Minor update here with these changes:
2020.09.19
o Save settings file after each selection event (and when Wealth-Lab exits, as before)
o Split adjustment fixes, especially for a split reported before ex-date
1) intraday data could have split during the market session prior to ex-date
2) do not split Daily cache before IQFeed actually processes the split on their end
3) request 3 days of Daily data (instead of 2) in case IQFeed doesn't promptly split.
To determine if IQFeed has processed the split in daily bars, we compare the ratio of the requested bars that overlap with the the cache. Note that in the case of TREX last week, IQFeed hadn't processed the split for 2 days after ex-date
o Do not apply corrections to intraday openings until 3 days after a new split.
o Minor updates to message parsing to avoid occasional errors due to malformed messaging
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Where or how can I get the previous version of IQFeed?
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Maybe Robert can send it to you privately in a support ticket. Is there a reason why you're asking?
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I have problems with streaming symbols after I updated IQFeed and I turn-on the strategy monitor.
However, after some time debugging, I uninstalled Wealth-Lab and reinstalled it and the extensions.
It is working now if I do not use the strategy monitor but I will test my saved workspace at market close and after.
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Although a lower priority, it would be nice (and faster) if Strategy Monitor would use the static disk cache rather than the on-demand data fetch when the on-demand updates checkbox is unchecked. Right now, for IQFeed v2020.09.12, it employs the on-demand data fetch for "Run this strategy now" (for Daily bars) in SM even though the on-demand updates checkbox is unchecked and all the Daily static data is up to date.
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That's part of a pending optimization that I mentioned in the other thread - to check if updates
could be available before sending an on-demand request. It's on the To Do list.
Of course, for Daily bars that reminds me of
this discussion in which the Fidelity provider included post market trades until corrections were applied. If you updated before the corrections were applied you were "stuck" with the post market data until the end of the next day when the following day's update would correct the previous day's bar. We'll have to see if the same case applies at IQFeed for Daily bars.
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If you [post market] updated before the corrections were applied you were "stuck" with the post market data until ... the following day's update
I remember that. Well, being "stuck" with the wrong previous-day's price data isn't ideal for the next trading session. I suppose one could
unconditionally update
all stocks--including those post market on-demand fetch prices from the previous day--during the following morning. It would increase the morning's download time, but at least you would have the right prices from the previous day's Close.
This means a stock trading the previous night would suddenly not be a trade the next morning, and vice versa. I wonder how pajama (i.e. EoD night) traders would feel about making trades the night before only to have those trades disappear (post correction) the next morning? I suppose that's going to remain a problem regardless of the implementation.... Interesting. Bottom line, if you're making trades on "bad data" the night before, regardless of implementation, there's going to be surprises.
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...Strategy Monitor would use the static disk cache rather than the on-demand data fetch when the on-demand updates checkbox is unchecked.
I actually missed the part about the Strategy Monitor.
How about this...?
If the session hasn't started AND the data are updated to the end of the previous session, load the bars from cache. That would help, right?
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If the session hasn't started AND the data are updated to the end of the previous session, load the bars from cache.
Yes, that sounds like a plan to me. I update the static data in the morning an hour before the market opens, then run the Dailies in SM. That's the way everyone should be doing it, and that should be stated in the WL User's Guide (explaining that it makes execution more efficient while catching overnight market corrections).
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On a slightly different issue, the Trade Type column in Strategy Monitor and the Quotes window use to work in August, but after updating the IQFeed provider in September, that Trade Type column is now blank. See the screenshot below.
You know, it might be since Fidelity brokerage data is no longer available to WL since July, it just blanks out the Trade Type column. But it did show something in there in August (after the WLP to WLD migration) a month or so after Fidelity brokerage data was made unavailable. Strange.
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EUGENE: post moved from
Trade Ticket
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Simply press Ctrl-T to make it show up (and again to hide).
Thanks for the help. I never knew about the Ctrl-T trick. Usually there's an icon button that brings up the Trade Ticket instead.
I'm assuming the GetQuote() method (mentioned in the screenshot below) will be supported in a future release of the IQFeed provider then. Cool. I'm running IQFeed v2020.09.19.0 now. (I don't use Paper Accounts, so I don't need that part.)
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Thanks for the heads-up. It should be an easy fix.
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I don't know what's going on there. Another user got that message with 2020.09.11 (where it was also supported) and he said 2020.09.19 fixed it for him, even though nothing was or could have been done to change it. The GetQuote method is implemented and is public, so right now it's a mystery why the Paper Provider doesn't always see it.
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Thanks for Post# 12. I restarted WLD and tried it again. Got the same error message. Then I pre-authenticated and tried it again. Now Bid/Ask boxes show up blank (since the market is closed on Saturday). But I "think" something might be working if one restarts WLD and authenticates before doing the Trade Ticket. I won't know for sure until the market opens on Monday. Perhaps the IQFeed provider should invoke the authentication dialog if the user isn't already authenticated to avoid the GetQuote() error.
At least for my WLD install, one needs to authenticate each time WLD is restarted.
However, the Trade Ticket button never shows up like it did in WLP. I don't think pre-authentication changes that.
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Eugene told me that problem was due to the obfuscation. Should be fixed (though admittedly untested) in v.2020.09.26 available now!
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