Hi,
it seems, that the IQFeed data-stream is not collected correct by MC.
when connecting IQFeed "regular", so NOT with "minutes and daily build based on ticks", that the "downvolume" is not collected in historical data. for example, the Volume Dn indicator then only shows data in real-time, not historically.
when connecting IQFeed with the option to calculate minutes/daily based on ticks, everthing is fine, so downvolume is shown using historical data.
since there are symbols like "openinterest XG.OI.Z" which only have daily data, it is no option to connect IQFeed based on ticks.
has anyone looked into this, how do you handle your data collection?
Greets Chris
Wrong datafield mapping of IQFeed Data??? Missing "downvolume"?
-
Svetlana MultiCharts
- Posts: 645
- Joined: 19 Oct 2017
- Has thanked: 3 times
- Been thanked: 163 times
Re: Wrong datafield mapping of IQFeed Data??? Missing "downvolume"?
Hello,
IQfeed does NOT provide Up/Down Volume with historical data. In real-time, these fields are calculated by MultiCharts.
As for Ask and Bid historical data, IQfeed provides only ticks which do not contain volume. See the screenshot – the history is marked with yellow. Additional information is here.
IQfeed does NOT provide Up/Down Volume with historical data. In real-time, these fields are calculated by MultiCharts.
As for Ask and Bid historical data, IQfeed provides only ticks which do not contain volume. See the screenshot – the history is marked with yellow. Additional information is here.