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QCollector, Is it possible to download with millisecond or microsecond stamps
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QCollector, Is it possible to download with millisecond or microsecond stamps

  #1 (permalink)
seoul, Korea
 
Trading Experience: Intermediate
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Broker/Data: CQG, DTN IQfeed
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treydog999's Avatar
 
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QCollector, Is it possible to download with millisecond or microsecond stamps

I am looking at IQfeed + Qcollector but need advice. I am using the trial and it seems like qcollector can only output whole second timestamps as opposed to millisecond or micro second which IQfeed gives?

Is there a way to keep the original time stamp from IQfeed?

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  #2 (permalink)
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  #3 (permalink)
Gits (Hooglede) Belgium
 
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treydog999 View Post
I am looking at IQfeed + Qcollector but need advice. I am using the trial and it seems like qcollector can only output whole second timestamps as opposed to millisecond or micro second which IQfeed gives?

Is there a way to keep the original time stamp from IQfeed?

are you sure ?

What instrument are you looking at ?
I have seen with IQfeed that for some exchanges/instruments, thee is no milisecond,
could this be the case in your situation ?

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  #4 (permalink)
seoul, Korea
 
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rleplae View Post
are you sure ?

What instrument are you looking at ?
I have seen with IQfeed that for some exchanges/instruments, thee is no milisecond,
could this be the case in your situation ?

I am using the Qcollector demo and the instrument is the SP 400 midcap future. I cross checked it vs directly downloading the CSV through the IQfeed application itself. The output from IQFeed does show the milliseconds, so the data is coming through. But I want to use Qcollector for batch downloading, instead of manually doing 1 by 1 with the IQfeed .

Maybe my settings are off, @rleplae does yours output milliseconds if the exchange does have them?

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  #5 (permalink)
Gits (Hooglede) Belgium
 
Trading Experience: Master
Platform: NinjaTrader, Proprietary,
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treydog999 View Post
I am using the Qcollector demo and the instrument is the SP 400 midcap future. I cross checked it vs directly downloading the CSV through the IQfeed application itself. The output from IQFeed does show the milliseconds, so the data is coming through. But I want to use Qcollector for batch downloading, instead of manually doing 1 by 1 with the IQfeed .

Maybe my settings are off, @rleplae does yours output milliseconds if the exchange does have them?

If you have the miliseconds when directly doing it with IQfeed, then there is an issue or a setting with the Qcollector
probably one of the other users, might know Qcollector in more detail, my expertise is more on the side of direct
integrartion with IQfeed

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  #6 (permalink)
seoul, Korea
 
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rleplae View Post
If you have the miliseconds when directly doing it with IQfeed, then there is an issue or a setting with the Qcollector
probably one of the other users, might know Qcollector in more detail, my expertise is more on the side of direct
integrartion with IQfeed

I was looking at this paying the API fee and connecting directly. How are you doing this? I was considering using python possibly?

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  #7 (permalink)
Gits (Hooglede) Belgium
 
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treydog999 View Post
I was looking at this paying the API fee and connecting directly. How are you doing this? I was considering using python possibly?

I did the same, i bought the API license
I use both c# and Python

The language does not mater
As long as it supports socket communicatio

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  #8 (permalink)
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rleplae View Post
I did the same, i bought the API license
I use both c# and Python

The language does not mater
As long as it supports socket communicatio

Have you found the speed to matter if your recording say 500 symbols simultaneously? or difference between C# or Python?

If your recording are you using a queue buffer like rabbitMQ or zeroMQ in order to store it to your database?

You wouldn't have a github or shared code somewhere so I can take a peek would you?

really happy that someone here has been down this road before and can give me advice, i appreciate it

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  #9 (permalink)
Gits (Hooglede) Belgium
 
Trading Experience: Master
Platform: NinjaTrader, Proprietary,
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Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,958 since Sep 2013
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treydog999 View Post
Have you found the speed to matter if your recording say 500 symbols simultaneously? or difference between C# or Python?

If your recording are you using a queue buffer like rabbitMQ or zeroMQ in order to store it to your database?

You wouldn't have a github or shared code somewhere so I can take a peek would you?

really happy that someone here has been down this road before and can give me advice, i appreciate it

There is a limit of 500 symbols you can dowload simmultanously
There is a booster pack to go to 1000 symbols

I don't have issues with storing, but it
Took me some special tricks
Especially the burst at open of
FDAX and AEX for the option series

I can't share my code
But will be happy to answer
Questions should you run
Into an issue

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  #10 (permalink)
seoul, Korea
 
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rleplae View Post
There is a limit of 500 symbols you can dowload simmultanously
There is a booster pack to go to 1000 symbols

I don't have issues with storing, but it
Took me some special tricks
Especially the burst at open of
FDAX and AEX for the option series

I can't share my code
But will be happy to answer
Questions should you run
Into an issue

Fair enough, here is my basic plan.

Get the socket connection in python. Listen to 500 symbols (whatever they are). Put that into a rabbitMQ queue for buffering. Then have a message receiver parse/format them, add them to my data base.

I think its pretty straight forward, although devils always in the details. Thoughts on the general architecture, and how long it would take to develop this part of it?

After its in the database everything else from my stack works.

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