Cannot get IQFeed historical data (Resolved)
Author: ClockDrift
Creation Date: 7/28/2020 4:51 PM
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ClockDrift

#1
Hello, I am in the process of migrating from FWP to WLD, and so far all going well except that I cannot get IQ Feed historical data. I have a paid (non-trial) subscription to IQ Feed (as recommended in migration email) and the IQ Feed chart app (and other DTN/IQ Feed apps) have no trouble getting historical bar data (15min, 60min and dailies). I tried closing and restarting WLD, re-authenticating WLD, manually running WLD Data Manager Tool, etc.. Any ideas on what to try next?
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Eugene

#2
Could you describe exactly what happens? What are the steps you're taking? How do you determine that you have trouble getting the historical data?
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ClockDrift

#3
Sure, here goes...
* First, confirming IQ Feed works, check Feed Stats, connected; launch IQ Charts, pull up various symbols, daily, 60min, and 15 minute bar data going back to Jan 1st, 2020; all works fine from this very same workstation confirming IQ Feed connection
* Launch WLD, v6.9.23.1, just installed a few days ago
* Open chart (not even a strategy, just a chart)
* Select date range Jan 1, 2020 to date, and daily scale in Scale window
* Select "Active" IQ stock group
* Select security (e.g., Micron, symbol MU)
* Click Go
* Chart displays historical daily data OK
* Select 60 min scale, and chart displays only two days historical data (yesterday and today so far)
* Select 15 min scale, same result (yesterday and today so far, no other history)
* My 15min and 60min strategies won't run at all without several months of history
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Eugene

#4
Have you...

1. updated historical data in the IQFeed intraday DataSet?

2. selected IQFeed as the streaming data provider in Wealth-Lab's Preferences > Streaming Data?

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ClockDrift

#5
Regarding questions above:
1. No, that's that I am trying to accomplish.
2. Yes. Did that. Confirmed via preferences settings.

I've tried re-creating the data set using different scales, doesn't seem to help.
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Eugene

#6
Select "All Data" in the date range dropdown, making sure that appropriate intraday scale in selected in the Scale box. What happens now?

QUOTE:
1. No, that's that I am trying to accomplish.

So you've created the intraday 15-min DataSet and waited to update it. How does the data update log look like?
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ClockDrift

#7
Well, some progress here ... I get 1-minute data for the whole year ... so IQ Feed connection is working. My WLD chart shows 1-minute data back to Jan 1 2020 now. If I select (via WLD scale dialog) 15 minute or 60 minute the chart only shows yesterday and today.

Update log attached.
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ClockDrift

#8
Sorry, some issue with posting the attachment.
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Eugene

#9
So far so good. Whatever is downloaded (e.g. SCCO 149 bars) gets shown. If you switch to a 15-min chart of TWTR you'd see 90764 bars.
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RichJSails

#10
The IQFeed account configuration is not as straight-forward as it seems. Here's what I learned with help from their tech support chat team:

1) On a paid account, the beginning date is not clear. For example 7/27/2020 (mine), streaming became available at midnight 7/28/22020

2) Streaming Data is delayed 15 minutes unless you add "Level 1 Data" for NASDAQ and NYSE (each are $7/month). You also have to complete and submit the NASDAQ and NYSE "Non Professional Trader" documentation.

3) Restart of the IQFeed alone isn't enough after finishing #2... Reboot is required for that first Real-Time session.

In the end... IQFeed streams tick data marvelously, and it doesn't suffer from any of the problems I experienced with Fidelity when loading workspaces during the active market session.
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ClockDrift

#11
Thanks Rich and thanks Eugene for giving this yet another look. Yes, I went through the IQ Feed learning curve going through the same steps 1-3 as indicated above; I did that yesterday and got all that working just fine. I too noticed that when in streaming mode the chart display is updated frequently just as desired, it looks great.

Eugene on my view of historical data though, I got TWTR fine but not SCCO or MU or other symbols.

So I deleted all stock groups, re-ran data manager selecting delete data not in stock groups. My data folder was still, however, heavily populated, but I guess that's a side show. I went back, rebooted again, restarted WLD, and recreated my stock groups, except this time selected minute data at 1min interval and it worked (meaning historical data now appears in my WLD charts). I did same and selected 15 and 60 minute interval and historical bars show up in WLD charts now too. Good. I noticed, though, that I had to right click the WLD chart and select reload history, even though I have 'Update Data on Demand' selected in preferences. Is this expected behavior? Anyway ... I am much farther along than before.

Lastly, and this is an important even though slightly off the original post subject line, the 15 and 60min bars as downloaded from DTN IQ Feed have pre- and post market data (a strange 27 bars/day of 15min, and 15 bars/day of 60min). For me this is awful, I can write some C# code to get around this most of the time but it wreaks havoc on the visual indicators. I am praying there is a way to turn OFF pre- and post-market historical data.
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Eugene

#12
QUOTE:
the 15 and 60min bars as downloaded from DTN IQ Feed have pre- and post market data

We've got you covered. The pre- and after-market data can be effectively disabled with a few clicks using a built-in tool known as the Market Manager. Follow this KB article on how to set things up:

Data | Market Manager

QUOTE:
I noticed, though, that I had to right click the WLD chart and select reload history, even though I have 'Update Data on Demand' selected in preferences.

Not sure what's happened. From what I see the IQFeed provider isn't programmed to deliver 'crippled' data when, for example, on demand data update is activated and a short data window is chosen for an intraday scale. It should backfill you with the whole history available.

Anyway, selecting "Reload Chart History" is counterproductive with dozens of symbols involved. In addition to a geeky way of deleting the underlying .WL files on the disk, there are two ways to reload data from WLD:

A. The quickest way is to use the Data Tool addin

B. Or use WL's built-in tools:

1. Highlight the IQFeed DataSet
2. Click "Symbol Details"
3. Click on the first symbol, then use keyboard shortcut Shift-End to select all symbols (or do this with your mouse)
4. Right-click on the selection and choose "Reload symbol data file". The cached data is purged.
5. Update the DataSet to reload the data from scratch.
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ClockDrift

#13
Thanks so much, I will definitely be giving the Market Manager and tips above some work today.
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pestocat2

#14
I installed Wealth-Lab Developer and connected to IQFeed for data streaming. Also I agreed to Data streaming after I saw free 4 day data. The problem is that after starting data streaming I don't get my strategy to display anything beyond the free data. I contacted IQFeed and the support person lead me through the process that shows I really do have the data available. He mentioned that maybe that free data in a file somewhere is blocking the normal streaming data. Where on my PC is this data stored so that I can delete it and then start the stream.
Take Care
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Eugene

#15
QUOTE:
He mentioned that maybe that free data in a file somewhere is blocking the normal streaming data.

Your description sounds like if your IQFeed data update log would look like the one in post #9. Can you check this? If so, read post #12 above.
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Cone

#16
fwiw,
What do you mean by the "free 4 day data"?

Can you verify:

1. IQFeed is checked in Preferences > Streaming
2. And, you clicked the "Stream" button in the lower right corner of the chart. (If you don't see the button, make sure to Show the chart Status bar. The icon for that is in the Chart Toolbar.)

If that doesn't help, please attach a screen shot.
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pestocat2

#17
Streaming for IQFeed is checked for streaming in Preferences. The Steam button shows steam as you can see. The 4 day free data is the try-out for IQFeed. See attached.
Take Care,
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Eugene

#18
Read post #10 above by RichJSails. Looks very much like it.
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pestocat2

#19
A little progress. If I set the Scale to 15 minutes or 30 minutes, then I see the streaming data. As I mentioned before it's that 60 minute data that is in the files that is keeping me from getting new fresh data. So how can I delete the 60 minute data that I have.
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pestocat2

#20
I fixed it. I followed the advice you gave to the person in "Getting No data from Yahoo Provider". I went the folder you mentioned and deleted the 60 minute data. Restarted WLD and all is OK. Thank you.
Take Care.
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Eugene

#21
That's post #12 above. Good to know it works for you. Not good is that it's happened again to IQFeed user. :/
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edwkelly

#22
These symbols are in a watch list and all work with Pro & Fidelity data and with IQFeed's data and client tool

ABMD AIG AIZ AME BLUE CAG CNDT CTSH CWT DRI ES GBTC GLD HPE IRM MAA MANT MSFT MTB NEO NI NUVA PLD PRTAX PVH SLG SPY UAL WEAT WEC XLRE

The problem is these symbols do not work with Dev and IQFeed's data

ABMD AIG CAG CWT HPE MANT PRTAX

Running them with my software gives the attached error because Dev is only providing six bars of data regardless of the range requested.

IQFeed support suggests I talk with you to ensure that I am using the "right symbols for their software" which I am trying to understand what other symbols you'd require in their place? And, if that's the case is there some sort of mapping I should be aware of?
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Eugene

#23
QUOTE:
Running them with my software gives the attached error because Dev is only providing six bars of data regardless of the range requested.

Looks like another case. Please see post #12 above.
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rickhibbs

#24
After I signed up with IQFeed, I had some symbols that would display the limited trial data, but data manager would not download previous historical data. I deleted the .WL file for the troublesome tickers In "WealthLabDev\1.0.0.0\Data\IQFeedStaticProvider" and it worked.

Also, you can copy DrawingObjects.Standard from you WLP file and keep you chart notations.

Also, Fidelity didn't provide off hours data but IQFeed does and they can't stop it. But, Tools\Market manager solves that. If you have volume based indicators the low off hours volume thwacks them.




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pestocat2

#25
I'm having trouble with IQFeed on my laptop. I'm not getting the data feed. I use 60 minute bars and not receiving data. This has been fine since July, but not today. I'm authenticated so that can't be the issue. I checked the feed on my PC and that's OK. I use them only one at a time.
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Eugene

#26
In July you were able to fix your issue (see above).

Otherwise we'd appreciate more details than "not receiving data" which isn't specific.
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Cone

#27
Without knowing more, try restarting everything. Close Wealth-Lab. Make sure that the IQFeed client closes too after about 30 seconds - check that the IQFeed Connection Manager closes and then check the Windows Task Manager > Details that iqconnect.exe isn't running either. If it is, click on it and End Task.

Start Wealth-Lab, start a streaming chart or request on-demand data... works?
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pestocat2

#28
Found the problem, I had the last date for data set to 10/2/2020. Reset the date and all is well. Sorry about that.
Take Care.
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