Download of 120 days of tick data from IQFeed not possible

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asyx
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Download of 120 days of tick data from IQFeed not possible

Postby asyx » 04 May 2011

Hello,

Before active trading hours and on the weekend I have tried to download 120 days of tick data several times now – without success. First I downloaded the data for the period since 01.01.2000. Then in some cases I looked up the data month by month. I also cleaned the cache in between the loads.

The program I have used is Multicharts, version 6 and 7 beta3.

Here are some observations:
• With exceptions to some instruments, the downloadable periods differ from instrument to instrument.
• The Ask and Bid period is in most cases the same for one instrument. In my list is one example (@es#) where I have data for bid but not for ask and not for trade either.
• Ask/Bid period differs to available trade period.
• The periods for single and continuous contract not only are different but for the single contract the period is longer (I would expect it the other way round).
• None of the instruments has 120 days of tick data. Which is the most ridiculous to me.

Has someone the same experience? What could be the problem and is there a solution to the problem?

Thanks for your support and best regards!

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Stan Bokov
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Re: Download of 120 days of tick data from IQFeed not possib

Postby Stan Bokov » 04 May 2011

There is one factor that may be at play here - we have a limitation of 5 million bars per chart by default (to prevent overloading). If you have more than 5 million ticks, they may not draw. You can increase this number of bars per chart, and see if it makes a difference. I would suggest increasing it to 15 or 20 million, but watch your memory.

Change this registry key
Windows 7 32 bit or 64 bit
HKEY_CURRENT_USER\Software\TS Support\MultiCharts\Shaper\MaxBarsCount

Should be the same path for other operating systems too.

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Laurentius
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Re: Download of 120 days of tick data from IQFeed not possib

Postby Laurentius » 05 May 2011

I have actually received more than 120 days of tick data with MC 7 b3.

If you have not done it, you should add instruments manually. It does not work properly when using the "lookup".

Choose Add symbol Manually. Then (as you know) IQFeed -> ex. @ES# -> Futures -> CME (NOT GLOBEX. It will figure that out by itself because of the "@"). Press ok and do not add any description. It will also do this automatically where Globex will be entered.

After this it worked fine for me. Hope it works out for you too.

- Laurentius

Just an addition for those who are not aware of it: One can download the full 120 days of historical tick data for any contract anytime other than normal market hours. From about 930am eastern time until 4pm eastern time you are only able to access 8 days of tick data.

asyx
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Re: Download of 120 days of tick data from IQFeed not possib

Postby asyx » 05 May 2011

I will try these two things, thank you!

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Laurentius
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Re: Download of 120 days of tick data from IQFeed not possib

Postby Laurentius » 05 May 2011

You are welcome asyx.

Another thing is that the first time I connected I had an issue when I started the IQFeed client before MC, but when I started MC first where it called the IQFeed client it worked as it should. Something I also walked through with IQFeed support. Maybe a one time incident, but it works as it should now.

Laurentius

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Stan Bokov
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Re: Download of 120 days of tick data from IQFeed not possib

Postby Stan Bokov » 17 May 2011

One more note, from here - https://www.multicharts.com/pm/viewissue ... e_no=MC-53.

There is a limitation, a built-in fail-safe, that fetches only a certain number of bars when you ask for Bars back. So, make sure you use TO and FROM dates to get the full 120 days.


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