just got feedback from IQFeed. They advised me to use QCL# instead of +CL#, similar for +NG#
ed ----- Original Message ----- From: Edward Pottasch To: [email protected] Sent: Friday, October 30, 2009 12:52 PM Subject: Re: [amibroker] Re: IQFEED AMIBROKER PROBLEMS hi James, yes +CL# is a continues contract I use for backtesting. Last trading day for the November contract was 10/20/09. IQFeed rolls this symbol over to the next contract I believe on the last trading day of the contract or the day before. I always start trading the new contract the day before the last trading day (for CL and NG). So that is not it. It is the provider to IQFeed that messes up but you need to contact IQFeed to correct the problem. If you don't ask it does not get corrected. But the data in general are good. I find that my backtests with IQFeed data give usually the exact same result I get when trading using IB real time data (but I am trading the 5 min timeframe). regards, Ed ----- Original Message ----- From: James To: [email protected] Sent: Friday, October 30, 2009 12:08 PM Subject: Re: [amibroker] Re: IQFEED AMIBROKER PROBLEMS Ed, What exactly is +CL#? If it is some type of continuous contract or index, then the problem could be occurring every time IQFeed rolls the contract, which would be every month on crude futures. Just a thought. James ---------------------------------------------------------------------------- From: Edward Pottasch <[email protected]> To: [email protected] Sent: Fri, October 30, 2009 5:15:14 AM Subject: Re: [amibroker] Re: IQFEED AMIBROKER PROBLEMS 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: amibro...@yahoogrou ps.com 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 amibro...@yahoogrou ps.com, "trfy1120" <trfy1...@.. .> 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 amibro...@yahoogrou ps.com, "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 > > >
