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20 Most recent posts:
IQFeed Developer Support » Why realtime bars data is not the same as history? Dec 3, 2019 11:33 AM (Total replies: 4)

Thanks for response, but time labelling is not the case.

In your example nothing changes except timestamps.

In my case volume values are completely different:

realtime:
BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,,

volume=964

history:
42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177,

volume=1177

It doesn't look like LabelAtBeginning issue

IQFeed Developer Support » Why realtime bars data is not the same as history? Dec 3, 2019 07:53 AM (Total replies: 4)

any news?

IQFeed Developer Support » Why realtime bars data is not the same as history? Oct 23, 2019 01:38 AM (Total replies: 4)

Hello,

I've come across strange issue:

I subscribed realtime bars data using BW request via derivatives port and got:

BC,@VX#C,2019-10-22 10:29:00,16.100,16.100,16.100,16.100,13604,8,,
BC,@VX#C,2019-10-22 10:30:00,16.100,16.150,16.100,16.100,13563,3,,
BC,@VX#C,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13730,16,,
BC,@VX#C,2019-10-22 10:32:00,16.100,16.150,16.090,16.100,14938,964,,
BC,@VX#C,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,15603,637,,
BC,@VX#C,2019-10-22 10:34:00,16.100,16.150,16.100,16.150,16028,338,,
BC,@VX#C,2019-10-22 10:35:00,16.150,16.160,16.140,16.150,16634,577,,


then I requested bars (HIT request) using lookup port

42,2019-10-22 10:29:00,16.150,16.100,16.100,16.150,13607,11,
42,2019-10-22 10:30:00,16.150,16.100,16.100,16.100,13783,3,
42,2019-10-22 10:31:00,16.100,16.100,16.100,16.100,13950,16,
42,2019-10-22 10:32:00,16.150,16.100,16.100,16.100,15371,1177,
42,2019-10-22 10:33:00,16.100,16.100,16.100,16.100,16036,637,
42,2019-10-22 10:34:00,16.150,16.100,16.100,16.150,16461,338,
42,2019-10-22 10:35:00,16.150,16.150,16.150,16.150,17083,593,

Lookup port data has more aggregated ticks in comparison with data from derivatives port.
Also If I request history ticks, I get more records than Level1 ticks.
Why? Is there any way to receive the same data from Level1, Lookup and Derivatives ports?

Regards


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