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sweigner has contributed to 7 posts out of 21185 total posts (0.03%) in 2,403 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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