Not getting full data in IQFeed
Author: drjaymichael
Creation Date: 8/28/2020 2:47 PM
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drjaymichael

#1
Well, not seeing another way to get good data for WLD I enrolled in DTN IQ Feed. However, I am having difficulty getting the full data. The charts only go back to 8-20-20. The IQ feed people are telling me I need help from Wealth Lab customer service. Help appreciated.

Michael
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Cone

#2
First place to start: Data Loading control. What data range do you have set?

When you create and update a DataSet, ALL of the data available is downloaded. You'll get at least 12 years of history for intraday and far more for daily.
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Eugene

#3
Not sure if you missed it but this has been discussed on the forum several times:

Cannot get IQFeed historical data, posts #10 and #12
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drjaymichael

#4
Yes I created a data set. First I had range set for all data but now set to 1/1/2010 to today. It still only lets me go to 8-20-20. So I am not getting the full data. I am on the phone with DTN rep. Using the IQFeed feed app itself all the data is there. So it's not clear why wealth lab is not accessing it. M
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Eugene

#5
See post #3 above. Not sure if it's an IQFeed provider's issue or a trial limitation but the linked topic should help.
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drjaymichael

#6
The linked topic was not helpful. The days are 8 that I have that appear to have something to do with 8 day limitation on tic data. DTN rep looked at a number of things and we could not get it to work. Said I needed help from wealth lab people. Help appreciated.

Michael
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Eugene

#7
Since it's not very informative, you can follow detailed suggestions in post #12 as a workaround.
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drjaymichael

#8
I understand this is what you are pointing me to?

QUOTE:
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.

The problem is that when I right click on the symbol name there is no option for reloading the symbol data file. Right click on chart gives an option to reload chart history but this is not helpful.

M
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Eugene

#9
If you follow the instructions precisely and not skip #2 there will be such option. Anyway, reading the topic to the end (post #24) suggests that several posters had success deleting the hidden IQFeedStaticProvider folder. Please give this a try and let us know.

P.S. From what I gather in other posts of that thread (#10 for example), if you subscribed to IQFeed just today and haven't restarted the PC you may be receiving limited data.
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drjaymichael

#10
I assume symbol details is simply opening the folder up and identifying the symbol. Otherwise there is nothing called symbol details that I see. I will try to make some sense of all this.
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drjaymichael

#11
Eugene, Re # 2 I don't understand. When you right click on the symbol these are the choices:

Rename this dataset
Delete this data set.
Add symbol(s) to this dataset
Remove this symbol from the dataset
create a new dataset
data manager.

So not sure about the option to reload symbol data file. Please explain.

Michael
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Eugene

#12
Michael, you keep skipping #2 despite I suggested you're doing that in post #9. You right click on the DataSet whereas #2 is the missing step:

2. Click "Symbol Details"
...

There's a button in the Data Manager with that same name.

Anyway, that's just the same as "Reload chart history" that isn't helpful. Therefore let me again suggest that you delete the hidden IQFeedStaticProvider folder and let us know the outcome.
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drjaymichael

#13
HI Eugene. OK here is the statement re that:

I deleted the .WL file for the troublesome tickers In "WealthLabDev\1.0.0.0\Data\IQFeedStaticProvider"

That is not clear enough. If I go to the IQFeed folder this is not there but I suspect somewhere else. I need a more complete path.

Michael
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drjaymichael

#14
OK. I found the file. Deleted it. Now when I set up a dataset it says no data. Not good. M
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Eugene

#15
Great. Now you have to update the DataSet.
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drjaymichael

#16
What do you mean? I had deleted previous data set. This is a new data set that I set up. Click on symbol and says no data.

M
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Cone

#17
For ad-hoc data requests, turn on File > Data On-Demand.
For fast backtesting make sure that "on demand" is off.

Otherwise, use the Data Manager to update by DataSet or all symbols for a Provider.
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Eugene

#18
Highlight it and click "Update DataSet". It's all in the User Guide.
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drjaymichael

#19
OK I restarted WLD and I get some data back -- but still only to 8-20-20. I am thinking of uninstalling and reinstalling IQ Feed. Do you think this will help?
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drjaymichael

#20
Hmmm. Well this is new. I set up dataset for daily. And lo and behold I get databank to 2010. However when I set up data set for minutes and click on the symbol it again says no data.

Michael
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drjaymichael

#21
I just checked time and sales IQFeed app and that data is there. It is just not getting into wealth lab. M
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drjaymichael

#22
Hello again. Success!! Did update data in data manager and somehow this time it worked for all 3 time frames I use, daily, 5 minute, and 1 minute. Thanks as always for the help.

Michael
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Eugene

#23
Glad to see it finally works for you!
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drjaymichael

#24
Hi. Also I wanted to share what I think made the difference. I uninstalled IQFEED in WLD and then reinstalled it. Once I did this all worked OK. Michael
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Eugene

#25
Reinstalling the provider extension is useless but harmless. It's the restart ofWealth-Lab, IQFeed client or your PC that might have made the difference.
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edwkelly

#26
I am not getting up to date 60 min bars regardless of what i try (I have gone through the recommended posts). All the other intraday (3,5,15,30) bars are ok. I have even deleted the 60 minute folder in IQFeedStaticProvider and reloaded from scratch.

I keep all the datasets updated and have Update on Demand off (as previously recommended by Eugene).

It seems most of the symbols 60 min bars are just stopping at 8/25/2020.

I have attached a good 15 min pic, bad 60 min pic and the last Data Manager update log.

Thanks

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Cone

#27
Since the update log actually shows that you're even getting 60-min data for today, I can only assume that the Data Range setting for your chart is set to end on 8/25/2020. If you can confirm that that isn't the problem, we can continue thinking of what else might be the problem.

P.S. JPG - wrong choice (blurry images). Use PNG.
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Eugene

#28
According to the data update log, 60-min SPY is up to date (up to even Sep 1 premarket). Your data loading range may be incorrect. Also, make sure that "Data range" in WL's Preferences > Advanced Options > Save the following items... is UNchecked.

P.S. Your screenshot looks terrible. Choose full-size PNG next time please!
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edwkelly

#29
None of the above, as far as I can tell. Question is why just 60 min bars not loading when all the others (3,5,15,30) are ok?
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Eugene

#30
1. Is this for all 60-min symbols?

2. Could you uncheck IQFeed in the Market Manager as suggested below and reopen the chart? Just trying to discard a possible impact of this factor.

Market Manager

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edwkelly

#31
Yes all 60 min bars are incomplete, it seems most just stop at 8/25/2020 at 4pm but SPY, for example, stops at 8/25/2020 at 2pm.

Unchecking the provider as requested resulted in no change.
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Cone

#32
Pretty bizarre problem, especially considering the data update log.
Try this: Launch a 60-min chart, right click, and Refresh Chart History. Any change?
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Eugene

#33
Please disable Streaming for 60-min. I'd like to see how the raw static data looks like.

P.S. It's quite strange that your leftmost chart says AFL 60 Minute in its title while showing a SPY monthly chart. Perhaps an effect of linked charts.
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edwkelly

#34
No change. Attached is a new 30 min and 60 min chart (without strategy). Notice the dates.
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Cone

#35
Okay thanks. I must have introduced an error for the "regular" 60-min bar convention when add the option for the "Wealth-Lab convention". I'll investigate and get that fixed. Sorry for the trouble.
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edwkelly

#36
QUOTE:
P.S. It's quite strange that your leftmost chart says AFL 60 Minute in its title while showing a SPY monthly chart. Perhaps an effect of linked charts.


Not exactly sure which chart you're referring to but what I have been doing, for 60 min charts, is stretching the 60 min chart over the other ones in the Workspace to get a better view. This workspace includes a monthly, weekly, daily and 60 min chart. The last two postings are singles with no strategy and no streaming.
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Cone

#37
@edwkelly,
I see the error and will get it fixed ASAP.

I just discovered that customers who select Regular Session hours will be forced to use "Wealth-Lab hourly bar timestamp convention". This is because when we request bars with a 0930 starting time, that presumably becomes the origin of the hourly bar, so the first bar is 10:30, then 11:30, etc.

I guess I can leave the option there for 24-hour bar users collecting after-market data, though it's not clear to me who would actually use it.
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edwkelly

#38
I am not sure if there is anything i can do now or do i need to wait for the fix?
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Cone

#39
Look for an update in the Extensions Manager in maybe 60 minutes. I'll make a post with the changes.
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