• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Minute Data for OTC Stocks on IQ Feed

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Minute Data for OTC Stocks on IQ Feed

    Hey guys, when I run my code on OTC stocks for IQFEED, it appears that minute data is not working properly or is not available in this product, but the daily data is, is this not available in the IQFEED data provider? Should I switch to a different provider?

    Thanks,
    EliteTradernyc

    #2
    Hello elitetradernyc,
    Can you please send the log and trace files to support[AT]ninjatrader[DOT]com
    • You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.
    • The log file will be named "log.YYYYMMDD.txt"

    • You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.
    • The trace file will be named "trace.YYYYMMDD.txt"


    Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

    I look forward to assisting you further.
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Hi sir, I got a subscription to OTC pink sheets stocks, but this doesn't seem to have corrected the problem for the minute information. Is there some other solution? Perhaps it has to do with the spilts information from IQFeed.

      Comment


        #4
        Hello elitetradernyc,
        To assist you further may I know for what instruments you are trying to open the charts for.
        JoydeepNinjaTrader Customer Service

        Comment


          #5
          Sure, for example the stock ticker AERO on exchange OTC QB. If I run the test of a daily chart, it works fine giving me the correct entries/exits but then when I run it on 10, 20, 60 minute, gives me erroneous data, like opening a trade after it closes it at the wrong prices. It happens on OTC QB and also OTC pinks.

          Comment


            #6
            Oh one other thing I noticed on the trace that it says "SplitAdjusted=False" but this should be true.

            Comment


              #7
              Hello elitetradernyc,
              Thanks for the information.
              AERO is an illiquidity script with no trades or a single trade or two for most the days. Thus you are witnessing the scenario.

              To split adjusts the data please follow the steps as mentioned here
              http://www.ninjatrader.com/support/h..._dividends.htm
              JoydeepNinjaTrader Customer Service

              Comment


                #8
                Hi Joydeep, I'm not sure I agree with this, are you sure it couldn't be some other problem? For example, when I execute the strategy on 60 minute, it shows me that I entered a trade at 4pm on 7/31/2012 at 1.4 and exited it at 230pm on 7/31/2012 at .02 cents, obviously that doesnt make a lot of sense.

                Comment


                  #9
                  Hello elitetradernyc,
                  Theres simply no volume in the instrument AERO.

                  I would further suggest to check up with IQFeed and see if this be the case.
                  JoydeepNinjaTrader Customer Service

                  Comment


                    #10
                    I figured this out. IQFEed does not include split information in intraday data thats why some of my backtesting results are erroneous. I am going to switch data providers.

                    Comment

                    Latest Posts

                    Collapse

                    Topics Statistics Last Post
                    Started by safbrathpro, Today, 05:51 AM
                    0 responses
                    4 views
                    0 likes
                    Last Post safbrathpro  
                    Started by abfefmu, Today, 05:33 AM
                    0 responses
                    4 views
                    0 likes
                    Last Post abfefmu
                    by abfefmu
                     
                    Started by bbdjad, Today, 04:36 AM
                    0 responses
                    4 views
                    0 likes
                    Last Post bbdjad
                    by bbdjad
                     
                    Started by mittie3, Today, 03:33 AM
                    0 responses
                    7 views
                    0 likes
                    Last Post mittie3
                    by mittie3
                     
                    Started by Againmain1, Today, 03:04 AM
                    0 responses
                    8 views
                    0 likes
                    Last Post Againmain1  
                    Working...
                    X