IQFeed - indicators sometime lagging by one bar

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naomix
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IQFeed - indicators sometime lagging by one bar

Post by naomix » Sat Oct 14, 2017 6:27 pm

Wondering if anyone else has the issue where sometimes (after the close or on a weekend), Wave59 indicators won't update for the last bar (when running on IQFeed).

For example last night (Friday night), I was able to get the last bar for UltraSmooth momentum on a daily stock chart, i.e. fully updated. But now on Saturday morning, it is only showing the indicator through Thursday's close.

Thanks!

Simon.B
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Re: IQFeed - indicators sometime lagging by one bar

Post by Simon.B » Sun Oct 15, 2017 2:55 pm

I believe that it’s IQ-Feed issue, and has to do with them doing limited updates on weekends, I have seen this many times but mostly on weekends. By the way - you will see this with E-signal also and it all gets straightened out by Sunday afternoon.

naomix
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Re: IQFeed - indicators sometime lagging by one bar

Post by naomix » Mon Oct 16, 2017 2:27 am

Thanks Simon -- that is helpful to hear that it's not just me having Saturday indicator lag.

Fyi, I think I figured out why I'm having the issue on weekdays -- I had my daily charts looking at 9:30am until 5:15pm as the session time, hence my charts wouldn't update til 5:15pm every night :) :)

naomix
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Re: IQFeed - indicators sometime lagging by one bar

Post by naomix » Sat Oct 21, 2017 8:35 pm

Happened again today -- IQFeed not updating on a Saturday, until 4pm EDT, then the indicators update fine. So the issue is only during market hours on Saturday.

naomix
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Re: IQFeed - indicators sometime lagging by one bar

Post by naomix » Mon Nov 06, 2017 6:54 pm

Having another issue on single stock Daily charts - it's taking the chart a minute or so to draw today's bar (during the trading session). Date feed seems fine because Intraday charts are working okay, but the Daily needs to sit open for a minute or so before it will show me today's bar (and then the daily bar updates with price as expected). Strange issue, and also oddly it's mostly on small caps (not on major names).

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earik
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Re: IQFeed - indicators sometime lagging by one bar

Post by earik » Tue Nov 07, 2017 5:42 pm

Hi Naomix,

That's actually on purpose. When you request history from DTN on daily bars, they don't always include the current day. So we download what we can get, then we send out a separate "snapshot" update request, part of which contains today's OHLC info. Once that shows up, then you get today's bar. I think that on their end they wait for a trade to send over that snapshot update, which is why it can sometimes seem delayed compared to the history request, especially on small cap stocks which don't trade as frequently.

Earik

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