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Direct MessagesDate/Time: Thu, 25 Apr 2024 00:50:11 +0000
iqfeed disconnect, reconnect and then miss a small piece of data
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| [2013-11-12 06:49:23] |
| xfighter - Posts: 36 |
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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!
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| [2013-11-12 07:45:05] |
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This is something actually we are going to be working on in the next week or two. It is just one of these little details we have the meaning to get to. Always so much to do. Anyway, how do you have Global Settings >> Data/Trade Service Settings >> Download Historical Intraday Data As set. To be sure you do not miss any data, it needs to be set to Ticks. Not Minutes. 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 |
| [2013-11-12 14:46:54] |
| xfighter - Posts: 36 |
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I do have the Global Settings >> Data/Trade Service Settings >> Download Historical Intraday Data As set to Ticks and also have Global Settings >> Data/Trade Service Settings >> Intraday Data Storage Time Unit set to 1 tick. It does help refill all the missing data when I manually disconnect iqfeed and then manually reconnect it. However, during the unknown-reason automatic disconnection-reconnection cycle, it will still miss that small piece of data.
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| [2013-11-12 16:46:06] |
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We see no reason why a manual reconnect would make any difference. Anyway, we do know what part of the problem is and it will be resolved. 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 |
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