Support Board

Date/Time: Sat, 04 May 2024 18:05:06 +0000

Post From: iqfeed disconnect, reconnect and then miss a small piece of data

[2013-11-12 06:49:23] Link To Thread - Link To Post [Go To First Post]
xfighter - Posts: 36
I have been using SC with iqfeed for quite a while and saw this little problem happen several times. The iqfeed sometimes disconnect itself and 5 to 10 seconds later, reconnect back on. Then a message saying "iqfeed is now connected, downloading previous missing data..." After this disconnect-reconnect cycle, most time, the latest bar before the disconnect is not really being fully re-downloaded and this will cause a small piece of data (the data within that short disconnection period) missing. It seems to me that the downloading start right after the latest bar without checking whether the latest bar has been fully downloaded or not. So I wonder if it is possible to automatically re-download the latest bar after each reconnection to fix this problem. As I am using automated trading strategy, an accurate historical intraday data is crucial to me. Thank you!