In version 21 of the IQFeed provider, the Bid, Ask, and Last prices would be displayed in the right margin of the premarket screaming Chart. It now appears (version 24) that's no longer the case. Can we fix that? Or can I revert back to an earlier IQFeed version?
During the regular session, the Bid, Ask, and Last prices work as expected on the streaming Chart. Let me add, I have the Regular Session Only checkbox checked for IQFeed.
During the regular session, the Bid, Ask, and Last prices work as expected on the streaming Chart. Let me add, I have the Regular Session Only checkbox checked for IQFeed.
Rename
I'm using IQFeed 24. I'm seeing Bid and Ask lines in the premarket and aftermarket. However I'm not seeing the yellow Last Trade line.
QUOTE:
I'm seeing Bid and Ask lines in the premarket and aftermarket.
If you step through the dataset manually symbol-by-symbol, do you see the Bid, Ask, and Last (yellow) lines? I did with version 21, but not with version 24.
I do see these lines on the first symbol in the dataset, but that's all. All the other symbols show nothing until the market opens.
Do you have the Regular Session Only box checked as I do, or are you subscribed for premarket data? I don't subscribe to premarket static data.
I'm using regular session only.
All of the charts I'm using are single symbol only, so I haven't tried stepping through a dataset
I will open a chart in the aftermarket, and step through a few symbols.
I used to see the yellow line, but now only see red and green lines in the margin.
All of the charts I'm using are single symbol only, so I haven't tried stepping through a dataset
I will open a chart in the aftermarket, and step through a few symbols.
I used to see the yellow line, but now only see red and green lines in the margin.
QUOTE:
All of the charts I'm using are single symbol only, so I haven't tried stepping through a dataset ...
Interesting. I will try displaying a symbol on a Chart without stepping through a dataset to see if I can get that to work.
I'm not sure why stepping through a dataset or simply displaying a single symbol would make a difference. And I'm not sure why all this worked in version 21 but not version 24 of the IQFeed provider.
I've tried some 1 minute charts of SPY, NVDA.
For SPY I see the red and green lines in the margin. But I also see a yellow line until the screen updates on the 1 min time interval. There is also a horizontal green bar (actually a line) positioned at the time I load the symbol into the chart. The time for that green "bar" on the latest load shows 4:24 PM. The yellow line aligns with that "bar" and disappears when the chart updates to 4:25 PM.
NVDA shows only the red and green lines, No disappearing yellow line!
Strange......
For SPY I see the red and green lines in the margin. But I also see a yellow line until the screen updates on the 1 min time interval. There is also a horizontal green bar (actually a line) positioned at the time I load the symbol into the chart. The time for that green "bar" on the latest load shows 4:24 PM. The yellow line aligns with that "bar" and disappears when the chart updates to 4:25 PM.
NVDA shows only the red and green lines, No disappearing yellow line!
Strange......
I'm now testing IQFeed streaming in the post market. If I open a Chart by itself and manually enter the symbol, I do get the Bid, Ask, and Last price--interesting. But if I step through the symbols in the dataset tree, I do not. Moreover, if I reload the Chart, this doesn't help.
Apparently, a mouse down action (in the dataset tree) fails to make a request to the IQFeed client to stream the latest Bid, Ask, and Last price during the post market. But all this works fine during regular market hours, which is strange. Why is that?
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Off topic, but when I switch to Morningstar streaming in the post market, everything works as expected. The Bid, Ask, and Last prices are displayed when stepping through the dataset. So this problem is unique to the IQFeed streaming provider and only applies to pre- and post-market periods.
Apparently, a mouse down action (in the dataset tree) fails to make a request to the IQFeed client to stream the latest Bid, Ask, and Last price during the post market. But all this works fine during regular market hours, which is strange. Why is that?
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Off topic, but when I switch to Morningstar streaming in the post market, everything works as expected. The Bid, Ask, and Last prices are displayed when stepping through the dataset. So this problem is unique to the IQFeed streaming provider and only applies to pre- and post-market periods.
Robert (Cone) made some changes most recently to IQFeed. He's away this week but will be able to address the question when he gets back.
QUOTE:
Robert (Cone) ... [is] away this week but will be able to address the question when he gets back.
Thanks for the update.
Apparently the mouse action on the dataset symbol is driving when the screaming IQFeed provider requests an IQFeed client update of the Bid/Ask prices. I'm just wondering if the mouse-action business should be handled more by the WL core rather than the streaming provider? (Maybe it is?) Of course, all update requests to the IQFeed client itself are the streaming provider's responsibility.
The Morningstar behavior works as expected. But it does wait for the next tick before requesting a Bid/Ask update, so there can be a 2 to 3 second delay. I assume that's by design.
Thanks for the update
I can't comment on the mouse interaction, but we had to change/correct the way premarket data was processed in Build 23 - see here.
Bottom line
RSO is the option for Regular Session Only. If you need to see premarket activity, you must disable RSO. You can change that option on the fly, without restarting WL.
Bottom line
RSO is the option for Regular Session Only. If you need to see premarket activity, you must disable RSO. You can change that option on the fly, without restarting WL.
QUOTE:
... you must disable RSO. You can change that option on the fly, without restarting WL.
I disabled IQFeed RSO (Regular Session Only) and restarted WL, and IQFeed streaming still doesn't display the Bid, Ask, and Last prices during the premarket.
The reason I have RSO checked is because I don't want to display, disk cache, or trade the premarket at all. I just want to display the Bid, Ask, and Last premarket prices so I can place premarket limit orders that will execute when the market opens.
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And what is a Form-T trade? I don't understand the explanation given in the link above. Why would (or should) the RSO check box affect what the Daily bar shows for a given day?
I’ll look when I get back, but you should see bid, ask, and Last premarket if RSO is unchecked. You’ll have to uncheck WL’s market filter too.
Form-T trades are premarket trades.
Form-T trades are premarket trades.
QUOTE:
You’ll have to uncheck WL’s market filter too.
And where do I find those? What filters are we talking about?
The Filter Pre/Post checkbox below every chart.
Okay, I have Regular Session Only unchecked, restarted WL, opened a new Chart, and unchecked Filter Pre/Post box on the bottom of that Chart. I still get no Bid, Ask, and Last prices in the margin for streaming IQFeed. This time I'm testing it during the post market.
So why is this now a problem with IQFeed streaming, but not Morningstar streaming? Does it have something to do with the Regular Session Only checkbox?
So why is this now a problem with IQFeed streaming, but not Morningstar streaming? Does it have something to do with the Regular Session Only checkbox?
No other provider has the RSO option; only IQFeed has it. The very specific reasons it exists are spelled out in the Help doc.
I'm going to test it tomorrow or later this week, but the RSO option will not affect Bid/Ask at all.
RSO only filters streaming trading that marked as "Extended hours". (It also affects the hours of the historical data requested, and corrects intraday opening prices with the Daily open.)
Again, you do not have to restart WealthLab to apply the RSO setting change.
I'm going to test it tomorrow or later this week, but the RSO option will not affect Bid/Ask at all.
RSO only filters streaming trading that marked as "Extended hours". (It also affects the hours of the historical data requested, and corrects intraday opening prices with the Daily open.)
Again, you do not have to restart WealthLab to apply the RSO setting change.
I noticed another problem with IQFeed Build 24. After the market closes, a generic Chart only displays yesterday's market Close, not the current day Close as WL6 does.
Now if I stream using Morningstar after the market closes, I do get the current day Close. But streaming with IQFeed, I only see the Close for the previous day, not the current day. Shouldn't it work like WL6 and show the current day's Close for the post market?
Now if I stream using Morningstar after the market closes, I do get the current day Close. But streaming with IQFeed, I only see the Close for the previous day, not the current day. Shouldn't it work like WL6 and show the current day's Close for the post market?
One thing you need to know is that the Bid/Ask lines won't appear until there is an update. Like Quotes window prices, don't expect them as soon as you turn on Streaming - we have to wait for a bid/ask update.
This is premarket, about 5:25AM EST.
This is premarket, about 5:25AM EST.
There was a comment previously about not seeing the yellow trade line. There's only one place to put all the lines, so lines can be superimposed - you'll only see the one on top like in this image where the last trade is at the Ask -
Here's an example showing all the lines with RSO disabled so we can get a better scale - it's only about 5:40AM ET.
Here's an example showing all the lines with RSO disabled so we can get a better scale - it's only about 5:40AM ET.
Note!
I was flipping the RSO option around and the yellow line for the "RSO enabled" image above was already displayed. If you have RSO enabled, you will NOT get premarket trade prices - they are rejected, so no yellow lines.
Also, no yellow line until you get a trade in the current interval.
Finally, in all cases only full lot trades make it to charts. If you see odd lot trades (any quantity below 100) ticking in a Time of Sales display, these trades are never included in chdrts - not in historical data either. That's industry standard.
I was flipping the RSO option around and the yellow line for the "RSO enabled" image above was already displayed. If you have RSO enabled, you will NOT get premarket trade prices - they are rejected, so no yellow lines.
Also, no yellow line until you get a trade in the current interval.
Finally, in all cases only full lot trades make it to charts. If you see odd lot trades (any quantity below 100) ticking in a Time of Sales display, these trades are never included in chdrts - not in historical data either. That's industry standard.
QUOTE:
the Bid/Ask lines won't appear until there is an update.
That's fine. That's the way Bid/Ask prices work today when I use Morningstar streaming in the premarket. But when I use IQFeed, I get nothing during the premarket after Build 21. It worked as expected with Build 21. Something broke.
What symbol?
Show me something, because it's working ^^^
Show me something, because it's working ^^^
QUOTE:
What symbol?
It's a problem with all symbols. I think what you're telling me is that the source of this problem is more subtle than we both first realized. Oh dear.... It a thread scheduling problem. Not good news. See my comments after the screenshot.
To try to reproduce the thread scheduling problem, try reducing the scheduling priority of WealthLab 8 from "Normal" to "Below Normal" (during pre/postmarket hours) and cross your fingers. If that doesn't work, then try reproducing it on a very old computer running Windows 10.
1) Why would the thread execution be different during regular market hours (when it works) than pre/postmarket hours (when it doesn't work)?
2) What was changed about thread scheduling between Build 21 and 24 that broke this operation?
I would try fixing it without manipulating thread priorities. But the time critical thread that captures the next tick with new Bid and Ask prices and updates WL core with that information needs a little help during the pre/postmarket. Right now, it's missing those ticks and updates (although it seems to get them okay during regular market hours--weird).
3) Why is the thread that captures tick Bid and Ask prices time critical in the first place? The time critical stuff should be done by the IQFeed client, not the IQFeed provider. There's a design problem somewhere.
There is no problem. AZEK had no premarket trading activity. If the Bid/Ask doesn't change after you start the chart, you won't see it as I explained before. I'll check to see if there's a way to initialize the current Bid/Ask.
This chart has Pre/Post trading -
This chart has Pre/Post trading -
Well, why does it work correctly with Morningstar then? Morningstar won't update immediately, but after 3 seconds or so it does display Bid, Ask, and Last prices as expected for all stocks.
Now that I think about it, IQFeed would display the Bid, Ask, and Last prices immediately in Build 21 (and before) without waiting for the next tick. That's the code that's actually broken.
What I do is step through a watch list of stocks (that WL Signaled) in the premarket to see if any of them have Bid prices above the Last price. When they do, I research them and maybe place a premarket trade. Since Build 24, I can't do that any longer.
QUOTE:
I'll check to see if there's a way to initialize the current Bid/Ask.
Now that I think about it, IQFeed would display the Bid, Ask, and Last prices immediately in Build 21 (and before) without waiting for the next tick. That's the code that's actually broken.
What I do is step through a watch list of stocks (that WL Signaled) in the premarket to see if any of them have Bid prices above the Last price. When they do, I research them and maybe place a premarket trade. Since Build 24, I can't do that any longer.
Respectfully, you're having a false memory. There is no way that Bid/Ask are displayed before an update. It's not possible because the Level 1 feed doesn't work that way. And, I'm discarding the idea to create a whole new connection to Level 2 just for this purpose. It's out of scope.
Tomorrow, after 09:15AM or so, pull up something that's moving - like QQQ or SPY. Wait a few seconds, and you'll see your bid/ask.
Tomorrow, after 09:15AM or so, pull up something that's moving - like QQQ or SPY. Wait a few seconds, and you'll see your bid/ask.
QUOTE:
Respectfully, you're having a false memory. There is no way that Bid/Ask are displayed before an update.
It's not a false memory. I've been trading Bid above Last premarket prices since WL8 was released with IQFeed--over a year. And I don't "think" my IQFeed subscription delivers Level 2 prices (but I could be wrong). Active Trader Pro shows premarket Bid and Ask prices; could those be from the previous day and not the current-day premarket? Perhaps that was what IQFeed was doing too in Build 21 and before?
I'll try your suggestion with QQQ and SPY.
So why does Morningstar work with premarket Bid and Ask prices without ticks? Are you saying those prices are from the previous trading day?
@Cone
You're right. I do see updates for QQQ and SPY on IQFeed B24 during the premarket as well as on Active Trader Pro with each tick update.
However, I also see Bid and Ask prices on all the other stocks for IQFeed B21, Morningstar, and ATP. These must be Bid and Ask prices from extended hours from the previous day; therefore, they are "stale" prices and should be used with caution. (It would still be nice if IQFeed worked like B21 and showed these stale prices as it did before and as Morningstar does now.)
What I've done in the past year or so (with IQFeed B21 and before) is closely examine stocks in the premarket that had stale Bid prices that were higher than the Last Close price. Results are mixed with this approach, but occasionally a higher-than-Last Bid price will mark an opportunity. This morning was an exception. Morningstar identified two such cases, and they were bought below premarket Bid on market open and they have not moved up.
But thanks for pointing all this out to me. I now realized I'm looking at stale Bid and Ask prices in the premarket.
You're right. I do see updates for QQQ and SPY on IQFeed B24 during the premarket as well as on Active Trader Pro with each tick update.
However, I also see Bid and Ask prices on all the other stocks for IQFeed B21, Morningstar, and ATP. These must be Bid and Ask prices from extended hours from the previous day; therefore, they are "stale" prices and should be used with caution. (It would still be nice if IQFeed worked like B21 and showed these stale prices as it did before and as Morningstar does now.)
What I've done in the past year or so (with IQFeed B21 and before) is closely examine stocks in the premarket that had stale Bid prices that were higher than the Last Close price. Results are mixed with this approach, but occasionally a higher-than-Last Bid price will mark an opportunity. This morning was an exception. Morningstar identified two such cases, and they were bought below premarket Bid on market open and they have not moved up.
But thanks for pointing all this out to me. I now realized I'm looking at stale Bid and Ask prices in the premarket.
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