. and IQ feed 
cust.service 
> >> > told me 
> >> >> > could be problem with AB.
> >> >> > 
> >> >> > any ideas about those two problems? thanks
> >> >> >
> >> >>
> >> > 
> >> > 
> >> > 
> >> > ------------------------------------
> >> > 
> >> > **** IMPORTANT ****
> >> > This group is for the discussion between users only.
> >> > This is *NOT* technical support channel.
> >> > 
> >> > *********************
> >> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail 
> > directly to 
> >> > SUPPORT {at} amibroker.com
> >> > *********************
> >> > 
> >> > For NEW RELEASE ANNOUNCEMENTS and other news always check 
DEVLOG:
> >> > http://www.amibroker.com/devlog/
> >> > 
> >> > For other support material please check also:
> >> > http://www.amibroker.com/support.html
> >> > 
> >> > *********************************
> >> > Yahoo! Groups Links
> >> > 
> >> > 
> >> >
> >>
> > 
> > 
> > 
> > ------------------------------------
> > 
> > **** IMPORTANT ****
> > This group is for the discussion between users only.
> > This is *NOT* technical support channel.
> > 
> > *********************
> > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail 
directly to 
> > SUPPORT {at} amibroker.com
> > *********************
> > 
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > *********************************
> > Yahoo! Groups Links
> > 
> > 
> >
>



------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com
*********************

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html

*********************************
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/