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Viewing User Profile for: kevptx
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Joined: Jan 6, 2020 09:11 AM
Last Post: Apr 13, 2022 01:49 PM
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kevptx has contributed to 4 posts out of 21191 total posts (0.02%) in 1,584 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Missing CFTC Products Apr 13, 2022 01:49 PM (Total replies: 2)

The CFTC COT data provided by IQFeed seems to be missing many products such as:
NAT GAS ICE LD1 - ICE FUTURES ENERGY DIV
NAT GAS ICE PEN - ICE FUTURES ENERGY DIV

I did find "NATURAL GAS ICE HENRY HUB ICEEC" but the data stops in 2019.

Can IQFeed do a complete upload of all the products provided by the CFTC COT report?

Data and Content Support » Inaccurate Hourly Bar Closes Jan 6, 2020 03:16 PM (Total replies: 5)

I just wanted to comment on how IQfeed looks more reliable than the other data sources I have been using.

Data and Content Support » Inaccurate Hourly Bar Closes Jan 6, 2020 01:56 PM (Total replies: 5)

I checked Xtrader again (after restarting) and now it shows the price 1578.8 now, matching IQFeed.

Volume on TWS shows only 15,284 while IQFeed shows 15,292, so if the bars are based on tick prices, it shows that IQFeed should have greater coverage of ticks than TWS.

Thanks.

Data and Content Support » Inaccurate Hourly Bar Closes Jan 6, 2020 09:22 AM (Total replies: 5)

I am seeing differences with the hourly close price when comparing historical price bars with other sources for products such as 6E, ES, NQ, CL, HO, and RB.

For example, IQFeed Charts shows that the CME QGCG20 hourly close at 2020-01-06 08:00 is 1578.8 while TWS, xtrader and the cme website shows that that hourly bar close price is 1578.7.

I am using IQFeed Version 6.1.0.20 and have tried restarting IQFeed and checking different minute time intervals.


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