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Pair Trading Strategy Journal
- Thread starter jonnysharp
- Start date
I too am still having the same problem today.....email reply from Jared last night:
" Yes this appears to be a temporary glitch from yahoo finance, it's the first time we've experienced this in 4 years of operation and it's the give and take of free data. The only possible fix is to completely delete all your stocks/pairs and re-load them again. If you're a serious trader I would encourage you to take out a paid subscription with IQfeed to ensure you receive quality and accurate data."
I did not get a chance to follow the advice above as of yet......
" Yes this appears to be a temporary glitch from yahoo finance, it's the first time we've experienced this in 4 years of operation and it's the give and take of free data. The only possible fix is to completely delete all your stocks/pairs and re-load them again. If you're a serious trader I would encourage you to take out a paid subscription with IQfeed to ensure you receive quality and accurate data."
I did not get a chance to follow the advice above as of yet......
It does not make a difference if you re-create the database or not. The Yahoo feed is skewed. I suspect there is an API change from Yahoo. In the meantime, I suggest you subscribe to iqfeed to keep PTF going until either the situation is resolved either by Yahoo(if the quotes are corrupted) or a fix by PTF (if there was indeed an API change by Yahoo).
Also, if you subscribe to iqfeed you will need to change the feed to iqfeed within every group - not just the enabling iqfeed on the main setting. Hopefully, you have a backup of the database before Monday so you can restore it and make the changes. Make sure you disable your internet access when you make the changes to prevent the corrupted trading signals from messing up the signal page. Fortunately, I ran a backup every few days.
-BT
Also, if you subscribe to iqfeed you will need to change the feed to iqfeed within every group - not just the enabling iqfeed on the main setting. Hopefully, you have a backup of the database before Monday so you can restore it and make the changes. Make sure you disable your internet access when you make the changes to prevent the corrupted trading signals from messing up the signal page. Fortunately, I ran a backup every few days.
-BT
Just refreshing prices (recalculate the pair) seems to work for me. I reverted to v301 though before this hit the fan.
Quote from BornToFail:
It does not make a difference if you re-create the database or not. The Yahoo feed is skewed. I suspect there is an API change from Yahoo. In the meantime, I suggest you subscribe to iqfeed to keep PTF going until either the situation is resolved either by Yahoo(if the quotes are corrupted) or a fix by PTF (if there was indeed an API change by Yahoo).
Also, if you subscribe to iqfeed you will need to change the feed to iqfeed within every group - not just the enabling iqfeed on the main setting. Hopefully, you have a backup of the database before Monday so you can restore it and make the changes. Make sure you disable your internet access when you make the changes to prevent the corrupted trading signals from messing up the signal page. Fortunately, I ran a backup every few days.
-BT
A v304 is out, as per the website. Anyone tried it or know what is different ?
Quote from mweather:
I too am still having the same problem today.....email reply from Jared last night:
" Yes this appears to be a temporary glitch from yahoo finance, it's the first time we've experienced this in 4 years of operation and it's the give and take of free data. The only possible fix is to completely delete all your stocks/pairs and re-load them again. If you're a serious trader I would encourage you to take out a paid subscription with IQfeed to ensure you receive quality and accurate data."
I did not get a chance to follow the advice above as of yet......
Quote from mweather:
I too am still having the same problem today.....email reply from Jared last night:
" Yes this appears to be a temporary glitch from yahoo finance, it's the first time we've experienced this in 4 years of operation and it's the give and take of free data. The only possible fix is to completely delete all your stocks/pairs and re-load them again. If you're a serious trader I would encourage you to take out a paid subscription with IQfeed to ensure you receive quality and accurate data."
I did not get a chance to follow the advice above as of yet......
I tried deleting all pairs and re-adding a subset of them and am still seeing the 5million plus quote issue showing up today....which obviously hoses up the trading signals. More recent feedback from Jared:
"Yes we are currently working to diagnose the issue, it's a funny one because not everyone is getting it, and I can't duplicate it myself,
In PTF preferences, can you please enable yahoo feed error data logging, then if it happens again, goto users/admin -> documents folder -> pairtradefinder folder and send us the yahoo error log file to analyze.
Please also ensure you delete all the stocks & pairs before re-loading."
So anyone that is experiencing the PFT issue with Yahoo feed, please turn on the debug feature under PFT system preferences -> General Options ( note only "Enable IQ feed data logging" appears in ver 2.99.....but when turned on it created a file called "yahoofeedlog.log in the directory mentioned above). Capture file and email to Jared at admin@pairtradefinder.com as it could help in their debug of the issue. Thanks..
Quote from BornToFail:
Fellow PTF users: Anyone seeing something funny this morning?
This morning I am getting totally skewed quote from Yahoo in PTFv301. Basically, the price for all the quotes are in the $5million range. Needless to say it is giving an entry and sell signal for all the pairs. I think either Yahoo modified its free quote API over the weekend or something wrong with its free quote feed. And if it is an API change, hopefully, a PTF fix is on the way!
Maybe it is time to use IQ Feed's real time quote? Frankly, I don't think there is a big difference with the free Yahoo quote since I always wait a little longer before entering the trade.
-BT
I think its yahoo because I have another software that is doing the same thing...
Quote from BornToFail:
Good to know it is not just me. I tried PTFv303 too and it is the same. Highly likely that either Yahoo modified the API over the weekend or something is wrong with its quote feed.
I guess I need to call it an early day with pair trading today.
Thanks.
I think its yahoo because I have another software that is doing the same thing...