DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA) - futures io
futures io futures trading



DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)


Discussion in Brokers

Updated by Big Mike
      Top Posters
    1. looks_one Robert Carrillo with 84 posts (167 thanks)
    2. looks_two Big Mike with 52 posts (114 thanks)
    3. looks_3 IQFeed James with 31 posts (49 thanks)
    4. looks_4 josh with 19 posts (37 thanks)
      Best Posters
    1. looks_one Big Mike with 2.2 thanks per post
    2. looks_two Robert Carrillo with 2.0 thanks per post
    3. looks_3 josh with 1.9 thanks per post
    4. looks_4 IQFeed James with 1.6 thanks per post
    1. trending_up 84,049 views
    2. thumb_up 528 thanks given
    3. group 51 followers
    1. forum 313 replies
    2. attach_file 20 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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

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

 
Search this Thread
 

DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)

(login for full post details)
  #41 (permalink)
london
 
 
Posts: 166 since Jan 2012
Thanks: 43 given, 162 received

Id like to see the ability to look at back months of futures contracts in weekly, monthly etc time frames.

eg, if I wanf to look at a weekly @edU16 (Eurodollar Sep 2016) chart, I just get the front month weekly chart. This is the same for all futures contracts with a decent curve - crude, nat gas etc.

Why is this? It is a bug? At first I thought it was an issue with my charting package, but it turns out it's an IQ Feed issue.

Please resolve.

Thanks.

Reply With Quote

Can you help answer these questions
from other members on futures io?
Macros for flatten and reverse
TradeStation
Show bar number above each tick bar
EasyLanguage Programming
QDEL
Stocks and ETFs
3x Fangdango
Traders Hideout
Dollar crash in 2021
Currencies
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Lost & losing hope
25 thanks
VWAP for stock index futures trading?
25 thanks
Coronavirus COVID-19
24 thanks
Emini 4 Tick Scalp still valid?
17 thanks
Price Action Kewltech Style
15 thanks
 
(login for full post details)
  #42 (permalink)
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
Thanks: 234 given, 376 received


TheDude View Post
Id like to see the ability to look at back months of futures contracts in weekly, monthly etc time frames.

eg, if I wanf to look at a weekly @edU16 (Eurodollar Sep 2016) chart, I just get the front month weekly chart. This is the same for all futures contracts with a decent curve - crude, nat gas etc.

Why is this? It is a bug? At first I thought it was an issue with my charting package, but it turns out it's an IQ Feed issue.

Please resolve.

Thanks.

Hi TheDude,

I checked with Support as well as the Market Data Integrity department to be sure, but weekly and monthly time frames are set up for continuation contracts. The continuation contracts look at the current front month that is trading. So, it won’t show up for an individual contract that is not the front month.

You can however look at daily, and intraday time frames to see the charting for @EDU16 (Eurodollar Sept. 2016).

Thanks.

Robert

Reply With Quote
The following user says Thank You to Robert Carrillo for this post:
 
(login for full post details)
  #43 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,059 since Jun 2009
Thanks: 31,663 given, 95,082 received



Robert Carrillo View Post
Hi TheDude,

I checked with Support as well as the Market Data Integrity department to be sure, but weekly and monthly time frames are set up for continuation contracts. The continuation contracts look at the current front month that is trading. So, it won’t show up for an individual contract that is not the front month.

You can however look at daily, and intraday time frames to see the charting for @EDU16 (Eurodollar Sept. 2016).

Thanks.

Robert

Sounds like a platform problem. @TheDude needs to give more information on the actual problem, including how he confirmed it was an IQFeed issue...

On a side note, charting Eurodollar 3 years out, how thin is it?

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Big Mike for this post:
 
(login for full post details)
  #44 (permalink)
london
 
 
Posts: 166 since Jan 2012
Thanks: 43 given, 162 received


Robert Carrillo View Post
Hi TheDude,

I checked with Support as well as the Market Data Integrity department to be sure, but weekly and monthly time frames are set up for continuation contracts. The continuation contracts look at the current front month that is trading. So, it won’t show up for an individual contract that is not the front month.

You can however look at daily, and intraday time frames to see the charting for @EDU16 (Eurodollar Sept. 2016).

Thanks.

Robert

I know Robert, thats why I asked, and the problem - it only shows the front month. I want to trade the back months, not the front months.

Please can you provide an estimated fix date?

Thanks

Reply With Quote
 
(login for full post details)
  #45 (permalink)
london
 
 
Posts: 166 since Jan 2012
Thanks: 43 given, 162 received


Big Mike View Post
Sounds like a platform problem. @TheDude needs to give more information on the actual problem, including how he confirmed it was an IQFeed issue...

On a side note, charting Eurodollar 3 years out, how thin is it?

Mike

Thats what I thought when I first encountered the problem. Alas no, it's an IQ Feed issue - as Robert agrees.

As for Eurodollars, U16 does around 50-60k a day.

In our current rate environment, the front months are dead. Also, there are too many HFT's trying to be market maker and gaming the pro-rata matching algorithm. You have to go further out to get a position on IMO. The upside is that there is always ample liquidity to put what ever size you want on. More than enough for me and anyone else here I assure you!

Reply With Quote
 
(login for full post details)
  #46 (permalink)
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
 
Robert Carrillo's Avatar
 
Posts: 271 since Jun 2012
Thanks: 234 given, 376 received


TheDude View Post
I know Robert, thats why I asked, and the problem - it only shows the front month. I want to trade the back months, not the front months.

Please can you provide an estimated fix date?

Thanks

TheDude,

Well after eleven years I continue to learn something new. The fact is the weekly and monthly charts are driven by a legacy process and are automatically “continuation charts” for that contract. It has been this way since inception, and because most software in the market only requests daily bars then builds any other time frames off of that, we have never put the development resources into changing it, and likely won't.

With daily bars, you can request (n)days. Thus, you could effectively request 7 day bars and get a “weekly” or 30/31 day bars and get a “monthly”.

Perhaps not the answer you were hoping for, but I hope not too cumbersome a work-around.

Robert

Reply With Quote
The following 2 users say Thank You to Robert Carrillo for this post:
 
(login for full post details)
  #47 (permalink)
london
 
 
Posts: 166 since Jan 2012
Thanks: 43 given, 162 received

OK Thanks Robert - kinda makes sense. So we're back to the charting software - they should be able to make a weekly bar from daily data. Their response was 'we just chart what were given'.

Thanks for looking into this anyway.


Ive been using IQ feed for years and years. I've never had an issue with the feed being down or any other issue (apart from the bug bear above ). I used to use e-signal, and never looked back. You guys blow them out the water!

Reply With Quote
 
(login for full post details)
  #48 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,059 since Jun 2009
Thanks: 31,663 given, 95,082 received

FYI for all, there is a webinar on Wednesday, April 10th @ 4:30 PM ET to introduce IQFeed 5.0 and all the new cool features.

More info:


Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal Reply With Quote
The following 4 users say Thank You to Big Mike for this post:
 
(login for full post details)
  #49 (permalink)
Dallas, TX, USA
 
Experience: Intermediate
Platform: NinjaTrader, T4
Broker: IQFeed
Trading: 6E
 
AttitudeTrader's Avatar
 
Posts: 358 since Oct 2009
Thanks: 6,868 given, 867 received

Happy birthday @Robert Carrillo !!

Good webinar today too. Learned things about IQFeed Connection Manager that I didn't know (like the news feed)!

Thanks and have a good one!

-AT

"Is it hard? Not if you have the right attitude. It's having the right attitude that's hard." - Robert Pirsig
--------------------------------------------------------------------------------------------------------------------------------------
Follow me on Twitter Reply With Quote
The following user says Thank You to AttitudeTrader for this post:
 
(login for full post details)
  #50 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
Platform: My own custom solution
Trading: Emini Futures
 
Big Mike's Avatar
 
Posts: 49,059 since Jun 2009
Thanks: 31,663 given, 95,082 received


In the webinar today it was mentioned IQFeed has COT elements data available for charting etc. Can you remind me the symbols? Does IQFeed have a sample Excel spreadsheet that would re-create something like this:



I would like to have more historical data on screen and a more clear overlay (this one is somewhat hard to read). It seems like all of this data is available with IQFeed, I just need to use Excel to get at it.

Also, I am a bit unclear (should have asked in the webinar). Is the Excel DDE functionality available to all IQFeed clients, or only if you subscribe to the API?

Mike

We're here to help -- just ask

For the best trading education, watch our webinars
Searching for trading reviews? Review this list

Follow us on Twitter, YouTube, and Facebook

Support our community as an Elite Member:
https://futures.io/elite/
Follow me on Twitter Visit my Facebook Visit my futures io Trade Journal Reply With Quote
The following user says Thank You to Big Mike for this post:


futures io Trading Community Trading Reviews and Vendors Brokers > DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)


September 27, 2018


Upcoming Webinars and Events
     



Copyright © 2020 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