Hello, What exactly you are writing? How do you exactly use AmiBroker IQFeed plugin ? You can not normally see the WM_USER_STREAMING_UPDATE. Are you really writing external application that mimics AB interface and connects to our plugin?
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: mikesmith930b To: [email protected] Sent: Thursday, December 18, 2008 5:55 AM Subject: [amibroker] Capturing IQFeed streaming tick data via plugin Hi, I'm writing a plugin that analyzes the IQFeed streaming tick data, (and also saves it to a file for later use). My main database is 1-minute, not tick. Since GetRTData() is called at the chart refresh rate, I am getting the the data in real time by monitoring the message loop for WM_USER_STREAMING_UPDATE, (which I believe is called whenever a new tick arrives), and then reading RecentInfo directly. Looking at ADK/QT.cpp as an example of how RecentInfo, (ri in the code below), is filled I see: (*1) if( ri->fLast != fOldLast || ri->fAsk != fOldAsk || ri->fBid != fOldBid ) { ri->nDateUpdate = ri->nDateChange; ri->nTimeUpdate = ri->nTimeChange; } ri->nBitmap = RI_LAST | ( ri->fOpen ? RI_OPEN : 0 ) | ( ri->fHigh ? RI_HIGHLOW : 0 ) | RI_TRADEVOL | RI_52WEEK | RI_TOTALVOL | RI_PREVCHANGE | RI_BID | RI_ASK | RI_DATEUPDATE | RI_DATECHANGE; (*2) ri->nStatus = RI_STATUS_UPDATE | RI_STATUS_BIDASK | RI_STATUS_TRADE | RI_STATUS_BARSREADY; Now with IQFeed I see plenty of ticks where (*1)is false, and they don't seem to be used by the Time&Sales, so what do they represent? Also I would expect nStatus to generally not be zero, see (*2), but it is zero - once the initial feed gets up to date. Why? Thanks, Mike S
