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IQFeed backfill

  #1 (permalink)
 
Big Mike's Avatar
 Big Mike 
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Just a note, I've noticed IQFeed's tick backfill is about 6 months right now on just about any symbol I've touched.

I believe they still only advertise it as 120 calendar days, but good to see this increased even if it's unofficially.

Mike

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  #3 (permalink)
TheDude
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Big Mike View Post
Just a note, I've noticed IQFeed's tick backfill is about 6 months right now on just about any symbol I've touched.

I believe they still only advertise it as 120 calendar days, but good to see this increased even if it's unofficially.

Mike

Lol.

Are you sure you/they dont mean 120 'working' (trading) days, as that would be 6 months



You still long bitcoin?

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  #4 (permalink)
 
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 Big Mike 
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TheDude View Post
Lol.

Are you sure you/they dont mean 120 'working' (trading) days, as that would be 6 months



You still long bitcoin?

I meant what I said, which is "120 calendar days", which is what they report.



To me it is quite clear that this means calendar days and not trading days. So therefore they seem to be working to increase this figure unofficially, in my opinion.

Perhaps @Robert Carrillo can comment one way or the other.

Mike

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  #5 (permalink)
 
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 Robert Carrillo 
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Big Mike View Post
To me it is quite clear that this means calendar days and not trading days. So therefore they seem to be working to increase this figure unofficially, in my opinion.

Perhaps @Robert Carrillo can comment one way or the other.

Mike

Dang, no sneaking anything past you man. Tick now goes back 180 calendar days for anybody who tries but we haven't announced it yet. Thanks a lot for ruining the surprise...

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Big Mike's Avatar
 Big Mike 
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Robert Carrillo View Post
Dang, no sneaking anything past you man. Tick now goes back 180 calendar days for anybody who tries but we haven't announced it yet. Thanks a lot for ruining the surprise...

That's awesome, thx Robert.

Mike

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  #7 (permalink)
TheDude
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Thats all good, but what good are calendar days when markets are shut weekends? OK FX may be 'open' but given your trading against a broker, the point is moot.


On a personal note, and an IQ customer, I would rather DTN focus on supplying FULL exchange disseminated data for back months and all exchange traded products, rather than focus just on outright contracts. That is what we pay for after all - not a limited subset.

e.g. I cant get data for a weekly back month CL, NG or any other product that has a curve. WHY? The exchange publish the data, DTN have the data, but you chose not to publish the data in that format or make it possible to interrogate your data base to get that data. You default to the front month. WHY? FFS.

Ive been asking for this for FIVE YEARS. I'm always told 'its in the pipeline.'

This will benefit DTN's business as it will attract the more successful traders - those with longevity who trade structure, not momentum. The out-right day traders who generally have a very limited shelf life as customers may like front month only data - like intraday ticks etc, but not everyone fits that mould.

Currently CQG are the only people who offer such data, but in fairness, the quality of their data is no better than IQ.

I have CQG and IQ subscriptions, but most of my IQ data is only delayed because of this reason. If you were to supply a proper feed, I'd drop CQG in a heart beat. I'm sure others would too.

Now I think about it, why do I bother with IQ? Ive used it for 12+ years, but starting to see I dont need it now. I may as well just keep CQG and save myself $120 a month - hell, that's a free lunch once a month. CQG give me my long term stuff and my platform gives me intraday charts on the rare occasion I use them (what I mostly use IQ for oddly enough)

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 Robert Carrillo 
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Thanks for the helpful comments, @TheDude.


TheDude View Post
Thats all good, but what good are calendar days when markets are shut weekends? OK FX may be 'open' but given your trading against a broker, the point is moot.

We supply 6 months of tick history. If you would rather call it 120 trading days than 180 calendar days, no problem.


Quoting 
On a personal note, and an IQ customer, I would rather DTN focus on supplying FULL exchange disseminated data for back months and all exchange traded products, rather than focus just on outright contracts. That is what we pay for after all - not a limited subset.

e.g. I cant get data for a weekly back month CL, NG or any other product that has a curve. WHY? The exchange publish the data, DTN have the data, but you chose not to publish the data in that format or make it possible to interrogate your data base to get that data. You default to the front month. WHY? FFS.

Ive been asking for this for FIVE YEARS. I'm always told 'its in the pipeline.'

This will benefit DTN's business as it will attract the more successful traders - those with longevity who trade structure, not momentum. The out-right day traders who generally have a very limited shelf life as customers may like front month only data - like intraday ticks etc, but not everyone fits that mould.

Currently CQG are the only people who offer such data, but in fairness, the quality of their data is no better than IQ.

I have CQG and IQ subscriptions, but most of my IQ data is only delayed because of this reason. If you were to supply a proper feed, I'd drop CQG in a heart beat. I'm sure others would too.

It sounds like you want a $68/mo product to provide everything you get in a $400-$500/mo product. In order to keep costs low we provide what the majority of our 80,000 customers want for historical data, price our service accordingly, and put the revenues back into infrastructure and support. I appreciate that you find the quality of CQG to be no better than IQFeed, but I take issue with the "proper" feed comment. IQFeed is perfectly proper for what it was designed to be.


Quoting 
Now I think about it, why do I bother with IQ? Ive used it for 12+ years, but starting to see I dont need it now. I may as well just keep CQG and save myself $120 a month - hell, that's a free lunch once a month. CQG give me my long term stuff and my platform gives me intraday charts on the rare occasion I use them (what I mostly use IQ for oddly enough)

Your business is appreciated, but if you no longer find value in IQFeed, I understand and wish you the best.

Robert

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  #9 (permalink)
TheDude
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Robert Carrillo View Post
Thanks for the helpful comments, @TheDude.

We supply 6 months of tick history. If you would rather call it 120 trading days than 180 calendar days, no problem.

It sounds like you want a $68/mo product to provide everything you get in a $400-$500/mo product. In order to keep costs low we provide what the majority of our 80,000 customers want for historical data, price our service accordingly, and put the revenues back into infrastructure and support. I appreciate that you find the quality of CQG to be no better than IQFeed, but I take issue with the "proper" feed comment. IQFeed is perfectly proper for what it was designed to be.

Your business is appreciated, but if you no longer find value in IQFeed, I understand and wish you the best.

Robert


I can't agree.

CQG may be a lot more money, but they also provide a very complex front end to view the data. DTN/IQ do not.

I don't need the complicated front end. I trade a lot of different structures, curves etc. But I really only need OHLC data and volume. I pay EXACTLY the same exchange fees set by the exchange as I do to CQG, or would do if I used Bloomberg or any other quote vendor.

All I'm asking for is to look at the data in different ways. Why cant I look at weekly @EDH16 (weekly chart of March 16 Eurodollars)? I can see daily data of @EDH16, so you DO have the data, so why cant you disseminate it in weekly or monthly formats?

Why do some of your exchange traded spreads always publish a close of 0, when 0 is not the correct close? In other words, I'm paying you the same exchange fees as other vendors, but you are not in fact providing me with what I pay you for - i.e. correct data!

The fee is irrelevant. I'd be happy to pay $200 to IQ for the data if it was more flexible in the ways I've described. I dont need the front end of CQG, and Bloomberg is totally useless/overkill for my needs. As it stands, I have to pay over the odds for a load of functionality I dont need to look at something that should be simple with IQ feed. I'd rather just use IQ feed - but IQ feed dont seem to want to cater to the needs of long term customers. Thats never a good strategy is it?

BTW, if you have 80,000 customers, I can be pretty confident that CQG will have 200k plus customers (based on TT have 0.5 million world wide apparently - and CQG is aimed at a similar professional user base). Surely that should tell you there is a demand for more flexible ways to interrogate data - perhaps with out the need for all the indicators and other stuff CQG terminals provide??? If you have to put your price up by another $69, so what! I understand if you make your product better, there needs more development - and that isn't free. I do think there will be a market for it.

Maybe your customers will be drawn to trading more profitable strategies if they have the right data - and wont rely on momentum based day-trading, which typically has a high churn rate meaning you have to replace 50,000 of your clients every 6-12 months!

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  #10 (permalink)
 
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 Robert Carrillo 
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TheDude View Post
I can't agree.

CQG may be a lot more money, but they also provide a very complex front end to view the data. DTN/IQ do not.

I don't need the complicated front end. I trade a lot of different structures, curves etc. But I really only need OHLC data and volume. I pay EXACTLY the same exchange fees set by the exchange as I do to CQG, or would do if I used Bloomberg or any other quote vendor.

All I'm asking for is to look at the data in different ways. Why cant I look at weekly @EDH16 (weekly chart of March 16 Eurodollars)? I can see daily data of @EDH16, so you DO have the data, so why cant you disseminate it in weekly or monthly formats?

Why do some of your exchange traded spreads always publish a close of 0, when 0 is not the correct close? In other words, I'm paying you the same exchange fees as other vendors, but you are not in fact providing me with what I pay you for - i.e. correct data!

The fee is irrelevant. I'd be happy to pay $200 to IQ for the data if it was more flexible in the ways I've described. I dont need the front end of CQG, and Bloomberg is totally useless/overkill for my needs. As it stands, I have to pay over the odds for a load of functionality I dont need to look at something that should be simple with IQ feed. I'd rather just use IQ feed - but IQ feed dont seem to want to cater to the needs of long term customers. Thats never a good strategy is it?

BTW, if you have 80,000 customers, I can be pretty confident that CQG will have 200k plus customers (based on TT have 0.5 million world wide apparently - and CQG is aimed at a similar professional user base). Surely that should tell you there is a demand for more flexible ways to interrogate data - perhaps with out the need for all the indicators and other stuff CQG terminals provide??? If you have to put your price up by another $69, so what! I understand if you make your product better, there needs more development - and that isn't free. I do think there will be a market for it.

Maybe your customers will be drawn to trading more profitable strategies if they have the right data - and wont rely on momentum based day-trading, which typically has a high churn rate meaning you have to replace 50,000 of your clients every 6-12 months!

IQFeed doesn't archive expired non-front month contracts and never has. That is why you can't see historical for specific months. I think it's safe for you to assume that you won't ever see that data via IQFeed, because it would require a complete redesign of the IQFeed system architecture.

DTN does offer expired non-front month contracts in ProphetX, our stand alone feed and software. It is completely unrelated to IQFeed.

A screenshot from ProphetX of the Crude Oil March 2011 contract, notice how thinly traded it is in 2010.



And a screenshot of the tabular data for same contract.



Robert

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