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IQFeed API Users
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IQFeed API Users

  #21 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,504 since Sep 2013
Thanks: 1,706 given, 3,716 received
Forum Reputation: Legendary

Any idea how to seamlessly launch a feed ?

First I start the tick history and then i subscribe for real-time prices
but it looks like the history request is a picture up to the moment of
the request and by the time i have received all the data and started
the real-time feed, i have a gap ...

Would it be the other way round ?

Subscribe the realtime feed and then load all the history
and glue both together ?

Anybody worked on that ?

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  #22 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
 
sam028's Avatar
 
Posts: 3,366 since Jun 2009
Thanks: 3,574 given, 3,982 received

Hmm, when you ask for a tick history you select the start -> end datetime or the number of bars you want.
If the end datetime is now, and then subscribe for the realtime ticks, then it seems normal that you will lost some ticks.
Starting the realtime first then get the historical data will do the job, if the historical data servers are updated in real time!


rleplae View Post
Any idea how to seamlessly launch a feed ?

First I start the tick history and then i subscribe for real-time prices
but it looks like the history request is a picture up to the moment of
the request and by the time i have received all the data and started
the real-time feed, i have a gap ...

Would it be the other way round ?

Subscribe the realtime feed and then load all the history
and glue both together ?

Anybody worked on that ?


Success requires no deodorant! (Sun Tzu)
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  #23 (permalink)
Elite Member
Omer עומר / Israel י
 
Futures Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,504 since Sep 2013
Thanks: 1,706 given, 3,716 received
Forum Reputation: Legendary



sam028 View Post
Hmm, when you ask for a tick history you select the start -> end datetime or the number of bars you want.
If the end datetime is now, and then subscribe for the realtime ticks, then it seems normal that you will lost some ticks.
Starting the realtime first then get the historical data will do the job, if the historical data servers are updated in real time!

I have it almost workin - testing debuging...
Muli threaded multi instrument

Any thoughts on how to normalize the dates ?
All feed timestamps seem east coast

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