I am trying to use an iQFeed Dataset in Strategy Monitor but it looks like the data is still being polled from Fidelity. Is iQFeed supported in Strategy Monitor?
Thanks.
Size:
Color:
Yes, it is supported.
What makes you think so? Could be an external symbol not recognizable by IQFeed, or a direct pointer at a Fidelity DataSet in your script with the help of the GetExternalSymbol overload.
Size:
Color:
The strategy is very simple (1 line) and the DataSet is unique to iQFeed ( AAPL DELL HPQ IBM MSFT QQQ SPY) however the symbols do exist in other Fidelity DataSets - it seems that it is polling and waiting instead of getting the bars at the close of the minute from the realtime feed.
Any insight?
CODE:
Please log in to see this code.
Size:
Color:
I don't feel like dealing with what "seems". Could you show me the Strategy Monitor log?
The IQFeed provider undoubtedly works properly. Maybe you have a delayed IQFeed subscription.
Size:
Color:
In looking at the log and after talking to iQfeed minute bars are requested from their server. They do not build locally any bars from tick data - it takes over 20 seconds to update 500 stocks in strategy monitor. Hopefully the Fidelity updates will be much faster in 6.4.
Size:
Color:
Minute bars, that's right. No bars are built locally from tick (or whatever) data: N-minute bars are requested from IQFeed API.
Size:
Color: