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»Forums Index »IQFeed Developer »IQFeed Developer Support »Question regarding streaming
Author Topic: Question regarding streaming (4 messages, Page 1 of 1)

aamar
-Interested User-
Posts: 7
Joined: Oct 8, 2021


Posted: Oct 8, 2021 05:36 AM          Msg. 1 of 4
Hi,

I am looking to stream 1 second data for several symbols. I am just testing so i can approach it correctly.

I am using the sample provided in C# to stream EURUSD.FXCM 1 second.

However, I expect to get a bar every second regardless of if there is any price change in that second or not but it seems to send quotes when price changes and gaps of 2-3 seconds before the next quote.

I need to do a calculation based on the number of bars and if there are any missed bars, it will not be accurate.

Is there any option to always stream the quotes per requested interval?

regards
Aamar



File Attached: example.JPG (downloaded 89 times)

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 219
Joined: Jul 3, 2019


Posted: Oct 8, 2021 08:01 AM          Msg. 2 of 4
If a trade does not occur during a bar, IQFeed API will always omit that bar. There isn't an option to force it to send "placeholder bars" or anything like that. This is just the way IQFeed data works.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

altmany
-Interested User-
Posts: 62
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: Oct 8, 2021 08:20 AM          Msg. 3 of 4
In your BW command to start the streaming, set the UpdateInterval field (which is the 11th field after the BW) to any integer value >= 0 (e.g. 1), to specify the max number of seconds before a bar update message is sent from IQFeed, even when no trade has occurred.

Also see http://forums.iqfeed.net/index.cfm?page=topic&topicID=4341

Yair Altman
IQML - IQFeed-MATLAB connector
https://UndocumentedMatlab.com/IQML

I am not a DTN employee; my post reflects my personal opinion

aamar
-Interested User-
Posts: 7
Joined: Oct 8, 2021


Posted: Oct 8, 2021 11:09 AM          Msg. 4 of 4
thanks @altmany. That def. helps.
 

 

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