Hi all,
I’ve been running into an ongoing issue with data retrieval for backtests in Wealth-Lab when using IQFeed as my provider. No matter how I configure the request — whether by specifying n months, n days, a specific date range, etc. — I only receive data starting from March 24th through to the current date.
Strangely, if I instead specify the data request using n years, I get data for the full period as expected. This seems to suggest the data is available but just not loading properly.
A few additional notes:
- This occurs across multiple symbols and time frames.
- It persists across different pre-built and new strategies.
- Charts render fine, regardless of symbol or time frame.
- I’ve also tried deleting all symbol data in the Data Manager and rebuilding the time series — no luck.
Has anyone run into something similar, or are there other steps I should try?
Thanks in advance for any ideas!
Ben
I’ve been running into an ongoing issue with data retrieval for backtests in Wealth-Lab when using IQFeed as my provider. No matter how I configure the request — whether by specifying n months, n days, a specific date range, etc. — I only receive data starting from March 24th through to the current date.
Strangely, if I instead specify the data request using n years, I get data for the full period as expected. This seems to suggest the data is available but just not loading properly.
A few additional notes:
- This occurs across multiple symbols and time frames.
- It persists across different pre-built and new strategies.
- Charts render fine, regardless of symbol or time frame.
- I’ve also tried deleting all symbol data in the Data Manager and rebuilding the time series — no luck.
Has anyone run into something similar, or are there other steps I should try?
Thanks in advance for any ideas!
Ben
Rename
Does "Charts render fine" mean that you see all the data in the charts?
If you do, then you're getting all the data.
How are you evaluating that you "only receive data starting from March 24th"?
Post an image of what you're seeing, please.
If you do, then you're getting all the data.
How are you evaluating that you "only receive data starting from March 24th"?
Post an image of what you're seeing, please.
Hi Cone,
Sure, here are some pics. Let me know if there's anything else that might be helpful to see.
- Image 1: 1hr TQQQ chart. I have preferences->Data set to load 12 months of data
-- Looks fine
-Image 2: Random TQQQ strategy with Backtest Data set to Data Range: Most recent N years = 2
-- Looks fine
-Image 3a: Strategy settings, Data range: most recent n months = 6
-Image 3b: Strategy chart
-- No bueno. Only pulling data from 4/24/25 to today
Data manager shows that the data set should have TQQQ bar data from 4/11/22 through today.
Sure, here are some pics. Let me know if there's anything else that might be helpful to see.
- Image 1: 1hr TQQQ chart. I have preferences->Data set to load 12 months of data
-- Looks fine
-Image 2: Random TQQQ strategy with Backtest Data set to Data Range: Most recent N years = 2
-- Looks fine
-Image 3a: Strategy settings, Data range: most recent n months = 6
-Image 3b: Strategy chart
-- No bueno. Only pulling data from 4/24/25 to today
Data manager shows that the data set should have TQQQ bar data from 4/11/22 through today.
It looks to me like there's a large gap in the data before April.
That's pretty strange, but just right click the check and "Reload Chart Data from Provider."
That's pretty strange, but just right click the check and "Reload Chart Data from Provider."
Thanks for the suggestion, Cone. Already tried that.
Tried the following
* Create new strategy (buy@market sma20>close/sell@market sma20<close) with symbol that hasn't been used before (QQQ) and tested backtest chart with settings:
- Most recent N years: setting = 2 yrs, hr TF -> pulls data and charts fine
- Most recent N bars: setting= 5000 bars, hr TF -> pulls data and charts fine
- Most recent N Weeks: Setting = 14 wks, hr TF -> charts 1 bar, no other data
- Most recent N Months: Setting = 6 mo; 1hr, 30m, 15m, 10m TF -> charts 1 bar, no other data
-- Most recent N Months: Setting = 6 mo; 5m, 1m TF -> it worked on both time frames! Strange.
- Most recent N Days: Setting = 365 D; 1hr-1m TF -> charts 1 bar, no other data
- Date range: Setting = 5/2/24-5/2/25; 1hr-1m TF -> charts 1 bar, no other data
* Use existing (and previously working) strategy with TQQQ and tested backtest chart with settings:
Most recent N years: setting = 2 yrs, 1hr, 5m TF -> pulls data and charts fine
- Most recent N bars: setting= 5000 bars, hr TF -> pulls data and charts fine, but only on the first try.
- Most recent N Weeks: Setting = 14 wks, 1hr, 5m TF -> charts 1 bar, no other data
- Most recent N Months: Setting = 6 mo; 1hr - 5m TF -> charts 4/24/25 - today
- Most recent N Days: Setting = 365 D; 1h-1m TF -> charts 1 bar, no other data
-- Most recent N Days: Setting = 365 D; 5m TF -> it worked on 5m time frame!
- Date range: Setting = 5/2/24-5/2/25; 1hr-1m TF -> charts 4/24/25 - today
I've tried reloading data, creating a new dataset with just TQQQ and linking it to IQfeed, deleting all symbol data using the truncation tool and reloading, and probably other things I can no longer remember.
Charts via the chart button (not through backtest) render fine for any TF and stream fine.
Tried the following
* Create new strategy (buy@market sma20>close/sell@market sma20<close) with symbol that hasn't been used before (QQQ) and tested backtest chart with settings:
- Most recent N years: setting = 2 yrs, hr TF -> pulls data and charts fine
- Most recent N bars: setting= 5000 bars, hr TF -> pulls data and charts fine
- Most recent N Weeks: Setting = 14 wks, hr TF -> charts 1 bar, no other data
- Most recent N Months: Setting = 6 mo; 1hr, 30m, 15m, 10m TF -> charts 1 bar, no other data
-- Most recent N Months: Setting = 6 mo; 5m, 1m TF -> it worked on both time frames! Strange.
- Most recent N Days: Setting = 365 D; 1hr-1m TF -> charts 1 bar, no other data
- Date range: Setting = 5/2/24-5/2/25; 1hr-1m TF -> charts 1 bar, no other data
* Use existing (and previously working) strategy with TQQQ and tested backtest chart with settings:
Most recent N years: setting = 2 yrs, 1hr, 5m TF -> pulls data and charts fine
- Most recent N bars: setting= 5000 bars, hr TF -> pulls data and charts fine, but only on the first try.
- Most recent N Weeks: Setting = 14 wks, 1hr, 5m TF -> charts 1 bar, no other data
- Most recent N Months: Setting = 6 mo; 1hr - 5m TF -> charts 4/24/25 - today
- Most recent N Days: Setting = 365 D; 1h-1m TF -> charts 1 bar, no other data
-- Most recent N Days: Setting = 365 D; 5m TF -> it worked on 5m time frame!
- Date range: Setting = 5/2/24-5/2/25; 1hr-1m TF -> charts 4/24/25 - today
I've tried reloading data, creating a new dataset with just TQQQ and linking it to IQfeed, deleting all symbol data using the truncation tool and reloading, and probably other things I can no longer remember.
Charts via the chart button (not through backtest) render fine for any TF and stream fine.
It's a pretty bizarre set of data there. At the moment, I don't have any idea what could that. It's "a first".
You can try this generally troubleshooting procedure:
1. File > Open WealthLab User Data folder
2. Close WL
3. Rename Settings.txt to anything else (don't delete)
4. Start WL and try now. A new Settings.txt file will be created.
Try again. I'm not hopeful in this case, but if something changed, send your renamed Settings file to info@wealth-lab.com. Maybe we can determine something from it.
You can go back to your original settings file by deleting the new one just created and naming the original back to Settings.txt.
You can try this generally troubleshooting procedure:
1. File > Open WealthLab User Data folder
2. Close WL
3. Rename Settings.txt to anything else (don't delete)
4. Start WL and try now. A new Settings.txt file will be created.
Try again. I'm not hopeful in this case, but if something changed, send your renamed Settings file to info@wealth-lab.com. Maybe we can determine something from it.
You can go back to your original settings file by deleting the new one just created and naming the original back to Settings.txt.
Hey Cone, I think I've got it.
I was assuming that the data truncation (in DataSets) AND delete local files (in Historical Providers) was clearing my IQ data and allowing me to reload with a fresh dataset. Bad assumption. I just deleted all IQ data directly in the user folder. Seems to be working now (for the moment).
I'll keep an eye on things, but thanks for helping me troubleshoot this.
Cheers,
Ben.
I was assuming that the data truncation (in DataSets) AND delete local files (in Historical Providers) was clearing my IQ data and allowing me to reload with a fresh dataset. Bad assumption. I just deleted all IQ data directly in the user folder. Seems to be working now (for the moment).
I'll keep an eye on things, but thanks for helping me troubleshoot this.
Cheers,
Ben.
If you right click IQFeed in the Data Manager and "Delete Local Files", for sure it will remove all the data, and it's easy to verify. I'd definitely do that to make sure you get rid of whatever was causing the discrepancies in different scales.
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