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N4Apound has contributed to 4 posts out of 21251 total posts
(0.02%) in 4,467 days (0.00 posts per day).
20 Most recent posts:
Thanks Gary.
I am also trying to build interval bars from tick data. My builds NEARLY match iqfeed interval bars, however there is a mismatch when ticks occur whose time label is on the exact interval boundary end time.
I observe (and expect) that iqfeed intervals are INCLUSIVE of the exact interval start time and I expect NON-inclusive of the interval end time. Both cannot be inclusive because resulting interval bars would overlap.
So an iqfeed 1minute interval bar labeled "09:31:00" should include all ticks from 09:30:00.000000 up through 09:30:59.999999.
But there seems to be a problem that if a tick happens to occur at 09:31:00.000000, it is included also in the iqfeed interval bar labeled "09:31:00". But that tick should instead belong only to the "09:32:00" interval, right?
Thanks, that worked great.
Just for completeness, it may be worth updating the API doc to include your statement and also correct the example given:
"IQConnect.exe -product <REMOVED> -version 1.0.0.0 -login 100000 -password 1234 -autoconnect"
http://www.iqfeed.net/dev/api/docs/InitializingTheFeed.cfm
Best regards, N4 Edited by DTN_Steve_S on Feb 26, 2019 at 09:08 AM
Hello, I am SHELLing iqconnect.ext as per the documentation and ending the string with "-autoconnect". Because of this, I expect the pop-up to automatically connect and go away.
But what is currently happening when I run my program is that the popup appears with the login box entered correctly, but I have to manually click the "Connect" button on the popup. It then connects and goes away correctly. The "Automatically Connect" checkbox is not checked on the popup when it appears. I am using IQfeed 4.8.1.7
For me to only have to click the Connect button and nothing else, I think my password and product must also be entering correctly.
Any ideas?
Thanks, N4
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