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Date/Time: Fri, 03 Feb 2023 23:24:41 +0000



TICK DATA & IQFEED QUESTION

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[2013-06-19 23:22:39]
enemyspy - Posts: 304
HI, I just switched to IQFEED from interactive brokers data. When I download historical tick data I seem to be unable to get the bid/ask volume, only the generic volume by price totals.

I already checked and verified that download settings are set to a 1 tick resolution.

According to the tech support at DTN, it is not possible to get the historical bid ask data to chart correctly in sierra chart using IQfeed.

Is this information correct?
[2013-06-20 00:26:33]
enemyspy - Posts: 304
I realize that support only has to respond to non-excessive posts, and bugs in the software. I realize you are busy. I have been scowering the support boards for info on this and no-one seems to have reported a problem with getting historical bid/ask data to chart in IQ feed.

I have difficulty believing what there tech support is telling me to be true, to me it seems like they just did not want to troubleshoot because they wanted to go home. Can someone please answer this question for verification.

Thanks.
[2013-06-20 00:46:05]
Sierra Chart Engineering - Posts: 104357
No, this is not correct. Please refer to this section:
http://www.sierrachart.com/index.php?l=doc/DTNIQFeed.html#TickLimitMarketHours

And to this page:
http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-06-20 07:54:41]
StarLight - Posts: 26
From quote "download historical tick data I seem to be unable to get the bid/ask volume, only the generic volume by price totals."

I have no problem retrieving bid/ask volume on SC with IQ-Feed in futures and stocks. Works perfectly.


Cheers ...


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