Unable to get historical and new Chart data from IQFeed

[tjendra]

I was unable to get any historical data from IQFeed for my backtesting. The loading data window just hangs there but no data get downloaded.

Also, sometimes, when I load a new chart using IQFeed as the primary feed, the loading data window also just hangs there and I can't load the chart unless I restart NT.

But if the chart is already loaded up in my workspace, IQFeed has no problem refreshing the data. Only has problem during loading a new chart.

I check with IQFeed and apparently data was transmitted ok using the diagnostic test. They say the loading of the feed within NT may be problems with NT itself. They even suggest I reinstall NT to solve the problem, should I do that?

However I get no such problems with IB Feed. So I'm still not convinced it is totally a NT problem. Are there known connectivity problems with IQFeed? Thanks.

[NinjaTrader_Jason]

Hello tjendra,

There are no known connectivity issues with IQFeed.

How much historical data is requested in the chart and does it load using a chart template? Try reducing the historical data or reduce applied indicators in the chart template and check if this will make a difference.

Does the issue persist if you close all other windows except the Control Center and subsequently create a new chart?

[tjendra]

Hello tjendra,

There are no known connectivity issues with IQFeed.

How much historical data is requested in the chart and does it load using a chart template? Try reducing the historical data or reduce applied indicators in the chart template and check if this will make a difference.

Does the issue persist if you close all other windows except the Control Center and subsequently create a new chart?

I am requesting about 6 months of 5 mins data for backtesting. Took afew hours to load. For loading on the charts, I only load 15 days of 5 mins data. Took only a few seconds for IB to load those. I don't have any indicators on the charts.

I also don't have any other windows open when opening a chart. Also, the problem only happens when loading a new chart, if it was an opened chart, IQFeed has no problems updating the data.

[NinjaTrader_Jason]

Could you please provide me a reproducible scenario, so I can test it on my end. What instrument is selected in the chart and what connection sequence are you using?

[tjendra]

Could you please provide me a reproducible scenario, so I can test it on my end. What instrument is selected in the chart and what connection sequence are you using?

1) I was doing backtesting on symbol EFA on the 5 mins timeframe with session time from 9:30am to 4:00pm. Actually, any stock symbol I tried had the same issues. It would sometimes not load, or it would take a few hours to load 6 months of 5 min data.

2) Just normal opening of a new chart using any stock symbol within NT, the "Loading Data" windows just hangs there. I need to restart NT and open a new chart with the same stock symbol again before the the chart would load.

For the above 2 scenario, I only connected to IQ Feed. When I use IB Feed, I disconnect IQ Feed completely.

[NinjaTrader_Jason]

What kind of internet connection are you using?

I tested a chart for the EFA stock using an interval of 5 minutes and 15 days back. It loaded within a minute.

I backtested the SampleMACrossover strategy and it loaded within a minute as well. I backtested using a 5 minute interval and 6 months of historical data.

Are you running any other applications on your PC when you try it on your end?

[tjendra]

What kind of internet connection are you using?

I tested a chart for the EFA stock using an interval of 5 minutes and 15 days back. It loaded within a minute.

I backtested the SampleMACrossover strategy and it loaded within a minute as well. I backtested using a 5 minute interval and 6 months of historical data.

Are you running any other applications on your PC when you try it on your end?

I use a 3 Mbps DSL line and I didn't load any other application.

IQ Feed did a trace route to me and did note the connection was not as fast as it should be. But since I only load a couple of symbol, I wouldn't be using too much bandwidth anyway.

Maybe let me send you my logon ID by email and let you test on your end whether it still have that problem? Could be my IQ Feed account problem?

Or let me try reinstalling NT to see if that solve the problem. I already reinstalled IQ Feed a couple of times.

[NinjaTrader_Jason]

Hello tjendra,

Yes, please send me an email to support[at]ninjatrader[dot]com including your IQFeed credentials and I will test your connection on my end.

[dave1992]

Hello,

I get hangs regularly on loading data. Not with a new chart, but after things have been running for a while and I select a different instrument.

As an example, I switched to YM over two hours ago, only asking 3 days data for minute charts. The loading data window is hanging, no new charts will work now. I need to close down and restart everything to get a working NT.

Here is the trace message from requesting the data:

2009-05-04 14:22:14:731 (IQFeed) Data.Bars.GetBarsNow: instrument='YM 06-09' from='2009-04-30' to='2009-05-04' sessionBegin='00:00:00' sessionEnd='00:00:00' excludeWeekend=False period=1 Min splitAdjusted=False dividendAdjusted=False bars=0

I can confirm that this is not a problem with amounts of data. There has been no tcp traffic from IQFeed for hours. I will try and reproduce this problem and see if there is any traffic at all initially.

Dave

[NinjaTrader_Jason]

Hello Dave,

Could you please send me a note to support[at]ninjatrader[dot]com. Include your latest log and trace files. You can find these files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20090504 for today. (log.yyyymmdd for any other date)

Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.20090504 for today. (trace.yyyymmdd for any other date)

Please include your IQFeed credentials so I can create and test your connection on my end.

Do you only have one chart opened in total or are you running other NinjaTrader windows as well?

Do your charts have any indicators applied?

[tjendra]

I switched to eSignal feed and all my problems are gone! eSignal feed gives the fastest loading of historical and real time data I have used so far. Maybe they have some data servers located in the Asia region, that's why it loaded faster for me?

[dave1992]

I switched from e-signal to iqfeed because NT would regularly crash using e-signal and futures betting. No crashes anymore, at least...

[tjendra]

I switched from e-signal to iqfeed because NT would regularly crash using e-signal and futures betting. No crashes anymore, at least...

I guess for different regions, different combination gives better results. Are you trading live with NT already?

[dave1992]

I guess for different regions, different combination gives better results. Are you trading live with NT already?

Yes. Have been for months

[tjendra]

Yes. Have been for months

Are you trading on a fully automated strategy? Don't mind if you can share some of your experiences. I have been having quite some problems trading fully automated. Sometimes it is the feed issues, sometimes the chart doesn't update, sometimes the execution get overfills, etc. Now I am back to semi-automated.

And you are right, NT does crash or hangs very easily with eSignal. I tried not to load any other application on the same computer if possible. That seem to help somewhat.