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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Multiple Interval Watches on same symbol
Author Topic: Multiple Interval Watches on same symbol (2 messages, Page 1 of 1)

aamar
-Interested User-
Posts: 7
Joined: Oct 8, 2021


Posted: Oct 8, 2021 11:13 AM          Msg. 1 of 2
Hi,

Is it possible to create a BW on the same symbol for multiple intervals?
e.g. I want to want 1sec, 5sec and 30sec bars

If yes, how can you determine which bar message belongs to which internal?
if not, what would be a best way to watch multiple time frames without doing calculation of higher bars in code?

Would multiple socket connections per timeframe work?

regards
Aamar

altmany
-Interested User-
Posts: 73
Joined: Jul 30, 2018

IQML - IQFeed-MATLAB connector


Posted: Oct 9, 2021 03:47 PM          Msg. 2 of 2
You can specify a unique RequestID (8th parameter after the BW) for each separate BW request (for example: IBM-1s, IBM-5s, IBM-30s). This will be reported at the beginning of each incoming message from IQFeed. You could parse the incoming RequestID and use the parsed components in your code logic.

Note: setting multiple overlapping BW requests per symbol is sub-optimal and will likely inundate your program with multiple duplicate messages. I think that it would be better to only request 1sec BW intervals, and to aggregate the bars in your program logic. This would probably be more efficient than to separately process multiple duplicate interval messages.

Yair Altman
IQML - IQFeed-MATLAB connector
https://UndocumentedMatlab.com/IQML

I am not a DTN employee; my post reflects my personal opinion
 

 

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