How to Map IQfeed Nybot Softs data to IB

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Ming80
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How to Map IQfeed Nybot Softs data to IB

Postby Ming80 » 07 Aug 2019

Hi guys,

I use IQfeed as my data and am having difficulty symbol mapping some Softs such as SB / KC / CT from ICE (Nybot) to the same symbol within interactive brokers. The reason is IB uses quotes which a hundredth smaller than IQfeeds data. E,g

IQfeed Sugar = 11.43
IB Sugar = 0.1143

Is there any workaround to map them correctly? Thanks in advance.

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Henry MultiСharts
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Re: How to Map IQfeed Nybot Softs data to IB

Postby Henry MultiСharts » 08 Aug 2019

Hello Ming80,

Unfortunately there is no price multiplier for IQFeed to correct the difference.
This is something that we are considering adding in the future.

wilkinsw
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Re: How to Map IQfeed Nybot Softs data to IB

Postby wilkinsw » 08 Aug 2019

Hi guys,

I use IQfeed as my data and am having difficulty symbol mapping some Softs such as SB / KC / CT from ICE (Nybot) to the same symbol within interactive brokers. The reason is IB uses quotes which a hundredth smaller than IQfeeds data. E,g

IQfeed Sugar = 11.43
IB Sugar = 0.1143

Is there any workaround to map them correctly? Thanks in advance.
I had to do something similar ages ago.

My solution was to periodically paste in adjusted history from IQfeed into the live broker symbol in QMD. Then simply trade the broker symbol

So take your IQfeed Sugar. Plot a 1min chart (assuming 1min OHLCV is ok for you) and then plot a script (indicator) that prints to file (OHLC)/100 + Volume for every 1min bar (have a plot that plots the number 1 so that 1 appears when it has finished printing).

Once 1 appears, turn off the indicator. Now go to QMD and find your IB Sugar. Delete all data and cache for IB Sugar. Now Ctrl+I your ascii from the above step.

I would export this modified symbol so that you have it as backup should you have a crash. Also flush cache to database. From now on; if IB has backfilling; your charts will backfill only to where your adjusted IQfeed data ends. If it doesn't (or if you want to keep updating with IQfeed data) you will need to keep rerunning the steps from above.

Now go to your charts and use IB Sugar to trade with.



MC; just out of interest, is it possible to continuously print OHLC values to file and have an ASCII mapped symbol continuously read at the same time?

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Henry MultiСharts
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Re: How to Map IQfeed Nybot Softs data to IB

Postby Henry MultiСharts » 20 Aug 2019

MC; just out of interest, is it possible to continuously print OHLC values to file and have an ASCII mapped symbol continuously read at the same time?
You can do that using FileAppend command. Starting from MultiCharts 12 Release 8 you will also need to call FileClose command to close the file after FileAppend finished adding data to it.

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Re: How to Map IQfeed Nybot Softs data to IB

Postby Salzburg » 20 Aug 2019

I am sorry to hijack the thread, but may i ask why its not possible to adjust the price scale in settings details for the IQ symbol in QMD to match IB price scale? or am i missing something or perhaps dont understand the problem?

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Re: How to Map IQfeed Nybot Softs data to IB

Postby wilkinsw » 20 Aug 2019

sadly not. You can’t move the decimal point of data by changing QMD settings.

Correct me if i’m wrong.

Ming80
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Re: How to Map IQfeed Nybot Softs data to IB

Postby Ming80 » 21 Aug 2019

Hi guys,

I use IQfeed as my data and am having difficulty symbol mapping some Softs such as SB / KC / CT from ICE (Nybot) to the same symbol within interactive brokers. The reason is IB uses quotes which a hundredth smaller than IQfeeds data. E,g

IQfeed Sugar = 11.43
IB Sugar = 0.1143

Is there any workaround to map them correctly? Thanks in advance.
I had to do something similar ages ago.

My solution was to periodically paste in adjusted history from IQfeed into the live broker symbol in QMD. Then simply trade the broker symbol

So take your IQfeed Sugar. Plot a 1min chart (assuming 1min OHLCV is ok for you) and then plot a script (indicator) that prints to file (OHLC)/100 + Volume for every 1min bar (have a plot that plots the number 1 so that 1 appears when it has finished printing).

Once 1 appears, turn off the indicator. Now go to QMD and find your IB Sugar. Delete all data and cache for IB Sugar. Now Ctrl+I your ascii from the above step.

I would export this modified symbol so that you have it as backup should you have a crash. Also flush cache to database. From now on; if IB has backfilling; your charts will backfill only to where your adjusted IQfeed data ends. If it doesn't (or if you want to keep updating with IQfeed data) you will need to keep rerunning the steps from above.

Now go to your charts and use IB Sugar to trade with.



MC; just out of interest, is it possible to continuously print OHLC values to file and have an ASCII mapped symbol continuously read at the same time?
Thanks Wilkinsw so much for the workround.

It does have more limitations when you also are trading longer time frames and you need to follow the data provider's rollover rules and charts need to be backadjusted accordingly.

From the MC team, there are only 2 data providers (TS & TT) where you can apply price multipliers to the symbols description. Hopefully more will be available in the future.

https://www.multicharts.com/trading-sof ... es_Symbols
viewtopic.php?t=52172


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