New IQFeed plugin v.1.7.0

New, much improved version of IQFeed plugin has been released now.
The plugin now requires new IQFeed API 4.1.2.

KEY IMPROVEMENTS:

  1. updated to support new IQFeed API 4.1.2.0
  2. socket code completely rewritten to use asynchronous sockets instead of multiple threads and synchronous sockets
  3. backfills are now much faster and less CPU hungry
  4. during backfill AmiBroker charts are refreshed after arrival of every 5000 bar packet which gives better user-experience (no need to wait until entire backfill is completed)

More information, download links, installation instructions at:
http://www.amibroker.com/iqfeed.html

6 Responses to “New IQFeed plugin v.1.7.0”

  1. Duke Jones
    September 9th, 2006 | 4:32 pm

    Tomasz, Thank you for the improvements. Previously I would have problems of an exploration or scan hangning on certain symbols as it would backfill but no longer. Great job again!

  2. mike levinson
    September 11th, 2006 | 10:23 pm

    Thanks. In the future if we could have a sense of what you are developing that would be great. Just a few weeks ago I prepaid my esignal for a year to get better prices and now I wish I hadn’t. If there was a way to keep current users informed of what is being worked on and released in the next 3 months (or so) I would have avoided doing this and waited to test this first.

    Thanks for working on it, though. Maybe I can switch next year.

  3. September 12th, 2006 | 1:52 am

    Mike,

    Thank you for your comments. Unfortunatelly as far as plugins are concerned it is very
    difficult to give you 3 months advance information because plugins rely on 3rd party APIs.
    And as some data vendors (Interactive Brokers and DTN/IQFeed) update their APIs quite often
    and without any 3-month-in-advance information we are not able to provide such advance information as well.

    When it comes to features being worked on in AmiBroker itself – the Feedback Center
    at http://www.amibroker.com/feedback/ serves this purpose – each thing that is being worked on has “being worked on” status and features scheduled already for implementation have “planned” status.

  4. Jay
    November 2nd, 2006 | 3:30 pm

    Tomasz,

    Excellent work going on from your team. I do have one request which I think I mentioned it to you. I am using (Stock) database with 15min base time interval and intraday setting to allow mixed EOD/intraday data. When I update EOD data using AmiQuote, it updates properly. But with IQFeed plugin active, when I go to intraday for any symbol, if there is no data, it initially just backfill for 2-3 days worth of 1min data. When I select for backfill from plugin menu, it pulls all possible 1min intraday data (~3 months). It will be nice if we don’t have to force backfill, and let it pull all possible data as option. Also, if you can provide option to backfill all possible intraday and/or EOD data from IQFeed for group of symbols, it will very useful. Like selecting watchlist and right clicking to backfill.

    Also, I have noticed that plugin sometimes keep gap. For eg. last intraday data in DB is for 3/10 and when we force backfill say on 11/2, and data is available back upto 5/19, it leaves gap between 3/10 – 5/19. If we have option to select “clean gap”, it clears any data before say 5/19 from DB. That way, if we backtest intraday, it gives proper results.

    Its a long post, but I will appreciate if you can keep this on your list.

    Thanks much,
    -Jay

  5. November 2nd, 2006 | 3:54 pm

    Well the behaviour you descibe is just because you have imported EOD data and then IQFeed
    will just backfill from the last quote present already in the database (the EOD quote).
    If you added symbol first in IQFeed database and allowed it to backfill automatically and LATER imported EOD quotes you would not have that problem.

    Anyway, this is going to become thing of the past as future version of IQFeed plugin will
    work with mixed mode internally so it will download both intraday and EOD and there will be
    no need to import EOD quotes anymore.

    As for deleting old quotes – you can delete them usign Symbol->Quote Editor (mark first quote to delete, press and hold down the SHIFT key and then select last quote to delete – the range will be marked this way – now if you click delete, it will delete all quotes marked.

    I may provide quicker (chart-based) method in the future.

  6. Jay
    November 2nd, 2006 | 6:22 pm

    Thanks Tomasz, for very quick response.

    It will be good to have internally automatically fill all gaps intraday or EOD, as long as its available from IQFeed historical data, once the new API is available from IQFeed. Also, to have option to clean all data before gap from where data is available intraday/EOD. Something we can apply for group of symbols or whole DB will be good, as it will be time consuming to clean each symbol individually as you suggested.

    Again, thanks for information.