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Daily bar not updating (IQFeed)

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    Daily bar not updating (IQFeed)

    hello, I am using IQFeed to backfill NT and trade Canadian stocks (exchange TSE).

    I have added a new instrument C.RY (Royal bank) and I get data no problem, however, on the daily chart the last bar (today) does not include today's data.

    I have included screenshots for your review and suggestions:

    Instrument setup, setup to use both Default and TSE exchanges:


    Instrument setup, symbol C.RY for IQFeed


    Below is the chart with the problem, note that I have tried using 24/7 for session but it didn't work


    #2
    Hello,

    Thank you for your post.

    Do you have a real-time subscription to this exchange from your IQFeed account?
    MatthewNinjaTrader Product Management

    Comment


      #3
      Hello,

      At the time you reported this, I was seeing the same results on my end. However since that time, I have reloaded the historical data and see today's bar.

      If the data you are receiving is delayed for this exchange, the Daily data will not be updated until the end of the day.

      As a work around, you could use 1440 minute bars to replicate the day session. This will give you 'daily' data which will update at the same time as your intraday minute data.
      MatthewNinjaTrader Product Management

      Comment


        #4
        Matthew, yes, I have a real-time subscription to IQFeed and the TSX (Toronto stock exchange), the EOD daily bars still don't show at the end of the day.

        Comment


          #5
          Hello Tradinghumble,

          Since I can duplicate this behavior, I checked with IQFeed to help explain.

          The Daily data will not update in real-time. You can only expect the daily data for this exchange to update at the end of the day.

          It looks as if the 45.13 came thru at a 16:18 EST, the exchange hrs are 09:30-16:30 EST, and history for the last few days showing the close coming thru between 16:10 & 16:20 EST
          This means that the daily data prices will not be sent until the settlement price has been calculated. You will not get an update until 16:10 and 16:20PM EST. At this time, you will need to reload the charts to get this data.

          However, if it is important for you to see this daily data updated before this time, please use your minute data to reconstruct the daily data using 1440M bars. You can expect these bars to update at the same time as your other minute charts.
          MatthewNinjaTrader Product Management

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