New IQFeed Matches E-Signal |
16:11 Ensign Howard: If you want to discuss improvements to IQFeed data feed
come to chat room #1
16:12 Ensign Howard: hi.... were you aware of an upgrade at the IQFeed server
farm to have a better feed for futures from Fast/Fix protocol?
16:12 Kongfuzi: no, not aware
16:13 Ensign Howard: did you get an e-mail to that effect that the change would
be implemented is past weekend?
16:13 Kongfuzi: from DTN?
16:13 Ensign Howard: the e-mail would be from IQFeed, not from Ensign.
16:13 Ensign Howard: did you get that e-mail?
16:13 Ensign Howard: ok, here is what I think it means to you, and I hope my
facts are correct
16:14 Kongfuzi: I dont see it Howard
16:14 comms: Hi Howard .. I have tried 4.5 and it kept freezing I have dropped
back to 4.4 and it ran well for a while and now it is freezing...what is the
problem please
16:14 Ensign Howard: the folks at IQFeed have changed out their source for
the live tick feed to a better one
16:14 Ensign Howard: in the past ticks at equal price could/would get bundled
into a single tick with a cumulative tick volume.
16:15 comms: where does that leave us
16:15 Ensign Howard: thus the IQFeed might have 3 ticks with tick volumes of
say 10, 3, 5 and by comparison to the eSignal feed the ticks might have been
7,2,1,3,2,3
16:16 Kongfuzi: ok
16:16 Kongfuzi: the totals were correct
16:16 Ensign Howard: you would get the same charts for range, and for volume,
but the constant tick charts would never be identical
16:16 Ensign Howard: and that is when comparing IQFeed built tick charts to
eSignal tick charts
16:17 Kongfuzi: ok
16:17 Ensign Howard: as of this weekend, IQFeed's new tick source does not
to the bundling, and thus there are more ticks on the feed
16:17 Kongfuzi: great
16:17 Jim: so we do not have to do anything?
16:18 Ensign Howard: now in my testing using Time and Sales for a symbol like
@ESM9 is see that the IQFeed is now identical to the feeds from eSignal and
from Transact Futures
16:18 Kongfuzi: great
16:18 Ensign Howard: so this difference is a thing of the past, which I consider
a good step for IQFeed
16:18 Ensign Howard: now,there can be an impact from the higher traffic
16:18 CHRIS: what is lenght of history for these iq data feed
16:19 Ensign Howard: for example if a symbol had 100,000 ticks for a day on
eSignal it might have had 80,0000 ticks on IQFeed from the bundling
16:19 Ensign Howard: now you will get 100,000 ticks from IQFeed, which is a
traffic increase
16:19 CHRIS: how many weeks tick data feed
16:20 Ensign Howard: Ensign has handled well the tick feeds and their volumes
from eSignal and Transact Futures without problem, and doubt there will be
any reason to not also handle equally well the increased traffic from IQFeed.
16:20 comms: all I want is a feed that can keep pace with my T4 front end ...
this is not happening
16:20 Ensign Howard: IQFeed intra-day refresh can be up to a year back on some
symbols and up to 4 months back on the tick refresh
16:21 Ensign Howard: you do not need to do anything, Jim.... the change was
at the server for IQFeed, and the interface with the IQConnect and Ensign remain
the same.
16:21 Jim: thanks,
16:22 Ensign Howard: if you were aware of a difference when compared to eSignal
in the past, I think there is no difference now
16:22 Ensign Howard: some would adjust their tick chart count to be similar
to esignal tick chart counts
16:22 Ensign Howard: now you and esignal friends can use the same tick chart
count for the tick charts
16:22 Ensign Howard: that is all
16:23 Jim: I seem to always have a lag with I Q feed'
16:24 Ensign Howard: jim, how many symbols on the Setup | Manager list? and
could you do with less? The smaller symbol count would lighten the traffic
bandwidth required.
16:25 Jim: I did that and you looked at my set up before and could not see
anything wrong so we guessed it was I Q feed
16:25 Ensign Howard: I am finished with the discussion unless you have question
Last updated 03/16/2009