Minute Data for OTC Stocks on IQ Feed

[elitetradernyc]

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

[NinjaTrader_Joydeep]

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.

[elitetradernyc]

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.

[NinjaTrader_Joydeep]

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

[elitetradernyc]

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.

[elitetradernyc]

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

[NinjaTrader_Joydeep]

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/helpGuides/nt7/index.html?adding_splits_and_dividends.htm

[elitetradernyc]

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.

[NinjaTrader_Joydeep]

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.

[elitetradernyc]

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.