Can't pull IQfeed's full symbol history  [SOLVED]

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wilkinsw
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Can't pull IQfeed's full symbol history

Postby wilkinsw » 27 Jul 2019

Hi,

I'm using MC12 17586.

I've just stumbled into an issue where I can't backfill all of IQfeed's history for various symbols. E.g. LG#C only goes back to 20/7/7 in MC but goes back to 28/4/5 in IQfeed's time and sales app. Reloading the data in MC fixed the issue only some of the time, not always.

I haven't troubleshooted this yet (restart IQfeed, restart MC etc etc).

The workaround I'm using atm, is to export the 1min history from the IQfeed app and import it into the QMD symbol.

Other users: test backfilling an IQfeed symbol and comparing the start date to what's available in the IQfeed time and sales app and let me know your findings.

Thanks,

Will

kagein
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Re: Can't pull IQfeed's full symbol history

Postby kagein » 28 Jul 2019

I'm having the same issue, tested the symbol QCL#C. Earliest start date in Multicharts is 14/02/2008, using the IQFeed time and sales app it has an earliest start date of 19/09/2006.

escamillo
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Re: Can't pull IQfeed's full symbol history

Postby escamillo » 28 Jul 2019

MY IQ story: I had IQ feed up until perhaps mid-2015. After I had been away for say four to six month I had a problem getting back data. I called IQ and they told me that they had made a change such that third party data users (as on MC) could no longer access the back data servers. No notice, no sorry; just that regular clients on their platform can access the data you cannot any more. So if you have been running the platform with IQ data every day and caching data, you are OK for symbols you use every day. Go on a bit of an extended time away and you have data voids that you then have to find other data source to fill, or just get another data source.

I left immediately of course. I'll be curious to hear what you find out this time.
Besides TS, none (with no comment on IB which I will not use) of the data vendors through brokers for third party data users make it that clean and easy to get back data on a variety of symbols. And then with TS, while you can chart with their data on MC, you cannot trade at TS with the MC platform.

wilkinsw
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Re: Can't pull IQfeed's full symbol history

Postby wilkinsw » 29 Jul 2019

My experience differs....

I can pull history for newly added symbols. Just not always as much as is available in the IQfeed display apps.

Manually transferring from the display apps (eg Iqfeed time and sales) to QMD isn’t too painful.

wilkinsw
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Re: Can't pull IQfeed's full symbol history

Postby wilkinsw » 01 Aug 2019

iqfeed email.png
(16.93 KiB) Downloaded 199 times
Multicharts: Can you take a look please. IQfeed are telling me that this is not expected behaviour their end.

As an example:

I can load 1min data back to 27/10/05 for LG# in IQfeed's time and sales app. But only to 23/7/07 in Multicharts.

Thanks

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Henry MultiСharts
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Re: Can't pull IQfeed's full symbol history  [SOLVED]

Postby Henry MultiСharts » 01 Aug 2019

Hello Will,

The build you are running can request up to 12 years of historical intraday data from IQFeed.
You need to update to the latest build of the platform (18184) that can request up to 15 years of intraday history.
Then plot the missing data range on your chart and reload it (Ctrl+R).

wilkinsw
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Re: Can't pull IQfeed's full symbol history

Postby wilkinsw » 08 Aug 2019

Hi Henry,

I've updated to 18184.

To backfill all data the user needs to wait for the backfill to finish and then Ctrl+R and wait for approx 5-10 mins.

The first attempt of backfilling all data (without Ctrl+R) will result in not all data downloading (i'm seeing c. 11 years on first attempt).

All in all it takes about the same time to paste in an ASCII created from the IQfeed time and sales app.


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