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»Forums Index »Product Support »IQFeed 3rd Party Software Support »Tick-by-tick backfill
Author Topic: Tick-by-tick backfill (3 messages, Page 1 of 1)

-Interested User-
Posts: 14
Joined: Aug 16, 2004

Posted: May 4, 2005 09:33 PM          Msg. 1 of 3
I'm having problems backfilling ES emini tick charts lately.
I collect less than 1 full session of data for my ES tick charts when I backfill.

For several weeks I have had the problem.
I do collect 5 sessions when I backfill for the NQ and ER2 but only 1 for the ES.
Is there something I'm missing?

I've tried clearing all data then backfilling. I've tried uninstalling the DTN/IQFeed client program and downloading it again from the link on QT's site.

Note: I've been using this set up for backfilling for years. Although it takes up to 5-8 minutes to collect the full 5 "days" of tick-by-tick ES data for my charts, it used to work very reliably.
(QT's maximum amount of saved unconsolidated data for tick charts is 5 sessions/days).

I do not have any problem displaying backfilled minute frequency ES charts. The chart will
display 10 days after a backfill (QT's max).

I'm using QT software for the ES emini (version 3.6.1a-2).
QT's Backfill site description is IQFeed US CUSTON - RealTime (Subscription) and I use
an .exe that has a checkbox for "Get Tick Backfill Data" .

-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004


Posted: May 4, 2005 10:02 PM          Msg. 2 of 3
I wish I had some information that may help. There is no reason that I can think of that would cause you to be able to access the 5 days of tick data for NQ and ER2 but not ES. They are in the same exchange, and we don't have anything in our system that could effect permissioning on just the ES. It is a little suspect that it takes 5-8 minutes to get 5 days of tick data, unless that is just the time it takes QuoteTracker to process and display the data it received. Using our DTN.IQ software, I just pulled a little over 350,000 ticks (back to the morning of April 27th) and it took only 25 seconds. This is from home on a 4mb cable modem.

I assume you are using symbol @ESM5 correct? This sounds like something that QuoteTracker may have to look at a Log99 file for

Jay Froscheiser
DTN Market Access, LLC.

-Interested User-
Posts: 14
Joined: Aug 16, 2004

Posted: May 4, 2005 10:15 PM          Msg. 3 of 3
Thanks for the reply.

Yes I'm using the symbol @ESM5.

It takes just seconds to backfill 10 days of OHLC data for minute frequency charts.
It was explained that QT accepts this type of data in a
4-data-points-per-minute format (or something to that effect).
But QT has always taken that long to download backfill tick-by-tick data for the ES.

I'll recheck with QT support again about this.


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