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I've been using IQFeed for about a month now, and comparing it with IB
and ETrade - running each against the other on two machines side by
side - and with different software packages (ETradePro, TWS,
NinjaTrader, Ensign, Sierra).
IQFeed is a little faster and as reliable as the other two - none of
them is perfect - and they all seem to have problems when the volume
goes way up. But none of the "delays" described below.
But, I am having some of the same problems with CPU usage that others
have been writing about with IQFeed thru AmiBroker - which is clearly
my favorite software package, aside from this issue.
Now if most IQFeed users do not have this problem, but some of us do -
maybe it's a problem with the few of us - and not with AmiBroker. In
that case we need to figure out what our setups have in common that
may be at the root of the problem.
Maybe everyone posting with this problem should include a few details
of their setups.
Mine are eMachines T6520 and T6524, with Athlon 3400+ and 3500+ CPUs,
2.4 GHz, 2 GB Ram , with onboard video by NVidia using shared memory
(256 K). Windows XP Media Center SP2.
My database is as shown in the video 100,000 1-min bars. With 4 basic
charts running tiled (2 are linked so only 3 stocks are updating), I
have CPU usage in the 65%-75% range during trading hours and 13%-15%
now when there are no new quotes coming in.
Hope I can find an answer because I really like this package otherwise.
Regards,
Mike S
--- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@xxx> wrote:
>
> I have to say I've been using IQ Feed for about 6 months with
> absolutely zero delay issues.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "przemyslawuk" <przemyslawuk@> wrote:
> >
> > Hi,
> > I have exactly the same problem. I t very frustrating to watch my
> > charts moving, updating for 3 minutes after market close !!!
> > And it is with 4 symbols only.
> > I don't think the delay is AB fault (although I get a lot of problems
> > with real time data feed which are definitively AB problems).
> > I had IQfeed subscription to AB data feed and because of that delay
> > I decided to switch to QuoteTracker data feed from IQFeed and I still
> > get that delay, even with only one symbol streaming.
> > You can try it yourself, QT is free and will work with AB data feed.
> > Add one symbol to the portfolio and at the end of the day you will get
> > that delay. In my case it actually works well until lunch and then the
> > delay starts increasing.
> >
> > I was bombarding IQFeed with emails but they obviously say it is AB
> > or my internet connection. I tryied with 3 different internet links
> > and still the same problems. So it is IQFeed.
> > It was working fine before this volatility came to the markets and
> > whats irritating is that the problem doesn't go away on the "quiet"
> > days now.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@> wrote:
> > >
> > > TJ is. Why?
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "gsmservplus" <domantas.rudys@>
> > > wrote:
> > > >
> > > > who is developing IQFeeD plugin for AB?
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> > > > 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@>
> > > > > 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
*********************************
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