160831 ODES OF JOY

Post any software related questions or comments here. This is also the place to ask for help if you can't figure out how to do something in Wave59.
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JGL
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160831 ODES OF JOY

Post by JGL » Wed Aug 31, 2016 7:53 pm

H59 DATA FROM I B YET IB'S TWS CHARTS LOOKS FINE.
I CAN'T GET SPREADIB DATA DOWNLOADER TO TAKE SPY_STK_SMART_USD.
THE DOWNLOADER DEFAULT SYMBOLS THAT ARE ALREADY LOADED STREAM DATA.
PLEASE VIEW ATTACHMENT.
ODES OF JOY :-)
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earik
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Re: 160831 ODES OF JOY

Post by earik » Thu Sep 01, 2016 4:46 pm

Wow. I haven't seen a chart like that since back during the satellite feed days. :? I wonder if TWS has a bad-tick filter on their charts or something. That's what I used to have to do back then... What do you think about going to IQFeed? Not only will the data be clean, it will also be unfiltered, which means that you don't get summary updates, but every trade that actually happens. It will have a noticeable impact on technical indicators.

Earik

JGL
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Re: 160831 ODES OF JOY

Post by JGL » Fri Sep 02, 2016 3:16 am

I thought about IQ data feed. What is funny is that my Multicharts Pro Realtime Charting and auto-trading Portfolio Manager System whick takes IB data from TWS and filters the data so the charts never blowup.
The IB data for the funded acct. is free.
They did imply that their api programmers would be willing work with the Wave59 programmers so their chart data would be clean and uninterrupted.
Their Brokerage client base is expanding which would help Wave59.

I am paying 30 per mo to CSI for eod data for murrey math.
and 30 per month to Vantage Point Inter-market neural net eod data for near future predictive analysis.

Which IQfeed selection do you recommend.

Jeff

JGL
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Re: 160831 ODES OF JOY

Post by JGL » Fri Sep 02, 2016 3:17 am

I forgot to mention that IB api tech support says their data is filtered.

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earik
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Re: 160831 ODES OF JOY

Post by earik » Fri Sep 02, 2016 4:19 pm

Hi Jeff,

IQFeed is all one thing, but there are different add-ons depending on which market you want. Go here: www.iqfeed.net/wave59 and you can see it all. You could dump CSI if you had them, as they'll also provide EOD data. You want unfiltered data, rather than filtered. Filtered means they don't give you every tick, they give you summaries. In IB's case, I think it's a few times per second. They do that to save bandwidth, since the data is free. IQFeed is unfiltered, which means you get every single trade.

Earik

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