Should the data source reflect the stream selected? The stream selected is IB, however source indicates IQFeed..
Rename
No, it shouldn't. It always indicates the historical data source (IQFeed), not the streaming (which is IB).
- ago
#3
If you're paying for IQFeed, it's just a mistake to use IB for Streaming.
Turn off the Stream, select IQFeed, and then turn it back on.
Turn off the Stream, select IQFeed, and then turn it back on.
- ago
#4
No, you can mix and match as you like.
Thanks.
If you recall I’m seeing price discrepancies between IQFeed and my broker IBD. I have IQFeed running in one chart and IBD in another.
I’m I the only one crazy enough to scalp futures? Others must be seeing this too.
I’m trading futures at $10 to $20 per point. I have my IBD account tied to Collective2 where I manage a couple of accounts.
I developed an automated trading algorithm that was looking promising in simulation,but in practice I found a disconnect in the price between IQFeed and IBD.
One of the trading websites for futures explained this same issue and setup just like I did to set the limit orders such to minimize the price discrepancies.
Anyway I’ve spent this week trying to understand this because the back tester and optimization is not valid if IBD is producing different 1 and 5 minute tick data.
If you recall I’m seeing price discrepancies between IQFeed and my broker IBD. I have IQFeed running in one chart and IBD in another.
I’m I the only one crazy enough to scalp futures? Others must be seeing this too.
I’m trading futures at $10 to $20 per point. I have my IBD account tied to Collective2 where I manage a couple of accounts.
I developed an automated trading algorithm that was looking promising in simulation,but in practice I found a disconnect in the price between IQFeed and IBD.
One of the trading websites for futures explained this same issue and setup just like I did to set the limit orders such to minimize the price discrepancies.
Anyway I’ve spent this week trying to understand this because the back tester and optimization is not valid if IBD is producing different 1 and 5 minute tick data.
- ago
#6
Why not use IQFeed?
- ago
#7
Right. See Post #3.
There's no secret about streaming data being different between a tick-by-tick provider (IQFeed) and one that isn't (IB). This blog article discusses that in detail:
All About WealthLab Intraday and Realtime Data Providers
Furthermore, I went through the trouble yesterday to show you that IB's historical data (for this test) was precisely the same as IQFeed's historical data, and, you can trade this IB data using Streaming Bars in the Strategy Monitor. Did you see this?
https://www.wealth-lab.com/Discussion/IQFeed-and-IBD-streaming-mismatch-12311#post6
There's no secret about streaming data being different between a tick-by-tick provider (IQFeed) and one that isn't (IB). This blog article discusses that in detail:
All About WealthLab Intraday and Realtime Data Providers
Furthermore, I went through the trouble yesterday to show you that IB's historical data (for this test) was precisely the same as IQFeed's historical data, and, you can trade this IB data using Streaming Bars in the Strategy Monitor. Did you see this?
https://www.wealth-lab.com/Discussion/IQFeed-and-IBD-streaming-mismatch-12311#post6
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