||Aug 18, 2010 06:19 PM
||May 14, 2017 11:30 PM
||May 14, 2017 11:30 PM
Gremlin123 has contributed to 6 posts out of 18544 total posts
(0.03%) in 2,864 days (0.00 posts per day).
20 Most recent posts:
Got it. I am a API customer. I have a key. Just had to dig it out...
I was able to get in. Thanks for your help
I installed the IQFeed client on my Mac development box.
The login dialog pops up, but the "Connect" button is grayed out. The dialog message reads "Awaiting product ID and version" Entering login information and password does not help.
Running macOS Sierra Version 10.12
2.3Ghz Intel i7, 16G
I am able to connect on a windows box, no problem
How can I get IQFeed to work on a Mac?
I am having latency problems too.
I have traded using IQFeed for more than a year. I am seeing the "time" messages become very eratic, delay 20-30s, and many go missing.
I scalled back the number of symbols, but the it had no improvment.
I also changed the code only request the fields need, but no help.
The CPU load on both processes is very low, only about 1%
I measured how much time the tick reader spends waiting on the socket and it spends very little time processing messages and almost all of the time waiting for messages.
It is connected to 188.8.131.52.
Not sure what else I can do.
Do you have any insight in why a trade would be reported below the bid or above the ask. Not sure how to treat these.
In a historical tick record, is the bid ask value reported the value after the trade or before?
So, if a trade hits the bid, the bid reported should be the same price as the trade? What if the bid is taken out and the new bid is now lower?
On a releated question, what does it mean if the trade price is lower than the quoted bid? Does this mean that a large order "walked the book" since only the top of book is protected?
Sorry for the late response, but I just had to deal with this issue.
As traded data is better than adjusted data for backtesting, at least when working with tick data. For one thing, the tick data we can download is way to short, only 30 days. So, we have to save it and build a tick database. If we had to deal with split and div adjustments, we would have to back adjust the tick data we already downloaded.
I tried very hard to back out the adjustments to daily data and failed. The data in the fund message is just too dirty to do it right. I finally just downloaded the data from yahoo.
Wish that there was a table of corp actions to account for dividend and splits. It would make it simpler and explicit.