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Viewing User Profile for: Rich_B
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Joined: Feb 8, 2015 03:14 PM
Last Post: Apr 12, 2018 11:38 AM
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Rich_B has contributed to 8 posts out of 20602 total posts (0.04%) in 2,667 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Wish List » Interval L1 Update data Apr 12, 2018 11:38 AM (Total replies: 1)

Is there anyway to get update data in set intervals? In my case I'm looking to get VWAP data but I need it more once every few minutes not tick by tick.

IQFeed Developer Support » HELP with IQCONNECT memory spikes Jan 25, 2016 03:21 PM (Total replies: 3)

I did upgrade the client to 5.2, this morning. In terms of the protocol I didn't change my code except to change the protocol in my code from 5.1 to 5.2. I didn't use any level one quotes today, and when it spiked I didn't attempt to get quotes from IQWatchQuote or anywhere else I was seeing if it would eventually work itself out, but like I said the next time I got a quote it was 10 minutes delayed. I don't watch the quotes come in on the UI for obvious reasons so I can only see whats in the db after the fact.
Edited by Rich_B on Jan 25, 2016 at 03:24 PM

IQFeed Developer Support » HELP with IQCONNECT memory spikes Jan 25, 2016 03:04 PM (Total replies: 3)

I was wondering if anyone can help me solve the issues with memory spikes in IQCONNECT. For months I have been getting the "Out Of Memory" warning with IQConnect. On previous attempts to get to the root of the problem I was told that the issue was that my machine wasn't processing the quotes quickly enough, that may have been true in the past but I have worked to get rid of all latency issues on my part. Today I ran IQConnect starting at 09:48 with 3 minute charts of 560 symbols. It worked like an absolute charm until for most of the day ranging between 41MB and 45MB of RAM. At 3:45 pm it spiked above 50MB and I didn't receive any more quotes until 3:58 PM when I got the 3:48 pm quotes. There was no spike in the RAM used by my program and I use IB TWS as my broker/trading platform. Can ANYONE please help me to solve this issue? PLEASE I've worked very hard on this program and I just want it to work.

IQFeed Developer Support » VWAP on Streaming interval bars Nov 4, 2015 11:49 AM (Total replies: 3)

You raise different possibilities I didn't think of, but I was more thinking of today's VWAP thus far in the day. The same exact one I would get from the Level 1 quotes but instead of taking on the bandwidth and CPU load just get the momentary VWAP for whenever the interval bar closes. They're actually quiet a few great features that are only in the L1 quotes that I wish would make their way over to the Streaming interval. If I know that I am only going to make a decision every X # of minutes why do I need a tick by tick account of VWAP, change since open, Volatility, etc etc etc. I'm sure I'm not the only one who feels this way
Edited by Rich_B on Nov 4, 2015 at 12:00 PM

IQFeed Developer Support » VWAP on Streaming interval bars Nov 4, 2015 11:28 AM (Total replies: 3)

Has there been any consideration in putting VWAP on streaming interval bars?

IQFeed Developer Support » History Request Crash. Feb 9, 2015 08:44 AM (Total replies: 10)

So far so good on my end. I'll keep you posted if that changes

IQFeed Developer Support » History Request Crash. Feb 9, 2015 08:44 AM (Total replies: 10)

So far so good on my end. I'll keep you posted if that changes

IQFeed Developer Support » History Request Crash. Feb 8, 2015 03:16 PM (Total replies: 10)

I am having the same problems, when I request streaming bars.


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