Wave59 Technologies

Dear Earik,

I downloaded and viewed the order flow webinar and was quite impressed by it.
For the moment its compatible only with IQFeed data.

IQFeed does not provide intraday data for my countrys exchanges.

I wanted to request you to enable order flow module for esignal data, if thats not asking too much.

It would be a great add to my current setup.

Regards,
Nirav,

Hi Nirav,

Sorry to hear IQ doesn't support the markets you are interested in. Which ones specifically are you looking for?

Earik

earik wrote: ↑

Thu Oct 26, 2017 5:06 pm

Hi Nirav,

Sorry to hear IQ doesn't support the markets you are interested in. Which ones specifically are you looking for?

Earik

Hello Earik,

Im looking for Multi Commodity Exchange - India. Instrument - Crude oil futures.

The instrument derives its price from WTI crude and USDINR. Both at times go in opposite directions.
The order flow would be a very handy tool for me.

The leverage that i get from my broker is significant. A 15 cent move on crude priced at 52 dollars doubles the account size, if i trade the whole account. Blows it too if it goes the other way,

I understand you mentioned in the webinar that the order flow tool would end up giving scalp trades. With the kind of quantity i can move, im very keen on exploring order flow.

I hope a solution/workaround can be found for enabling it for esignal

Regards,
Nirav.

Hi Earik,

Can my request for order flow on esignal be dealt with a workaround ?
If not, id like to request you to add it in the next Wave59 update.

Regards.

Hi Nirav,

There isn't a workaround for this, unless you can build a program that can take eSignal data and emulate the IQFeed API. That's technically possible, but I don't think it exists anywhere. We actually dropped support for eSignal a couple years back, so building anything new for them isn't really an item I'd expect to see show up anytime soon. Is there some other data feed that supports your markets?

Earik

Where can I obtain the order flow module? Is there and additional fee?

dwedding,

It is just part of Wave59 Pro.

File -> New -> OrderFlow Chart

I think the limitations as it stands right now is that you need to be using the "experimental" IQcollector (which has been working quite well for me for the past 6 months). IQcollector relies on DTN IQFeed to get the data at the tick level. Then you need to ensure Wave59 is set to use IQCollector for the data:

File -> Data Setup -> (Choose IQCollector)

"experimental" IQcollector (which has been working quite well for me for the past 6 months)."

Does that mean that the IQ collector issues have been resolved?

Todd

Hi Todd,

Depends on which issue you are talking about... Still haven't figured out how to reconcile the differences between historical downloads and real time updates with some of the new volume bars (energy bars, etc). Should be OK otherwise though. Should work pretty well for the OrderFlow module.

I'm trying to pull all the individual collectors together into one big collector. So History59, IQCollector, etc. I've been debugging the Oanda part of that for a month now, so I'm definitely caught in the weeds over here. But once it's done, all this stuff should be a little more streamlined than it is now.

Earik

Earik,

Right -- I remember the volume bars/energy bars doing some unanticipated things. That's what I meant.

Todd