Iqfeed forex symbols
Hello, By the way I checked IQFeed's own history app and on attempt to download 10 million bars it downloads only K and stops, so the source of problem is IQFeed and I am checking that with them.
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Best regards, Tomasz Janeczko amibroker. However, due to the bandwidth requirements for Tick data, during primary trading session for markets, IQ Feed, limits the data to only about 8 days. Here is what Technical Support replied to me: And FYI, if you set to currently maximum bars of 10 million ticks to get downloaded then it doesn't mean that you would get days of history as there could be a case where one symbol has millions of ticks per day on average and so you would get just a few days downloaded since the number of bars settings refers to It would mean that if a symbol has an average of 2 million tick bars per day then you would need a max.
That info was also sent by AB support about the simple Maths. No, I'm not. I wrote in my post "That info was also sent by AB support about the simple Maths. I don't know how IQfeeds plaftorm works and how it looks like but why does IQFeed's own historical download platform not download full days? Can you explain that? So no AB, Sierra chart etc involved. And why does Sierra Chart mention a limit during market hours?
That's kind of a contradiction. As for market hours , I do not know what you are implying. It is well known IQFeed has a market hours and after market hours policy. I am not confused by this and it has nothing to do with the problem. Hello, Iqfeed tick data is limited to 7 days during market hours and after market hours is days.
After some more email exchanges with Tomasz, the conclusion is that he has reproduced my issue but says that no one else has ever asked for this -- so he deems it is low priority and says it will take "months at least" for him to fix it. I cannot help but feel like the fix should not take months. I think he is mad at me personally Anyway, in his defense he offered a refund of AmiBroker over the problem.
I told him I've had it for only 1 day and would really like more time with it, days of IQFeed backfill is not the only thing that is important to me, so if it does other things well then there would be no need for a refund. I am still hopeful that it is as optimized and powerful as I have read. More time will tell. I only mentioned what has been tried by others. For example I have tried with another user who uses IQfeed on 5 minute timeframe to download tick bars and failed to download complete days or rather the complete 10 million maximum tick bars been set.
Also that other befriended user has sent a request to IQfeed today and they replied. And if IQFeeds own application also doesn't download full days without any other software involved then there indeed seems to be a problem with their download. Again I can't confirm the last one as I haven't used it myself but it has been told to me today because I was interested in that issue myself.
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Elite Member. In my opinion, you've spotted the weakest thing is AB i.
Even if you had successfully downloaded the data your backtests would have taken ages to run but maybe still quicker than MC or Ninja. AB has many, many other great features and I really hope to see more constructive threads about it at futures. I guess you need the long history of days of tickdata for backtesting purposes. So you could build an offline database and import tickdata that is downloaded with QCollector.
Use an offline database as you should not mix online realtime datafeed with imported data. The import process can be automated on both sides: Qcollector and Amibroker provide convenient ways to do that. See "Update US Symbol list and category" as a starting point. Of course this example only loads symbols and categories, but you should get the point. Once done, you can import data with a single mouse-click.
But be warned: in online mode with real data use a separate database. Never mix manual backfills with realtime data. BTW: You can start multiple instances of Amibroker simultaneously. Best regards, medias. Do you know how those 40 bytes are generated? I think 1 double has 8 bytes, right?
Even if I will display the complete data by shrinking my timescale in an chart, i guess that the chart application will reduce the needed data in an intelligent way. Because the eye cannot see every tick and the indicator calculation is maybe only done on slices.
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I think that is the way a good program should be reduce data. Maybe that could be the reason why it would take that long for Tomasz to implement that feature. Because maybe Amibroker has no strategy to deal in the above discribed way with data.
I have my main MySQL databases with years and years of tick data for many instruments, which I would need to import to do any useful testing. I have not yet started that process, and will likely make a separate thread to discuss it. One thing in your reply concerns me and caught my attention however you said "never mix realtime with historical", why is that?
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This is a concern, because my typical behavior is to import the data from my database into the platform, then use the platform to backfill and track data going forward -- both realtime and backfill as needed. Can you go into more detail on this? Cool, I did not know you could run multiple concurrent instances of AmiBroker so that is good.
Or would it require multiple licenses. Need to check on that still.
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It is interesting you mention this, because I was confused by the "lookback" or whatever you want to call it on a chart. Apparently it loads all or nothing in the entire database, so the only way to split it up is by having multiple databases? I haven't questioned him further on this but that was my understanding. If this is turned on then in intraday modes EOD bars are removed on-the-fly and in daily mode EOD bars are displayed instead of time compressed intraday or if there is no EOD bar for corresponding day then intraday bars are compressed as usual.
This mode works in conjunction with new versions of plugins that allow mixed data. Mixed mode allows intraday plus very long daily histories in one database. The following user says Thank You to bob for this post: teyano. AmiBroker uses in-memory database. A large memory footprint is necessary, the data is slurped off disk once and then processed in-memory.
SQL databases are used for managing things like lists of products traded, mapping symbologies between trading venues, trade reconciliation, etc. Just wanted to offer another perspective Hello, Precisely. AmiBroker is designed for speed, hence it uses in-RAM database. In-memory database - Wikipedia, the free encyclopedia In each system there are tradeoffs between speed, memory usage, etc. Net result would be orders of magnitude drop in performance. If you are downloading up to three years of data for a particular symbol, and there is only days of Tick data available, all the remaining data downloaded will be Minute data because Sierra Chart will first download historical Minute data and then Tick data.
Sierra Chart will use as much Tick data as is possible in the Intraday chart data file. The definition of Bid Volume is the volume of trades that occurred at the Bid price or lower. The definition of Ask Volume is the volume of trades that occurred at the Ask price or higher. That is only used for the market depth display.
In the areas of the chart where there is no Bid Volume or Ask Volume, then studies and chart bars which require this data, will indicate 0. There are no such limitations with our own data feeds. With IQ Feed, if a chart is completely blank for a symbol, and Sierra Chart is connected to IQ Feed and there is a Symbol is Unknown error displayed on the chart, then this means the symbol is completely unknown to the data feed. If historical data is received for a symbol and there are bars displayed in a chart, but there still is a Symbol is Unknown error displayed on the chart and the chart does not update in real-time or with a delay, then this means that historical data is available for the symbol, but your IQ Feed account is not authorized for streaming data for the symbol.
In this last case you will need to contact IQ Feed to have your account authorized for the exchange that symbol is located on. If you have subscribed to market depth data from IQ Feed and market depth data is provided by the exchange for the symbol, then this is fully supported in Sierra Chart by the features that use market depth data within Sierra Chart.
For the basic market depth window, refer to Open Market Depth Window. If you have subscribed to Level 2 equities data from IQ Feed and Level 2 data is provided by the exchange for the symbol, this is not supported in Sierra Chart. It simply will not be displayed. However the IQ Feed software installed on your system does have an application to view this.
You can access it from the right-click menu on the IQ Feed icon on your desktop system tray.