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"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
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Joined: Jul 2, 2016 04:21 PM
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22arbi has contributed to 3 posts out of 21196 total posts (0.01%) in 2,879 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » IQFeed Latency - NxCore Jul 24, 2016 09:43 AM (Total replies: 1)

I have been using IQFeed data for backesting. But now, that i am going to 'make it real', I need low latency data feed, for fast execution (Not crazy low latency, but as I have seen, your Data Center is in Omaha, far away from NY, and the latency is 50-100ms).

Is there any other possibility?

Probably NxCore? Does it have lower latency? Where is their data center?

Thank you,
Rocha

IQFeed Developer Support » Missing minute candles for PFPT on 9th March 2016 Jul 16, 2016 10:11 AM (Total replies: 5)

When retrieving historical data with 'Interval TimeFrame' (1 sec interval), i also get missing values. (Different seconds do not appear on the feed). You said this may be because there were no trades on that certain period, but, with Interval TimeFrame Requets, I am not getting trade values, but close values.

So it is not supposed that it has always to be a Open/High/Low/Close value for every interval requested? If there was not a single trade, this values would just be flat, but it seems that im not able to get a complete feed with second intervals.

Here you can se, that for example, i do not get 10:00:03 or 10:00:04 values for QHO# 'Interval TimeFrame' (1 sec interval) requesting:

[0] Close 1.4571 double
Date {12/07/2016 10:00:01}

[1] Close 1.4571 double
Date {12/07/2016 10:00:02}

[2] Close 1.4568 double
Date {12/07/2016 10:00:05}

Is it possible to do something with that?

Jose

IQFeed Developer Support » Missing minute candles for PFPT on 9th March 2016 Jul 2, 2016 04:26 PM (Total replies: 5)

Is there any possibility to get these 'missing' candles filled (with previous values) directly from the feed?

Or do i have to manipulate the data afterwards in order to have all minute values filled?


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