I agree with all that, but isn't their historical data less than Esignal, and MUCH shorter than TradeStation???
IQFeed data vs other data providers
- Thread starter I$land
- Start date
I agree with all that, but isn't their historical data less than Esignal, and MUCH shorter than TradeStation???
Me too!
I started with esignal when they were an FM vendor under the name Bonneville in 1987.
In that time I have used nearly everyone, and except for Reuters which will cost you serious bucks, IQ is the best.
Esignal is absolute crap, and the rest either have bad data or go down too often. One time per year is my limit. They need backups, etc.
Quality of data is going to be off by a little with each vendor, but if its one tic...wgaf.
jay
I started with esignal when they were an FM vendor under the name Bonneville in 1987.
In that time I have used nearly everyone, and except for Reuters which will cost you serious bucks, IQ is the best.
Esignal is absolute crap, and the rest either have bad data or go down too often. One time per year is my limit. They need backups, etc.
Quality of data is going to be off by a little with each vendor, but if its one tic...wgaf.
jay
I'm using their trial version along with XLQ which is an excel RTD utility.
I did this as a possible replacement for Tradestation 8 which I now use mainly for its Radar Screen function which quotes 2000 symbols with real time data (1000 max if historic). TS8 gives me problems.
I'm baffled by IQFeed's performance - now I am pushing its limits I'll admit with 1800 symbols being their max
My machine is a 3+ GB RAM Intel dual core processor fairly high end new machine and guess what? IQFeeds watchlist max's out my CPU 100% i.e makes it unusable
I also tried it with just a few symbols side by side with TS8 and I found TS8 to be ahead of it with tick data
I did this as a possible replacement for Tradestation 8 which I now use mainly for its Radar Screen function which quotes 2000 symbols with real time data (1000 max if historic). TS8 gives me problems.
I'm baffled by IQFeed's performance - now I am pushing its limits I'll admit with 1800 symbols being their max
My machine is a 3+ GB RAM Intel dual core processor fairly high end new machine and guess what? IQFeeds watchlist max's out my CPU 100% i.e makes it unusable
I also tried it with just a few symbols side by side with TS8 and I found TS8 to be ahead of it with tick data
its not the excel utility thats bogging things down its IQfeed (1800 symbols with OHLCV Date and Time ticks)
I communicated with the company and gave them my 1800 stock list and they say their laptop handled it no problem...I'm beginning to wonder about my PC
I communicated with the company and gave them my 1800 stock list and they say their laptop handled it no problem...I'm beginning to wonder about my PC
DTNIQ support is turning out to be really good, they are working with me to slove the problem. I do not mean to be critical of the feed, its possible there is something wrong on my end
ok final note on this
While IQfeed really did go far in trying to solve my issues, I had to drop it, here's why.
I was attempting to get 1800 symbols with 5 fields of data each into Excel real time. It just crushes your CPU to the point of being unusable.
I'm abandoning this for now as a result.
While IQfeed really did go far in trying to solve my issues, I had to drop it, here's why.
I was attempting to get 1800 symbols with 5 fields of data each into Excel real time. It just crushes your CPU to the point of being unusable.
I'm abandoning this for now as a result.
250 - 1000 individual fields is generally regarded as being the max for Excel DDE link, regardless of data vendor.
If anyone knows different I am all ears as to how they do it............
I use Excel for some things but generally with multiple fields or time series data analysis you are far better off with a program designed for this e.g Tradestation. Ts 2000i can be linked to other data vendors with e.g Hyperserver adaptor, TS8 with Owndata.
If anyone knows different I am all ears as to how they do it............
I use Excel for some things but generally with multiple fields or time series data analysis you are far better off with a program designed for this e.g Tradestation. Ts 2000i can be linked to other data vendors with e.g Hyperserver adaptor, TS8 with Owndata.
You are correct with DDE. However, we were looking at 1800 symbols using a couple 3rd party apps (QuoteIN and XLQ) which run off IQFeed and utilize RTD to feed Excel instead of DDE.
Running 1800 symbols is obviously a strain with the amount of data being processed (by IQFeed, 3rd party app and Excel each needing to touch/process it). In our tests, a P4 2.0 Ghz machine with 768MB ram just couldn't handle it. 100% CPU utilization. It is very likely that part of the problem was memory swapping, but in any case, it just wouldn't work with either XLQ or QuoteIN.
On the other hand, we tested with a Core 2 Duo Processor with 2GB Ram and were able to feed 1800 symbols using both XLQ and QuoteIN effectively. In both cases, the system consistently had 50% CPU idle (IQFeed taking up less than 10% CPU). For many, using 50% CPU on a high powered machine isn't going to work, especially if you need the machine to do other tasks. Unfortunatley, with the combination of IQFeed, 3rd party app and Excel, it just takes some horespower. In all of our tests, Excel was the biggest utilizer of both CPU and memory (consuming over 100MB of memory).
Hope the background and test results help for anyone curious...
Jay Froscheiser
DTN
Running 1800 symbols is obviously a strain with the amount of data being processed (by IQFeed, 3rd party app and Excel each needing to touch/process it). In our tests, a P4 2.0 Ghz machine with 768MB ram just couldn't handle it. 100% CPU utilization. It is very likely that part of the problem was memory swapping, but in any case, it just wouldn't work with either XLQ or QuoteIN.
On the other hand, we tested with a Core 2 Duo Processor with 2GB Ram and were able to feed 1800 symbols using both XLQ and QuoteIN effectively. In both cases, the system consistently had 50% CPU idle (IQFeed taking up less than 10% CPU). For many, using 50% CPU on a high powered machine isn't going to work, especially if you need the machine to do other tasks. Unfortunatley, with the combination of IQFeed, 3rd party app and Excel, it just takes some horespower. In all of our tests, Excel was the biggest utilizer of both CPU and memory (consuming over 100MB of memory).
Hope the background and test results help for anyone curious...
Jay Froscheiser
DTN
Listen-up Guys....Don't give-up YET !
Primary: Excel VBA apps for trading require the utmost care in design....to avoid CPU overload. The Application object alone has almost 50 properties and methods which have a critical impact on the CPU usage in realtime.
I've reviewed Excel code from Interactive Brokers....it's total crap.
(Hint: there are few good Excel programmers)
Secondarily, try boosting the Excel app's priority to REALTIME. I recommend a program called http://www.prioritymaster.com because it has a lot of intelligence and retains settings after reboot.