Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"IQ feed is brilliant. The support is mind-bending. What service!" - Comment from Public Forum Post
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Support »Multiple Interval Watches on same symbol
Author Topic: Multiple Interval Watches on same symbol (2 messages, Page 1 of 1)

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


Posted: Oct 8, 2021 11:13 AM          Msg. 1 of 2
Hi,

Is it possible to create a BW on the same symbol for multiple intervals?
e.g. I want to want 1sec, 5sec and 30sec bars

If yes, how can you determine which bar message belongs to which internal?
if not, what would be a best way to watch multiple time frames without doing calculation of higher bars in code?

Would multiple socket connections per timeframe work?

regards
Aamar

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

IQML - IQFeed-MATLAB connector


Posted: Oct 9, 2021 03:47 PM          Msg. 2 of 2
You can specify a unique RequestID (8th parameter after the BW) for each separate BW request (for example: IBM-1s, IBM-5s, IBM-30s). This will be reported at the beginning of each incoming message from IQFeed. You could parse the incoming RequestID and use the parsed components in your code logic.

Note: setting multiple overlapping BW requests per symbol is sub-optimal and will likely inundate your program with multiple duplicate messages. I think that it would be better to only request 1sec BW intervals, and to aggregate the bars in your program logic. This would probably be more efficient than to separately process multiple duplicate interval messages.

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

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

 

Time: Sun December 5, 2021 2:03 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003