WL 8 build 38
IQFeed build 14
Changing symbols in a streaming chart can take 45 seconds to over a minute for the new symbol to be displayed. This is just a chart created as a result of clicking the chart button. No user generated strategies are loaded. Time frame is daily and the Data Range is the most recent 400 bars. Filter Pre/Post data is checked.
The longest chart symbol change times are for ETF symbols like SPXL, TQQQ, NUGT. These take 45 seconds to over a minute for the chart to change to the new symbol. If I change the chart to symbols like F, HD CAT then the change time is 3 to 5 seconds.
If I open the Data Manager Historical Providers tab and use the Historical Data Loading Test Bed I get a virtually instantaneous fill for any symbol. For example if I enter SPXL I get "SPXL returned with 3,684 bars, Last date 6/27/2023." and the result is returned instantaneously.
If I change the chart to non-streaming and use offline mode, the charts change as soon as I click on a new symbol in a data set. SPXL and F perform the same.
If I open the Chart tool from IQFEED. I get instant fills for any symbol for the same daily period and 400 bar range.
IQFeed build 14
Changing symbols in a streaming chart can take 45 seconds to over a minute for the new symbol to be displayed. This is just a chart created as a result of clicking the chart button. No user generated strategies are loaded. Time frame is daily and the Data Range is the most recent 400 bars. Filter Pre/Post data is checked.
The longest chart symbol change times are for ETF symbols like SPXL, TQQQ, NUGT. These take 45 seconds to over a minute for the chart to change to the new symbol. If I change the chart to symbols like F, HD CAT then the change time is 3 to 5 seconds.
If I open the Data Manager Historical Providers tab and use the Historical Data Loading Test Bed I get a virtually instantaneous fill for any symbol. For example if I enter SPXL I get "SPXL returned with 3,684 bars, Last date 6/27/2023." and the result is returned instantaneously.
If I change the chart to non-streaming and use offline mode, the charts change as soon as I click on a new symbol in a data set. SPXL and F perform the same.
If I open the Chart tool from IQFEED. I get instant fills for any symbol for the same daily period and 400 bar range.
Rename
Has the data for the ETFs been downloaded/updated, like it's probably happened for the stock symbols? It sounds like their initial backfill takes time.
This delay is most likely a function of the Event Providers that you have selected. Uncheck Event Providers that you don't need for trading or testing.
Cone Thanks,
I had Next Earnings Date, WealthData, Yahoo!Finance, and Zacks checked.
Next Earnings Date was the problem.. Everything is normal with the other three Checked.
I had Next Earnings Date, WealthData, Yahoo!Finance, and Zacks checked.
Next Earnings Date was the problem.. Everything is normal with the other three Checked.
I just added SPXL, TQQQ, NUGT to an exclusion list since they shouldn't be queried for earnings (to take effect in Fundamentals B10).
Eugene,
Thanks.
I've had trouble with these ETFs:
ARKK BRZU DUST FAS FAZ JDST JNUG LABD LABU SARK SDOW SOXL SOXS SPXS SQQQ TNA TZA UDOW
These are sector ETFs so I doubt that they have earnings dates:
GDX GLD HACK IBB IGV IPO IWM IYR IYT IYZ MDY MTUM OIH QQQ RTH SDY SMH SOCL SPY XBI XHB XLB XLE XLF XLI XLK XLP XLU XLV XLY XME XOP XRT
A spot check of this list at earningswhispers.com returns a "something went wrong" notice.
The list of ETFs without earnings dates is probably quite long.
I wonder if a timeout based on the time for a successful return of an earnings date would work?
Thanks.
I've had trouble with these ETFs:
ARKK BRZU DUST FAS FAZ JDST JNUG LABD LABU SARK SDOW SOXL SOXS SPXS SQQQ TNA TZA UDOW
These are sector ETFs so I doubt that they have earnings dates:
GDX GLD HACK IBB IGV IPO IWM IYR IYT IYZ MDY MTUM OIH QQQ RTH SDY SMH SOCL SPY XBI XHB XLB XLE XLF XLI XLK XLP XLU XLV XLY XME XOP XRT
A spot check of this list at earningswhispers.com returns a "something went wrong" notice.
The list of ETFs without earnings dates is probably quite long.
I wonder if a timeout based on the time for a successful return of an earnings date would work?
ETFs don't have earnings. You should exclude all of them.
I put my ETFs in separate WL datasets (from stocks) with "ETF" somewhere in the dataset name. My strategies scan the dataset name for "ETF" and if it's present, my strategies don't call my library methods that check fundamentals. I've been doing that since WL6. This is the simplest and fastest way. Keep it simple!
CODE:
public override void Initialize(BarHistory bars) { ... string dataSetName = ExecutionDataSetName; if (dataSetName != null && !dataSetName.Contains("ETF")) //dataSetName does NOT contain "ETF" WLTradingExtras.ShowFundamentals(decorrelatedPane); //local library call }
supertricker,
Nice!
I mostly trade ETFs, so I just unchecked the NextEarningsDate event provider. For the few stocks I trade, I just look up the next earnings date at earningswhispers.com. I think that the only stock I have traded in the past year is F, so not using the NextEarningsDate event provider is not a big issue to me. The fact that when that provider was checked my charts took forever to load and that delay was problem for me.
Nice!
I mostly trade ETFs, so I just unchecked the NextEarningsDate event provider. For the few stocks I trade, I just look up the next earnings date at earningswhispers.com. I think that the only stock I have traded in the past year is F, so not using the NextEarningsDate event provider is not a big issue to me. The fact that when that provider was checked my charts took forever to load and that delay was problem for me.
The Next Earnings Date provider already has logic to skip data requests for the unsupported symbols such as ETFs. But we beef up the symbol exclusion list whenever possible.
Eugene,
Thanks,
Thanks,
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