IQFeed posting wrong time stamps in premarket

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trader39
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IQFeed posting wrong time stamps in premarket

Postby trader39 » 20 May 2013

I am finding that in the last week or so IQfeed charts post the wrong time in pre-market when loaded in pre-market. Data Manager simply fails to record the incoming trade entries, but charting records them and displays them with all trades time stamped 16:00! Please see the attached screen shots.

Please advise how to fix this problem, which is a severe issue for anyone trading premarket.

Thanks.
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DataManagerView.png
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IQfeedDateError.wsp
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IQFeedDateErrorImage.png
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Andrew MultiCharts
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Re: IQFeed posting wrong time stamps in premarket

Postby Andrew MultiCharts » 20 May 2013

Hello trader39,

Would you be able to upload the .qmd archive with exported symbol and data?

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Re: IQFeed posting wrong time stamps in premarket

Postby trader39 » 20 May 2013

After the market open the incorrectly time stamped data disappears from the chart, leaving a gap.I will try to send a qmd archive later today after the market close, and again tomorrow morning when the issue recurs tomorrow.

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Re: IQFeed posting wrong time stamps in premarket

Postby trader39 » 20 May 2013

Here is the QMD file for today. You will note a big gap in the data from 7:52:33 am to 9:06:32 am. It is during this data gap period that erroneous 16:00 trade times were being reflected on the chart I previously sent you.

I believe you would see something similar in QM while the 16:00 trade time plots are being displayed, as the QM window image I sent you previously indicates.

I had to change the file extension to "txt" from qmd because the discussion forum indicated "the extension qmd is not allowed". You can easily reconvert it to qmd on your end, I am sure.
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ShortSPYExport.txt
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Re: IQFeed posting wrong time stamps in premarket

Postby trader39 » 21 May 2013

Attached please find a QMD file for today, with the extension again changed to "txt" so the bulletin board would accept it. Also please find the corresponding screen shot. Note the problem is completely reproduceable...it is reflected in all symbols that I have tested in premarket from the point of the initial "backload", when the chart is first loaded, forward. I include here IWM as well as SPY, to illustrate that loading the symbol from the IQFeed database to originally create it (as I did with IWM) makes no difference.

Please advise when you will have a fix available. Thanks!
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IQFeedSPYIWMTODError521ScreenShot.png
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Re: IQFeed posting wrong time stamps in premarket

Postby trader39 » 22 May 2013

Do you have an estimated time when this will be fixed? If it will be more than a few days I will have to look at an alternative data feed..., despite prefering IQ Feed for both cost and data quality.

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Re: IQFeed posting wrong time stamps in premarket

Postby trader39 » 22 May 2013

Also I just noticed on the multicharts beta forum that IQ feed is now supporting 5 millisecond time stamps. Would this problem disappear if I upgraded to your latest beta which supports sub-second intervals? I generally am not a first adopter, but would be happy to be if it would solve this bug in the process.

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Re: IQFeed posting wrong time stamps in premarket

Postby Andrew MultiCharts » 22 May 2013

Hello trader39,

Unfortunately we were not able to reproduce this behavior on our end. Few questions:
  • Are there any particular steps we should take?
  • Is the data that is missing in QuoteManager, but not on chart, is it historical data or collected real-time data?
  • Does the issue happen at a particular time each day only?

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Re: IQFeed posting wrong time stamps in premarket

Postby trader39 » 22 May 2013

(1) The issue only seems to occur with the latest (5.0.0.11) IQ Feed client. An older machine of mine that still runs 4.9.03 does not experience it. This is the new IQ Feed client that is supposed to provide 5 millisecond time stamps, but I am willing to downgrade the IQ Feed client if you can explain how to do so and this will solve the problem. I am also willing to upgrade to Beta 8.7 which is designed for sub second time stamps if that is your recommendation.
(2) The data missing from quote manager, but not the chart, is collected real time data during the premarket period (before 9:30 NY time on US Stocks...many of which such as SPY and AAPL are already active). The issue does not arise with backloaded data; and is an issue after the market open only if the chart has been open during premarket.
(3) The chart must be set up with a symbol with one of the 24 hour collection settings, such as 24/5. Running such a chart for an active symbol during premarket with the latest IQFeed client will reproduce the problem.

Let me know if I can help further.

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Re: IQFeed posting wrong time stamps in premarket

Postby Andrew MultiCharts » 22 May 2013

Thank you for the answers, Trader39. We will test it and i'll let you know once we have any news.
At the moment i don't recommend you to upgrade MC to latest beta. Let's see if we can reproduce it on our end now.

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Re: IQFeed posting wrong time stamps in premarket

Postby Andrew MultiCharts » 23 May 2013

Trader39, a related issue has been confirmed. We are looking into it. it may be an IQfeed issue. I'll let you know once we find out more.

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Re: IQFeed posting wrong time stamps in premarket

Postby Andrew MultiCharts » 23 May 2013

The issue is confirmed. It should be resolved in coming MultiCharts 8.7 beta 2.

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Re: IQFeed posting wrong time stamps in premarket

Postby trader39 » 28 May 2013

Do you have an estimated release date for this beta? In the meantime can I revert to the earlier IQ Feed? What is the procedure for doing so?

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Re: IQFeed posting wrong time stamps in premarket

Postby Andrew MultiCharts » 28 May 2013

Do you have an estimated release date for this beta? In the meantime can I revert to the earlier IQ Feed? What is the procedure for doing so?
MultiCharts 8.7 beta 2 should be available this week. Downgrading the IQFeed client should resolve the issue. Please contact their support in order to find out how it should be done correctly.


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