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 Post subject: Re: New IQFeed plug-in
PostPosted: Wed Nov 21, 2012 5:56 pm 
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Joined: Mon Oct 04, 2010 5:13 pm
Posts: 362
I have reported a problem with plugin and new iqfeed and been promised a fix soon. Meanwhile i reverted to 4.8.1.7 which works ok


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 Post subject: Re: New IQFeed plug-in
PostPosted: Wed Nov 21, 2012 6:59 pm 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
edwardgonen wrote:
I have reported a problem with plugin and new iqfeed and been promised a fix soon. Meanwhile i reverted to 4.8.1.7 which works ok


Thanks. Hopefully, they will fix that. Unfortunately, 4.8.1.7 did not fix the issue in my case. It made it "better" from a perspective that the bar request simply returned 0 results. But the Provider Errors still shows the same error, and the root problem is still there.

Code such as this sometimes fails:
DateTime datetime2 = Clock.Now;
DateTime datetime1 = datetime2.AddDays(-10);
BarSeries my_bars = GetHistoricalBars("IQFeed", datetime1, datetime2, 60);


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 Post subject: Re: New IQFeed plug-in
PostPosted: Thu Nov 22, 2012 10:27 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi All,

This is an updated version of IQFeed plugin.
It works with the latest OQ - version 3.5.4
It supports the latest IQFeed Client, and also it is compatible with the previous version of utility.


Attachments:
OpenQuant.IQ.zip [14.07 KiB]
Downloaded 396 times

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 Post subject: Re: New IQFeed plug-in
PostPosted: Thu Nov 22, 2012 12:58 pm 
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Joined: Mon Oct 04, 2010 5:13 pm
Posts: 362
Thanks, will try to test it ASAP.

Is it somehow linked to the last SQ version or I can use it with the previous one? I will check this but just wanted to know.

Thanks
Ed


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 Post subject: Re: New IQFeed plug-in
PostPosted: Thu Nov 22, 2012 2:18 pm 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
No, it is not specially linked to the latest version of OQ, but we supports the latest version only and we do not guarantee that it will work with the previous builds

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 Post subject: Re: New IQFeed plug-in
PostPosted: Thu Nov 22, 2012 9:20 pm 
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Joined: Sat Jan 22, 2011 1:40 am
Posts: 73
Alexei Kurov wrote:
Hi All,

This is an updated version of IQFeed plugin.
It works with the latest OQ - version 3.5.4
It supports the latest IQFeed Client, and also it is compatible with the previous version of utility.

Unfortunately, this doesn't work 100%.

This new DLL fixes 1-minute bars:
Code:
my_bars = GetHistoricalBars("IQFeed", datetime1, datetime2, 60);

But it still often returns ZERO BARS for daily bars:
Code:
my_bars = GetHistoricalBars("IQFeed", datetime1, datetime2, 24 * 60 * 60);

Provider Errors dissapeared though.

Not sure if it's reated to the plugin or the fact that it's a holiday and IQ servers are not 100% working.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Mon Nov 26, 2012 11:23 am 
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Joined: Mon Oct 04, 2010 5:13 pm
Posts: 362
Hi,

I've installed the new plug-in on all our systems with the newest client from IQfeed.

So far no problems were encountered (we are using historical data only on IQFeed).

Thanks for the great work!

Ed


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 Post subject: Re: New IQFeed plug-in
PostPosted: Wed Dec 12, 2012 8:18 pm 
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Joined: Tue Sep 11, 2012 12:41 pm
Posts: 41
Strange issue:

I want to move my strategy from Matlab to OpenQuant. IQfeed works fine with Matlab, and I subscribed NAS and NYSE stocks data.

When I trying to connect IQfeed with OpenQuant and view the tick data in Quote Monitor, strange thing happens:
I can only have AAPL's tick data, all the other stocks are zero. (My openquant is trial version)


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 Post subject: Re: New IQFeed plug-in
PostPosted: Wed Dec 12, 2012 10:59 pm 
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Joined: Tue Sep 11, 2012 12:41 pm
Posts: 41
problem solved. It is because my tickers have spaces at the end. It won't influence the historical data retrieving, but will influence the stream data.


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 Post subject: Re: New IQFeed plug-in
PostPosted: Thu Dec 13, 2012 8:12 pm 
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Joined: Tue Sep 11, 2012 12:41 pm
Posts: 41
Hi, a quick question about real time market data retrieved through this IQfeed plugin. I am in UK. I found the real time market data's time stamp is using local system time (GMT), but actually IQfeed stream's time stamp is exchange time (EST). Why don't it use exchange time for both? This type of mismatch will course lots of trouble because I now can't divide pre-market and market by time stamp.

Is there any setting to fix this issue?


Thanks a lot in advance.


Regards,

JC


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 Post subject: Re: New IQFeed plug-in
PostPosted: Thu Dec 13, 2012 9:46 pm 
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Joined: Mon Oct 04, 2010 5:13 pm
Posts: 362
I know that this is a late advice but anyway... We have all our systems set to EST. this will solve the majority of the problems
Ed


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 Post subject: Re: New IQFeed plug-in
PostPosted: Fri Dec 14, 2012 1:18 pm 
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Joined: Tue Sep 11, 2012 12:41 pm
Posts: 41
edwardgonen wrote:
I know that this is a late advice but anyway... We have all our systems set to EST. this will solve the majority of the problems
Ed


Thanks for your kind advice, Ed. I found in the property of IQfeed, there is a 'offset' for historical data, which I can set to 5, as a temporary solution. But you are absolutely right, it is better to set to EST, as there is several day different for Summer Saving Time, etc.

My worry here is why the processing of historical trade data is different from processing of real time stream data. Is the real time stream data's timestamp being offset automatically, or it is simply recorded as local time? I think my worry is unnecessary. I just want to make sure it is exchange time.

Thank you for your kind help in advance.

Regards,

JC


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 Post subject: Re: New IQFeed plug-in
PostPosted: Fri Dec 14, 2012 1:36 pm 
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Joined: Mon Oct 04, 2010 5:13 pm
Posts: 362
JC,

It is my pleasure if I could help. Unfortunately I'm not able to answer the "real-time" vs. historical question as we use IQfeed for historical data only.

Regarding EST - yes, this solves all the Summer/Winter confusion and more. We've moved to EST time several years ago and never regret that decision even once.

Anyway - I wish you every success in this.

Ed


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 Post subject: Re: New IQFeed plug-in
PostPosted: Fri Dec 14, 2012 2:04 pm 
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Joined: Tue Sep 11, 2012 12:41 pm
Posts: 41
edwardgonen wrote:
JC,

It is my pleasure if I could help. Unfortunately I'm not able to answer the "real-time" vs. historical question as we use IQfeed for historical data only.

Regarding EST - yes, this solves all the Summer/Winter confusion and more. We've moved to EST time several years ago and never regret that decision even once.

Anyway - I wish you every success in this.

Ed


Thanks a lot, Ed. I think my worry over real time data is unnecessary. I will check manually the recorded live data against the stream I am receiving. Hope everything is ok.

Thank you very much for your brilliant advice again. I will never use GMT again when trading US staff.

Thanks, Wish you good luck as well!

Regards,

JC


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 Post subject: Re: New IQFeed plug-in
PostPosted: Fri Oct 31, 2014 12:17 pm 
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Joined: Wed Sep 18, 2013 10:50 am
Posts: 67
Location: London
Hi

Inspite of having the "AutoReconnect" property set to true, IQFeed disconnects and never connects back automatically within OQ2014.
Also after this disconnection when I try to reconnect, OQ2014 crashes and all the data(Bars and trades) are erased. ( This is 100% reproducible )

Can you please suggest whats causing this ? and how quickly can this bug be fixed?

Looking forward to your reply.

Regards
Maddy


Attachments:
File comment: Data Lost!
IQFeed_DataIssue.png
IQFeed_DataIssue.png [ 123.43 KiB | Viewed 7263 times ]
File comment: Doesnt reconnect!
IQFeed_ReconnectionIssue.png
IQFeed_ReconnectionIssue.png [ 913.3 KiB | Viewed 7263 times ]
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