Wondering if anyone else has had similar issues with IQFeed with stocks downloading EOD.
I run two databases, one for EOD and one for intraday. Currently my EOD seems to do some weird stuff.
If after market and guaranteed on weekends , when running a scan it will pull a value of 0 for volume for usually a random amount of tickers. If I flip through the charts the volume will stay at 0 and any other explore will keep those symbols with volume of 0 at zero.
Now if I close Amibroker and load up charts by flipping through the database without performing an explore it will retrieve the volume and I can visually see the volume go from 0 to its amount. If I perform an explore after it usually ends up bringing some back with a value of 0 and the process would have to redone. The next day, even when volume was last seen on Amibroker at 0, the value will return the proper volume for the previous day and carry on for the day as normal.
Tonight is a different issue, I'm receiving double the traded volume for the day. Everything is exactly double what yahoo or google or my broker list as the volume for the day. I thought maybe something happened weird with the plugin and it downloaded it twice so I tried deleting a few symbols and re-adding them to see and it came in double still. Added a few symbols I don't have in the database and it actually came in with the right volume amount and quickly doubled itself in about a second when the chart loaded.
I'm waiting to see if the database corrects itself tomorrow after the new data for the day starts rolling in but this doubling feature is new and makes me wonder how incorrect my database actually is.
Support said that 1 minute interval is the recommended download interval for IQFeed for some reason even though IQFeed support multiple time invterval requests.
My reason for using two databases and two instances is because with 1 minute time frame request, It's impossible to compress the data to EOD for the EOD values. IQFeed sends a bar close at 15:59:99 for the and 16:00:59 so with Amibrokers settings for market hours I can say the close is at 15:59 in which my compressed daily close would show the last value at 15:59:59 or I can request it to set close to 16:00 which my compressed daily close would show the last value at 16:59:59 which is normal for IQFeed database. Other software like ninja,multi,sierra charts will have the exact intraday charts however they request daily interval for daily charts and intraday value for intraday charts however it's a lot, and i mean a lot slower then Amibroker.
So my solution was pretty easy, just run two intances of Amibroker with 2 databases, works fine but these weird plugin issues keep appearing. For instance once I had a whole days worth of data become corrupt since I logged in on a Monday during the day, viewed some charts, I didn't log in Tuesday and Wednesday when I logged in it didn't know to update the last view of Monday since the bars we're half complete which forced me to manually force backfill my database to get that one bar to complete itself. Now I know if I log in mid day to view a chart to log in at end of day and do an explore to backfill the database before the next day.
My symbol count is only 400 vs the 500 I'm allowed so I don't think its anything to do with request limits. This is just getting annoying because I'd like to do other things besides referencing my database to make sure nothing stupid happened.
Getting to the point where I'm going to have to use something like QCollector to manually import data and use Amibroker on a pure research basis and look for something else as a charting platform.
Posted by: brandon.richard03@yahoo.com
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