IQFeed spikes on intraday streaming charts of SPY
Author: edwkelly
Creation Date: 10/19/2020 8:16 PM
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edwkelly

#1
I am getting data spikes while working with SPY, intraday with streaming on. Not sure if this would occur with other symbols but is consistent with SPY.

Attached are two pics with a spike on the last bar of the day and then without it after refresh (GO).

If I don't refresh then spikes would be all over the charts seemingly random.

It doesn't seem reasonable this is an IQFeed issue?
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Cone

#2
One thing about ticks, you get them all, as reported. You can filter spikes by percentage in Wealth-Lab using Preferences > Streaming > Bad Tick Filter. Anything less than a 1.4% filter would have taken care of that one.

If it was removed from the historical data, it must have been a busted trade or something of the sort. You can chase down ticks and their trade condition codes yourself using the tools provided by IQFeed.

p.s. Getting a bad tick here and there these days is nothing. Did you see what streaming data looked liked 15 or 20 years ago? Today it's pure joy!
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edwkelly

#3
Ok thanks
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