WealthLab Version 89
IQFeed version 22
Settings:
Preferences / Data : Filter out Pre/Post intraday market data is Checked.
Data Manager / Streaming Providers : IQFeed, Specific Settings : Regular session only is Checked.
On Charts the Filter Pre/Post is checked.
The problem is illustrated on the three attached images of the SAME Workspace on 4-12-24. The charts in the Workspace were made with the WealthLab chart tool and the two indicators were dropped on each of the charts.
The first image shows incorrect volume (about 30 Million). The workspace was opened in the pre-market. The image was taken just before the market opened.
The second image shows and incorrect opening price bar range and incorrect volume. The image was taken at about 9:47 AM EDT. The workspace charts had not been refreshed since the Workspace was opened in the pre-market.
The third image shows the correct opening bar range and correct volume. The image was taken at about 9:49 AM EDT. The workspace charts had just been refreshed prior to taking the image.
I'm seeing the same issue on 30 minute and daily charts, and on multiple symbols.
IQFeed version 22
Settings:
Preferences / Data : Filter out Pre/Post intraday market data is Checked.
Data Manager / Streaming Providers : IQFeed, Specific Settings : Regular session only is Checked.
On Charts the Filter Pre/Post is checked.
The problem is illustrated on the three attached images of the SAME Workspace on 4-12-24. The charts in the Workspace were made with the WealthLab chart tool and the two indicators were dropped on each of the charts.
The first image shows incorrect volume (about 30 Million). The workspace was opened in the pre-market. The image was taken just before the market opened.
The second image shows and incorrect opening price bar range and incorrect volume. The image was taken at about 9:47 AM EDT. The workspace charts had not been refreshed since the Workspace was opened in the pre-market.
The third image shows the correct opening bar range and correct volume. The image was taken at about 9:49 AM EDT. The workspace charts had just been refreshed prior to taking the image.
I'm seeing the same issue on 30 minute and daily charts, and on multiple symbols.
Rename
We're just showing what comes in from IQFeed, who may apply a filter later for the historical data.
Anyway, we'll take a look at the stream next week and answer it for sure.
Anyway, we'll take a look at the stream next week and answer it for sure.
Thanks.
I'm curious why any volume bars appear in the chart during the after market when the Filter Pre/Post box is Checked.
the image for the above reply is here:
It shouldn't happen... and there are those outsized volume bars again.
I'll have to look into that one too. Thanks for the report.
I'll have to look into that one too. Thanks for the report.
Thanks
I see why it's happening. We're not requesting the fields for extended market trades from IQFeed, so each time an extended hours trade occurs we're using the stale data in the message from the closing trade from the previous session.
It's hard to believe it's always been like this, but if it changed recently, we missed that memo and will get it fixed in the update!
Edit -
I just realized that I had our "Regular Session Open" option selected. We request a different set of fields for "RSO" and expected "extended hour" trades to be ignore completely (i.e., no messages). This could be where the disconnect is - something changed!
It's hard to believe it's always been like this, but if it changed recently, we missed that memo and will get it fixed in the update!
Edit -
I just realized that I had our "Regular Session Open" option selected. We request a different set of fields for "RSO" and expected "extended hour" trades to be ignore completely (i.e., no messages). This could be where the disconnect is - something changed!
Here's what's going on. You also have "RSO" selected. RSO is an option for users who only want to see "Regular Session Only". Only regular session data is downloaded and cached and, the intraday opening prices are corrected with the Daily bars' open.
That said, we'll process streaming a different way so that we're always getting the "most recent" trade, even for extended hours. However, if RSO is enabled, it completely filter extended hours trades. The main reason to preserve that is so that a Form-T trade that is reported right after 09:30:00 doesn't get added as the intraday open. It happens frequently and that's why the RSO option was created.
For now, if you want to see extended hours trading, you need to disable the RSO option and restart WealthLab.
With IQFeed Build 23, you'll be able to simply toggle the RSO option without restarting.
That said, we'll process streaming a different way so that we're always getting the "most recent" trade, even for extended hours. However, if RSO is enabled, it completely filter extended hours trades. The main reason to preserve that is so that a Form-T trade that is reported right after 09:30:00 doesn't get added as the intraday open. It happens frequently and that's why the RSO option was created.
For now, if you want to see extended hours trading, you need to disable the RSO option and restart WealthLab.
With IQFeed Build 23, you'll be able to simply toggle the RSO option without restarting.
Thanks for looking into this.
Just to make sure we are on the same page.
I am intending to use the Regular Session only. I have no interest in seeing pre and post market in my charts.
That is why I posted the first three images. I did not expect to see the large volume spike in what is the space for the first bar in the regular session as shown in image 1.
Image 2 and image 3 are after the regular session open. The first bar in the regular session (image 2) shows an opening price equal to the closing price from the prior day. That price is incorrect. The large volume spike is still present. The correct opening price and volume are shown in image 3 which was taken after I refreshed the chart.
The other two images are in the after market. I just left the charts open after the regular sessions closed. I did not expect to see the volume bars in the post market. When I looked closely at the price data there was a horizontal green line for each price bar position in the after market. All this was unexpected.
I just expected to see price and volume bars in the regular session and nothing else even if the chart was opened before the regular session and remained open after the regular session close.
I'll be watching for IQFeed 23.
Thanks again.
Just to make sure we are on the same page.
I am intending to use the Regular Session only. I have no interest in seeing pre and post market in my charts.
That is why I posted the first three images. I did not expect to see the large volume spike in what is the space for the first bar in the regular session as shown in image 1.
Image 2 and image 3 are after the regular session open. The first bar in the regular session (image 2) shows an opening price equal to the closing price from the prior day. That price is incorrect. The large volume spike is still present. The correct opening price and volume are shown in image 3 which was taken after I refreshed the chart.
The other two images are in the after market. I just left the charts open after the regular sessions closed. I did not expect to see the volume bars in the post market. When I looked closely at the price data there was a horizontal green line for each price bar position in the after market. All this was unexpected.
I just expected to see price and volume bars in the regular session and nothing else even if the chart was opened before the regular session and remained open after the regular session close.
I'll be watching for IQFeed 23.
Thanks again.
Same page!
Good.....
Watching for IQfeed 23,
Watching for IQfeed 23,
IQFeed Build 23 is ready. Let me know if you still see a problem.
IQFeed 23 installed. I did not see any problems in pre market this morning or aftermarket yesterday.
looks good to me.
Thanks
looks good to me.
Thanks
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