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


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

  #41 (permalink)
TheDude
london
 
Posts: 165 since Jan 2012
Thanks Given: 43
Thanks Received: 162

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.

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  #42 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
Posts: 271 since Jun 2012
Thanks Given: 234
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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

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  #43 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
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Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,322 since Jun 2009
Thanks Given: 33,143
Thanks Received: 101,476



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

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  #44 (permalink)
TheDude
london
 
Posts: 165 since Jan 2012
Thanks Given: 43
Thanks Received: 162


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

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  #45 (permalink)
TheDude
london
 
Posts: 165 since Jan 2012
Thanks Given: 43
Thanks Received: 162


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!

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  #46 (permalink)
 
Robert Carrillo's Avatar
 Robert Carrillo 
Omaha NE
 
Experience: Intermediate
Platform: IQFeed compatible
Trading: ES
Posts: 271 since Jun 2012
Thanks Given: 234
Thanks Received: 376


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

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  #47 (permalink)
TheDude
london
 
Posts: 165 since Jan 2012
Thanks Given: 43
Thanks Received: 162

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!

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  #48 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
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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

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  #49 (permalink)
 
AttitudeTrader's Avatar
 AttitudeTrader 
Dallas, TX, USA
 
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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
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  #50 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,322 since Jun 2009
Thanks Given: 33,143
Thanks Received: 101,476


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

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