Hi, I built two ^SPX data sets. One with 5 second intervals and another with 10 second intervals. In both cases in streaming mode, Yahoo returns data mostly in 30 second intervals. I tried this with or without a strategy with the same result.
When I tried it in October, I was able to get 5 second interval data back.
Would you happen to know if there has been a change with Yahoo?
It would be good to know what you get.
Any suggestions are appreciated.
Thanks!
When I tried it in October, I was able to get 5 second interval data back.
Would you happen to know if there has been a change with Yahoo?
It would be good to know what you get.
Any suggestions are appreciated.
Thanks!
Rename
The Y! "Streaming" provider is just a continuous loop that polls for data every 5 seconds.
Providers often do not update index data except at 15 or 30-second intervals. That's probably what you're seeing for Y!. If you need more a real-time stream for indices, you'll need a real streaming provider like IQFeed... though broker providers like IB will update it very quickly too.
Providers often do not update index data except at 15 or 30-second intervals. That's probably what you're seeing for Y!. If you need more a real-time stream for indices, you'll need a real streaming provider like IQFeed... though broker providers like IB will update it very quickly too.
In that case I would receive data every 5 seconds but 6 consecutive data points would have the same value. Instead, I see data every 30 seconds. Rarely do I see the next data within 5 seconds. I am wondering if WL8 is taking its time. Or, Yahoo returns data every 30 seconds. Could it be that WL8 adapts to what it sees so it starts asking for data every 30 seconds?
I am using Yahoo's 15 second delayed data to get things going. Will switch to Schwab if it provides data or IBKR. Would it be possible for you to try streaming ^SPX from Y! at 5 second or 10 second intervals. This way I will know if I am doing something wrong or it is Y!.
I am using Yahoo's 15 second delayed data to get things going. Will switch to Schwab if it provides data or IBKR. Would it be possible for you to try streaming ^SPX from Y! at 5 second or 10 second intervals. This way I will know if I am doing something wrong or it is Y!.
It's simply requesting every 5 seconds.
Being 15 minutes delayed, why the concern if updates are 5 or 30 seconds?
Use IB instead.
Nonetheless, I see the problem. The recent fix for better Volume reporting 'broke' the update for instruments that don't return volume. We'll make an exception for currencies and indices. Fixed for Build 107.
Use IB instead.
Nonetheless, I see the problem. The recent fix for better Volume reporting 'broke' the update for instruments that don't return volume. We'll make an exception for currencies and indices. Fixed for Build 107.
Using Y! 15 seconds delayed quotes to bring my WL6 code up into WL8. To make sure the results match. Each day I run WL6 and WL8 and compare. Almost there. Have time till June 30, 2025.
What you are saying matches my experience. In late October I was seeing 5 second return intervals for ^SPX from Y!. But recently this went up to 30 seconds. In one case I saw a 5 second interval.
You indicate this issue was fixed in build 107. I have been using 107. Would it be possible for you to try at your end? My data sets for this experiment have 5 and 10 second intervals. Using a chart without any code. Bringing my code into it does not make a difference. This code runs in less than 0.5 seconds. Thank you!
What you are saying matches my experience. In late October I was seeing 5 second return intervals for ^SPX from Y!. But recently this went up to 30 seconds. In one case I saw a 5 second interval.
You indicate this issue was fixed in build 107. I have been using 107. Would it be possible for you to try at your end? My data sets for this experiment have 5 and 10 second intervals. Using a chart without any code. Bringing my code into it does not make a difference. This code runs in less than 0.5 seconds. Thank you!
I was using my bad memory. It will be 108.
Thank you1 Looking forward to it.
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