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Viewing User Profile for: Laurentius
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Joined: Jan 15, 2011 05:57 AM
Last Post: Aug 4, 2013 01:44 PM
Last Visit: Aug 4, 2013 01:44 PM
Location: Europe
Occupation: Student
Interests: Trading (Fibonacci, Gann, Elliott Wave, Wyckoff) Psychology, History, Archaeology
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Laurentius has contributed to 9 posts out of 21159 total posts (0.04%) in 4,789 days (0.00 posts per day).

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Thank you Tim for your details. Interesting to know.

Looking forward to see if you can come up with some more specifics. Normally I would not be interested in these things, but when the internet line is not top notch it is nice know as much as possible to get the best out of it.

Best regards,

Hello Loren,

Thank you very much for your follow up.

I have adjusted the interleave up to 16 milli-seconds and have done ping tests to both Sioux City and IQFeed servers. The ones to Sioux City was with minimum 191 and maximum 195. The ping tests to IQFeed servers shows minimum of 190 and maximum of 195. With an interleave set to 0 I get from 148 to 151.

I understand that increased interleave values increases the ping result, but it should minimize the chance of data loss. So while writing this I am thinking that maybe the only issue would be that I in my case I would have an increased data delay of 44 to 47 milli-seconds, but I would still get all the milli-second resolution data from IQFeed. That is, if there is no factors that I am not aware of regarding a ping up to 195.

Could you please comment on what I wrote?

Edited by Laurentius on Aug 2, 2013 at 02:08 PM


I am wondering what internet interleave setting which is necessary for keeping up with the new IQFeed 5.0 millisecond precision?

My ISP can configure the internet interleave setting with 0, 2, 4, 8, 16 and so on milliseconds, but I am now starting to believe I need the interleave setting set to 16 to get a complete stable line. So I am wondering if this would be to slow to keep up with the millisecond resolution now provided by IQFeed?

Some insights would be very much appreciated.


Data and Content Support » The "Front Month back-adjusted history" setup? Nov 18, 2012 06:10 PM (Total replies: 2)

Hello Jay,

Thank you very much for your reply and elaboration. Appreciate it.

Best regards,

Data and Content Support » The "Front Month back-adjusted history" setup? Nov 18, 2012 10:56 AM (Total replies: 2)


I am trying to understand how the new "Front Month back-adjusted history" (#C) data is set up and are wondering if someone could please explain to me what it is and how it is actually done.

For example as rollover condition:

- Is days of higher volume a part of the criteria?

- Or is it trading days prior to expiration date? And is this with any "Offset" value by prior month or months?

As back adjustment mode or method I am familiar with "Absolute Difference" and "Ratio adjustment".


- Absolute difference would be where the constant (С = C_next - C_prev; where C_prev – close of the last bar before the rollover point) is added to all data prior to the rollover date. The data of the last series is not corrected as there was no rollover for it yet. If the N contracts are rolled over then the data of the first contract is corrected N-1 times.

With ratio adjustment it would be that all data prior to the rollover point is multiplied on the ratio (C= C_next / C_prev). If the N contracts are rolled over then the data of the first contract is corrected N-1 times.

Or is neither method used?

If someone could explain how it is done with the #C I would appreciate it.

Thank you.

Best regards,

Edited by Laurentius on Nov 18, 2012 at 11:28 AM

I have been thinking some more about what you wrote Todd, more specifically "... data prior to 17:00 on Sunday is part of the Sunday startup process and should not be displayed". That FXCM formulating it as a "part of the Sunday startup process" can be very misleading.

The fact is that weekend data is actual market movement which is a part of both prior and later market movement in the Spot FX market, and should be of concern for both Spot FX and Currency Futures traders. In my initial post I mentioned from 2pm EST, but actually there are ticks coming in on Saturdays also. So to be complete the data should be able to come in all weekend. With Oanda it is so. This is about being willing to provide market transparency, and since FXCM is a retail broker they should be willing to do what is best for their clients, right?

To illustrate what I am talking about I am attaching a chart with the Euro on Oanda's MetaTrader 4 platform which shows a trend line setup I did on the 18th of May. With regular "non-weekend" charts I am not able to get these results.

I am hoping that people who are reading this thread, and that are affected, would show their support by both sending an e-mail request to help(at) and post in this thread.

Edited by Laurentius on May 31, 2012 at 07:54 AM

Thank you very much for your reply Todd.

I understand that this is not on the IQFeed side, but because of the importance detailed out in my initial post above I am hoping that this thread will show that there is a desire for this data.

Best regards,

IQFeed Datafeed Wish List » Request ICAP EBS Spot Forex Data May 26, 2012 01:31 PM (Total replies: 1)


I wish that IQFeed would offer ICAP EBS Spot Forex data. There is one criteria though and that is it has to be with data after the Sunday 2:00 PM EST open and not at the 5:00 PM trading open.

For those of you wishing for ICAP EBS please add your votes.

I already subscribe for FXCM data, but because of the missing data between 2:00 PM and 5:00 PM on Sundays I have made a kind of complaint about it here:

Edited by Laurentius on May 26, 2012 at 01:40 PM


I am a subscriber of FXCM Spot FX data and are very satisfied with the quality of the feed itself. I think IQFeed has probably the best FXCM data available.

There is one very important thing that is missing though, and that is the missing data which comes in after the Sunday 2:00 PM EST open until 5:00 PM EST trading open.

There are two important reasons for this:

The first is that one miss out on important price movement during that time, one are going blind when the 5:00 PM EST trading open happens.

Second, because of the missing data for this time span (which is actual market movement even if one might not think of it as such) the charts become compressed. This makes accurate setting of trend lines and channels difficult and at times impossible. I have checked out with a broker that offers this data, and sometimes this makes a huge difference. Unfortunately the data with this broker is not as good on other areas.

When I do analysis I need quality data which is both complete and consistent in delivery. IQFeed is delivering very well, but FXCM could do better. I do not care what reasons FXCM have for hiding this data. Hiding important information does not seem like a good policy. I want and need complete quality data for my analysis.

Hopefully those of you who are also subscribing for FXCM data will support me in this matter by giving your comments/votes in this thread.

As an alternative to FXCM I have made a request/wish for ICAP EBS Spot Forex here:

Thank you,
Edited by Laurentius on May 27, 2012 at 04:08 AM

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