AmiBroker IQFeed historical tick data - AmiBroker | futures io social day trading
futures io futures trading


AmiBroker IQFeed historical tick data
Updated: Views / Replies:7,194 / 29
Created: by Big Mike Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

AmiBroker IQFeed historical tick data

  #1 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,356 given, 83,237 received

AmiBroker IQFeed historical tick data

I've gone back and forth multiple times with AmiBroker support but not getting anywhere.

Has anyone successfully hooked up IQFeed with AmiBroker and downloaded 120 days of historical tick data?

Here is my original email to them:


Quoting 
Hi,

I am new to AmiBroker and am just spending a few hours trying to set it up.
The first step seems to be the database and data.

I use IQFeed for historical data.

So far, it seems to me that I must have separate databases in AmiBroker in
order to have tick, minute, and daily bars from IQFeed. Is this accurate?
If I create only a tick database, then it seems it requests only tick data
and not minute or daily data.

So Iíve created a separate daily, minute, and tick database. Then the next
step was I increased HKCU/Software/TJP/Broker/Settings/MaximumNumberOfBars
to 10000000 and restarted AmiBroker.

I think requested a new symbol and viewed the backfilling window and the
chart. The result seems to be somewhat random cut offs of data. IQFeed
provides 120 days of historical tick data, but AmiBroker is stopping around
2,500,000 bars or so which varys from symbol to symbol. This is after hours
so there is no limitation on IQFeedís side. For example, the earliest date
I can view in AAPL is 5/7/13 and in C is 6/3/13. The number of bars are
similar, but dates vary. Is there some sort of maximum number? I want to
be able to backfill the full 120 days from IQFeed, which will be increased
to a bigger number soonÖ

Please let me know what I am missing. BTW I am not worried about local
resources. i7 2600k overclocked to 5ghz on water, 2x256GB SSD RAID 0, 32GB
ram for this workstation, and I am using AmiBroker 5.66.0 x64 on Win7 x64.

Thanks.

So far their replies have been unhelpful, they haven't even read my message because they say to modify registery (in my original email), they say to use tick database (in my original email), and they say it was because during market hours and IQFeed policy (not the case, again in my original email).

Am hoping someone here who has done this before can assist me.

Thanks.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following 2 users say Thank You to Big Mike for this post:
 
  #2 (permalink)
Banned: Previously banned user, now re-banned
London/UK
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: Any
 
Posts: 56 since Apr 2013
Thanks: 0 given, 12 received

Don't use IQfeed but what is your setting in File>Database settings>Number of bars?

Reply With Quote
 
  #3 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,356 given, 83,237 received



badabingbadaboom View Post
Don't use IQfeed but what is your setting in File>Database settings>Number of bars?

Why would I not use IQFeed?

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #4 (permalink)
Banned: Previously banned user, now re-banned
London/UK
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: Any
 
Posts: 56 since Apr 2013
Thanks: 0 given, 12 received


Big Mike View Post
Why would I not use IQFeed?

Mike

I meant "I don't use IQFeed".

Reply With Quote
 
  #5 (permalink)
Banned: Previously banned user, now re-banned
London/UK
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: Any
 
Posts: 56 since Apr 2013
Thanks: 0 given, 12 received

After making the registry key setting have you re-started AB (or restarted your OS to be sure)?

EDIT: Well, forget about my last comment .... since it was possible to change the number of bars you probably have already done that or it is not needed at all.

Reply With Quote
 
  #6 (permalink)
Banned: Previously banned user, now re-banned
London/UK
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: Any
 
Posts: 56 since Apr 2013
Thanks: 0 given, 12 received

Some own research

@Big Mike, since I don't use IQFeed I have tested with a fellow user of AB who is using IQFeed regularly and we have found out that the problem seems to be IQFeed themselves. Some symbols get downloaded with full 10 million tick bars if 10 million is set as max. value. Some symbols stop after 2.5 million some stop after around 3.5 million.

In addition I have asked AB support myself and they have also tested with IQFeed's own application and even their own application stopped downloading after 700k ticks bars for a tested smbol.

Here is what Technical Support replied to me:


Quoting 
Hello,

By the way I checked IQFeed's own history app and on attempt to download 10 million bars
it downloads only 700K and stops, so the source of problem is IQFeed and I am checking that with them.

Best regards,
Tomasz Janeczko
amibroker.com

And FYI, if you set to currently maximum bars of 10 million ticks to get downloaded then it doesn't mean that you would get 120 days of history as there could be a case where one symbol has millions of ticks per day on average and so you would get just a few days downloaded since the number of bars settings refers to ... well, bars but not days.

So you would have to set average number of bars per day * 120 days = ....
It would mean that if a symbol has an average of 2 million tick bars per day then you would need a max. value of 2 million * 120 days = 240 million bars but not 10 million.

But such number is equal to 40 bytes * 240 million = 9.6 GB of data per symbol
Downloading such data would take 3 hours with 10Mbps DSL. It would take 48 seconds to read such file from SSD drive @200MB/second. And executing just a single AFL function such as Highest() would take 1 second (provided that you would have a i7 processor with triple channel memory that has 10GB/s bandwidth).

That info was also sent by AB support about the simple Maths.

Another info by SierraChart

Quoting 
Tick Data Limitation during Primary Session Hours

As of this writing, 120 days of Tick data is available from DTN IQ Feed. However, due to the bandwidth requirements for Tick data, during primary trading session for markets, IQ Feed, limits the data to only about 8 days. This limitation is imposed by IQ Feed, not Sierra Chart.

DTN iQFeed Data Service - Sierra Chart

So also that software vendor report about IQfeed limits.

Reply With Quote
The following 3 users say Thank You to badabingbadaboom for this post:
 
  #7 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,356 given, 83,237 received


badabingbadaboom View Post
@Big Mike, since I don't use IQFeed I have tested with a fellow user of AB who is using IQFeed regularly and we have found out that the problem seems to be IQFeed themselves. Some symbols get downloaded with full 10 million tick bars if 10 million is set as max. value. Some symbols stop after 2.5 million some stop after around 3.5 million.

In addition I have asked AB support myself and they have also tested with IQFeed's own application and even their own application stopped downloading after 700k ticks bars for a tested smbol.

Here is what Technical Support replied to me:



And FYI, if you set to currently maximum bars of 10 million ticks to get downloaded then it doesn't mean that you would get 120 days of history as there could be a case where one symbol has millions of ticks per day on average and so you would get just a few days downloaded since the number of bars settings refers to ... well, bars but not days.

So you would have to set average number of bars per day * 120 days = ....
It would mean that if a symbol has an average of 2 million tick bars per day then you would need a max. value of 2 million * 120 days = 240 million bars but not 10 million.

But such number is equal to 40 bytes * 240 million = 9.6 GB of data per symbol
Downloading such data would take 3 hours with 10Mbps DSL. It would take 48 seconds to read such file from SSD drive @200MB/second. And executing just a single AFL function such as Highest() would take 1 second (provided that you would have a i7 processor with triple channel memory that has 10GB/s bandwidth).

That info was also sent by AB support about the simple Maths.

Another info by SierraChart

DTN iQFeed Data Service - Sierra Chart

So also that software vendor report about IQfeed limits.

I have already exchanged this info in an email yesterday with Tomasz. He originally told me IQFeed didn't support 120 days of tick data and that I was dreaming in fantasy land. I then educated him that they do and provided him proof. Then he told me it would take 256 GB of RAM to display the data, and it would take 10 hours to download it. I educated him that the data is compressed and only takes a few minutes to download on a moderate internet connection such as 50Mbps, and that NinjaTrader, Sierra Chart, and other platforms can all display YEARS of tick data (much less "only" 120 days) and work with only a few GB of memory consumption, not anything near 256 GB.

Since all other platforms I've ever used have properly backfilled 120 days of tick data from IQFeed, the issue is NOT IQFeed but rather AmiBroker's implementation.

I am a bit concerned. I purchased AmiBroker because I thought it was a highly optimized platform that could handle portfolio management of hundreds of symbols. Now I am being told just to display 120 days of tick data for a SINGLE CHART, I would need 256 GB of RAM. Obviously there is a huge disconnect here in the way AmiBroker is "optimized" vs all other platforms I have used.

I am still hopeful that Tomasz will fix the issue although he hasn't yet admitted there is a problem with his implementation.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #8 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,356 given, 83,237 received


badabingbadaboom View Post
But such number is equal to 40 bytes * 240 million = 9.6 GB of data per symbol
Downloading such data would take 3 hours with 10Mbps DSL. It would take 48 seconds to read such file from SSD drive @200MB/second. And executing just a single AFL function such as Highest() would take 1 second (provided that you would have a i7 processor with triple channel memory that has 10GB/s bandwidth).

Are you Tomasz? He has already tried the same argument with me. He doesn't know what he is talking about. IQFeed's data stream is compressed. He should know that.

I already explained I had a "power" system in my original email to him. 200MB/sec is incredibly slow.

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


This was performed just now, with 40 charts open, email, music, in the middle of a session.

So far Tomasz has spent a lot of time trying to prove to me why it doesn't work. What he should be doing is asking why AmiBroker doesn't, and NinjaTrader, Sierra Chart, MultiCharts, Investor/RT, MarketDelta, and IQBroker all do.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #9 (permalink)
Banned: Previously banned user, now re-banned
London/UK
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: Any
 
Posts: 56 since Apr 2013
Thanks: 0 given, 12 received


Big Mike View Post
Are you Tomasz?

No, I'm not and I'm not employed there at all. I wrote in my post "That info was also sent by AB support about the simple Maths." I don't know what you have emailed with him and what has been understood or misunderstood.

Reply With Quote
 
  #10 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,356 given, 83,237 received



badabingbadaboom View Post
No, I'm not. I wrote in my post "That info was also sent by AB support about the simple Maths."

I have refrained from posting the emails from AmiBroker support and from Tomasz, because I wanted to try and salvage this relationship first.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote

Reply



futures io > > > > AmiBroker IQFeed historical tick data

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Historical CL Tick Data and Minute Data Big Mike The Elite Circle 112 July 26th, 2014 07:07 PM
Data Feed: How do you confirm Accuracy vs Historical tick data provided. FAUGH45568 Reviews of Brokers and Data Feeds 2 February 14th, 2013 07:04 PM
Historical YM Tick Data and Minute Data?? Hermo The Elite Circle 3 December 1st, 2012 02:56 PM
MultiCharts and IQfeed alignment with 120 days of Tick Data??? benharrell Reviews of Brokers and Data Feeds 36 June 11th, 2011 04:06 PM
Platform that can go tick by tick through historical data acdrew0 Platforms and Indicators 1 October 21st, 2010 01:10 PM


All times are GMT -4. The time now is 07:19 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-18 in 0.16 seconds with 19 queries on phoenix via your IP 54.163.209.109