I think these Nymex data are free, at least historical data are. I actually only use IQFeed to backtest my systems. It is like an expensive way to get intraday historical data. I use IB data to trade. These bad ticks I have also mainly in stocks. Futures data look quite clean,
rgds, Ed ----- Original Message ----- From: Rob To: [email protected] Sent: Friday, October 30, 2009 11:43 AM Subject: [amibroker] Re: IQFEED AMIBROKER PROBLEMS I don't have Nymex access... But I have regular bad tick problems with IQ feed because they don't do any parity checking of data. They refuse to because they say it slows things down... but it's very annoying when you get a bad tick & then have to report it re-backfill to get it right. --- In [email protected], "Edward Pottasch" <empotta...@...> wrote: > > hi Rob, > > no all the data before 2:29 P.M., including volume data seems to be crammed in 1 bar. If you backfill again then it does not happen. If you ask IQfeed they always see the problem and have to ask someone else (I believe their data supplier) to fix the problem. And this happens again and again and again. Wonder if eSignal has the same issues. It is about +CL#. Have a look. All data on 10/29/09 before 2:29 P.M. is crammed into 1 bar, > > regads, Ed > > > > > > ----- Original Message ----- > From: Rob > To: [email protected] > Sent: Friday, October 30, 2009 11:26 AM > Subject: [amibroker] Re: IQFEED AMIBROKER PROBLEMS > > > What's the issue Ed...? Bad tick...? > > --- In [email protected], "Edward Pottasch" <empottasch@> wrote: > > > > a different matter but does anyone have these problems with the oil data +CL# ? Look at yesterdays data. This happens every week or every other week. I have to contact IQFeed every time for them to I believe contact the data supplier to correct this. I am not sure why this is but it is pretty annoying. Does eSignal have the same issue with yesterdays data? > > > > see chart, regards, Ed > > > > > > > > > > > > > > ----- Original Message ----- > > From: Rob > > To: [email protected] > > Sent: Friday, October 30, 2009 9:36 AM > > Subject: [amibroker] Re: IQFEED AMIBROKER PROBLEMS > > > > > > Can you specify how many bars you have in your DB...? What is the base time frame...? How many symbols are you streaming...? > > > > --- In [email protected], "trfy1120" <trfy1120@> wrote: > > > > > > > > > I just installed version 4.4.0.3 of the iqfeed client over the newer version that I was using (4.6.1.0). Now I get a prompt to install the newer version every time I load an IQFEED database but, after trying to duplicate my problem 4 or 5 times, I have been unable to do so. The data seem to be ok now. > > > > > > I am going to test some more tomorrow and, if the older program does, in fact, resolve the problem, I will probably call IQFEED tomorrow. > > > > > > MS > > > > > > --- In [email protected], "trfy1120" <trfy1120@> wrote: > > > > > > > > Is anyone else having problems with IQFEED and Amibroker? In my case, I have had trouble with duplicate data. That is, for example, my database will have data for 10/29 preceded by data from 10/28 and then more data for 10/29. You can only see this when you look at the quote editor. It don't think it shows up in the charts but it does affect formula computations referring to previous bars. > > > > > > > > Today, my system is dropping data that were previously in the database. > > > > > > > > I think I am following the video database tutorial and I have contacted support without much luck. Does anyone else have any idea what may be going on? > > > > > > > > By the way, I use IQFEED to feed other programs so I don't think it is an IQFEED problem. > > > > > > > > Thank you, > > > > > > > > MS > > > > > > > > > >
