IQFeed static and streaming provider for Wealth-Lab 6
Author: Eugene
Creation Date: 3/29/2011 11:52 AM
profile picture

Eugene

#1
The IQFeed static/streaming provider with the Market Manager tool has just been published!

Wealth-Lab 6 customers and IQFeed subscribers, feel free to install it from the Extensions section.
profile picture

TCust

#2
Eugene Hello

Please add in IQFeed provider 3 minutes.

This good nonstandart time frame and faster's download and work then 1 minutes.

3M -> this 3,6,9,12,15 ... and better then 5M and 15M

And good create x64 IQFeed provider for big stock's
profile picture

Eugene

#3
Hi,
QUOTE:
Please add in IQFeed provider 3 minutes.

I'll pass this on to the developer and let you know the verdict.
QUOTE:
And good create x64 IQFeed provider for big stock's

Unfortunately, 64-bit is not possible as the IQFeed client is COM-based.
profile picture

Eugene

#4
QUOTE:
[QUOTE]Please add in IQFeed provider 3 minutes.

I'll pass this on to the developer and let you know the verdict.[/QUOTE]
Good news: the feature will be added. Check out for updates in your Extension Manager.
profile picture

TCust

#5
Thanks you :)
profile picture

Eugene

#6
Good news.

We're testing a new IQFeed provider build to work in native WL6 64-bit.
profile picture

TCust

#7
Eugene Thanks.

I work with big data sets 6700 stock's, very need IQFeed for WL6 x64
profile picture

TCust

#8
Eugene Hello

Worn ( suffering ) out to switch between WLDx32 and WLDx64 :)
profile picture

Eugene

#9
It's still being tested/bugfixed.
profile picture

Eugene

#10
Important

The 64-bit IQFeed provider will be out after IQFeed releases IQFeed client version 4.8.
profile picture

TCust

#11
Eugene Hello

What about IQFeed for WLD x64 ?

IQFeed have 4.8.1.7 RC
profile picture

Eugene

#12
Thanks I see but we're aiming at Release, not a Release Candidate. Despite it's marked as stable, API changes and stability fixes might happen.

When in doubt, please visit IQFeed's download section and check if the required release client version has been out or not yet.
profile picture

Eugene

#13
fyi: I'm monitoring the IQFeed page for release notes, and we're subscribed to their mailing list as well.
profile picture

Eugene

#14
IQFeed officially releases their client app version 4.8. This means that the wait for IQFeed x64 provider is almost over.
profile picture

TCust

#15
I wait :)

Use only WLD x64
profile picture

TCust

#16
Eugene if it possible, create Option, use Split data for IQFeed for Stock's

IQFeed datafeed have Split's, this good for intraday data and System test.
profile picture

Eugene

#17
Anatoly,
Do you know that you can manually split a stock by right-clicking on its chart and selecting the appropriate option?
profile picture

TCust

#18
Use Split's in Adapter Setting ( Use IQFeed internal Split data ) ?

This Option have Yahoo provider, and this Option need for IQFeed provider.
profile picture

Eugene

#19
Please enter a new support ticket for this IQFeed split handling feature.
profile picture

TCust

#20
Ok, I Create, Thanks :)
profile picture

Eugene

#21
The IQFeed provider developer has been engaged in a large scale, high priority project for quite a while. Please bear with a little more delay; as I said, the delay is almost over.
profile picture

Eugene

#22
IQFeed provider 1.3.1 has been released.

Highlights:

* Wealth-Lab 64-bit edition is now supported (IQFeed client 4.8 required)
* Compatible with IQFeed client v4.8

Please update using the Extension Manager.
profile picture

TCust

#23
Big Thank's !!! :)
profile picture

TCust

#24
Eugene Hello

Please add option use Splits ( on/off ) in WLD 6.4 for IQFeed

This critical for back test intraday stock system, IQFeed have stock Splits history



Ps. Daily data history Splited in IQFeed
profile picture

Eugene

#25
Currently, there are no plans for this feature. Please create a support ticket so that your idea won't get lost in time.
profile picture

TCust

#26
I create ticket 21750 from 1/14/2012 - Split's for IQFeed, this ticket have grey color
profile picture

Eugene

#27
Thanks. This year we'll be launching a new project, so the respective developer is unavailable. Next year there may be a window of time.
profile picture

Eugene

#28
IQFeed provider has been updated to version 1.3.2.1:

* New: re-request symbols which failed during data update
* Fix: prevent hangups during data updates or in Strategy Monitor when the IQFeed server doesn't respond in a reasonable amount of time
* Fix: uninstalling the provider will not remove the shared Market Manager component

This is an important stability fix so please make sure to update if using the data vendor.
profile picture

Eugene

#29
IQFeed provider has been updated to version 1.3.2.2:

* Fix: better fix for timeout issue for re-requested symbols that failed to update

This is an important stability fix so please make sure to update if using the data vendor.
profile picture

Eugene

#30
IQFeed provider has been updated to version 1.4.0:

- New: Increased depth of historical data
- New bar scale: Second
- New: Static data API upgrade
- Change: switched to new server for time sync
profile picture

Eugene

#31
IQFeed provider has been updated to version 2016.06:

- New: added support for Tick data
- Fixed: increased stability (provider crashed WL when IQFeed client was stopped from system tray)
- Fixed: Memory leak that occurred with IQFeed 5.2.1.0 client under some conditions (in provider version 1.4.1)
profile picture

Pablo4646

#32
Hi!
WLD with IQFeed build 60 minutes first bar in US stocks session from 9-30 till 10-30 am in streaming mode. But on history first hour bar is from 9-30 till 10-00.
profile picture

Eugene

#33
Hi,

As a workaround you might try to use the Market Manager to configure the open/close time.
profile picture

Pablo4646

#34
Market Manager has standard configuration for US Stock Market 9-30 till 16-00
profile picture

Eugene

#35
Note that this (first hour ends on 10am) is the way how IQFeed timestamps its data, it does not have to do with Wealth-Lab. That's why I suggested to experiment with reconfiguring the default market hours until you find satisfactory result e.g. 9:29:59...

But the simplest solution is to take 30-minute bars instead of 60-minute. They're compressed as you like. Voila.

profile picture

Cone

#36
60-minute bars have always been a point of contention.

Most providers use the "on the hour" convention for 60-minute bars, disregarding the market's opening time. Wealth-Lab takes into account the market's opening time and actually uses the first full hour of trading from the market's opening time. So, even with 30-minute bars, if you compress them to hourly bars, you'll still get 1030, 1130, 1230, etc. ending times.

The point is that Wealth-Lab's intraday bar compression is anchored to the market's opening time. Presumably, if you changed the market's opening time in the Market Manager to 0900, and compressed 30 min bars to hourly, you'd get compressed bars ending at 1000, 1100, etc., but of course, this could include the premarket data.

Long story short, it will be difficult to use WL and fight against WL's hourly bar convention. Consider using 30 minute bars and condition the strategy code to trade on the hour.