search

akapur / pyiqfeed

Python LIbrary for reading DTN's IQFeed
GNU General Public License v2.0
168 stars 108 forks source link

I am seeing a delay of 10 mins (consistently) for livebar #38

Closed karunkrishna closed 5 years ago

karunkrishna commented 5 years ago

Have you experienced this problem? Are you able to add a logger with current timestamp..and the resulting processed live bar to verify the time difference? I'm seeing consistent 10 minute delay.

I noticed this when my limit orders were not getting filled against Interactive Brokers because the the pyiqfeed livebar has not "caught" up to realtime data. (I'm using pyiqfeed as the market data source for my strategy)

If you can confirm the above, it would give me some confidence to weed through my code to see if there is any bottleneck. Have you experienced this issue in the past?

I am running your example code with parameter -i I have changed all the VerboseIQFeedListenter "print" statements to "logging" statements so that the timestamp differences were apparent

image

akapur commented 5 years ago

Are you enabled for real time data on IQFeed. You have to turn on non-delayed data and pay an additional fee for that.

On Jan 11, 2019, at 9:04 AM, karunkrishna notifications@github.com wrote:

Have you experienced this problem? Are you able to add a logger with current timestamp..and the resulting processed live bar to verify the time difference? I'm seeing consistent 10 minute delay.

I noticed this when my limit orders were not getting filled against Interactive Brokers because the the pyiqfeed livebar has not "caught" up to realtime data. (I'm using pyiqfeed as the market data source for my strategy)

If you can confirm the above, it would give me some confidence to weed through my code to see if there is any bottleneck. Have you experienced this issue in the past?

I am running your example code with parameter -i I have changed all the VerboseIQFeedListenter "print" statements to "logging" statements so that the timestamp differences were apparent

https://user-images.githubusercontent.com/2157606/51037698-e98e7200-157e-11e9-9d6b-7fb6dc4daa0a.png — You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/akapur/pyiqfeed/issues/38, or mute the thread https://github.com/notifications/unsubscribe-auth/AAyQVAk5DebSDxzdqgLMk39IEV-S3PM8ks5vCJn-gaJpZM4Z7hBH.

karunkrishna commented 5 years ago

I am paying for the API and the IQFeed data for Stocks and Futures. Is there another subscription?

image

akapur commented 5 years ago

Are you paying exchange fees for real-time data for whatever exchange you are trading. If you are not you get delayed data.

On Jan 11, 2019, at 10:19 AM, karunkrishna notifications@github.com wrote:

I am paying for the API and the IQFeed data for Stocks and Futures. Is there another subscription?

https://user-images.githubusercontent.com/2157606/51042446-51968580-158a-11e9-8bb2-95c748776c66.png — You are receiving this because you commented. Reply to this email directly, view it on GitHub https://github.com/akapur/pyiqfeed/issues/38#issuecomment-453550582, or mute the thread https://github.com/notifications/unsubscribe-auth/AAyQVAon53bUC9Uy7qz7bcjn0r85tLnYks5vCKtqgaJpZM4Z7hBH.

karunkrishna commented 5 years ago

Damn! you are so right....I connected to Ninjatrader and it looks like that too is delayed by 10 minutes Also, thank you for making this package!!!

If you can point me in the right direction:

  1. Do you know who I need to make the real-time data request to?
  2. Is it a service IQFeed provides?
  3. How much is it monthly?
  4. Have you come across any python api for sourcing realtime data from interactive brokers?

image

akapur commented 5 years ago

Please call IQFeed customer support.

Thanks.

On Jan 11, 2019, at 11:05 AM, karunkrishna notifications@github.com wrote:

Damn! you are so right....I connected to Ninjatrader and it looks like that too is delayed by 10 minutes Also, thank you for making this package!!!

If you can point me in the right direction:

Do you know who I need to make the real-time data request to? Is it a service IQFeed provides? How much is it monthly? Have you come across any python api for sourcing realtime data from interactive brokers? https://user-images.githubusercontent.com/2157606/51044986-7988e780-1590-11e9-8dcb-c2e42ce5dd1d.png — You are receiving this because you commented. Reply to this email directly, view it on GitHub https://github.com/akapur/pyiqfeed/issues/38#issuecomment-453566712, or mute the thread https://github.com/notifications/unsubscribe-auth/AAyQVMPGMEsKCM6UNSh9Dy8dPbTivX4Iks5vCLZfgaJpZM4Z7hBH.