timtrader
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Posts posted by timtrader
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FYI, I did some screen capture videos this week to show Level II in action for dxFeed and comparisons to IQFeed and TD Ameritrade. Its nice to be able to pause the video and take a closer look at things. Looking at the Level 1 quotes at the top of the Level II windows, you can pause the videos below and see the total volume stays very close between dxFeed and IQFeed, but dxFeed seems to be a tiny bit faster quite a bit of the time. The TD Ameritrade Level II is significantly slower….I used it when trading NYSE stocks, because it was better than nothing.
I currently have the dxFeed TotalView Level II option, so, you’ll notice that you can see NASD quotes at more than one price level (I have some videos with and without the aggregation turned on….aggregation shows the total of the NASD bids and offers at each price level…. without it turned on, each individual NASD bid/offer is displayed).
dxFeed’s Level II really beats IQFeed’s version (OpenView) hands down because it shows the true Best Bid/Offer on NYSE stocks, not just NASDAQ stocks. Jerry pointed out that the regular dxFeed Level II (Not TotalView) also shows the Best Bid/Offer for NYSE stocks, you just won’t see the NASD Bids and Offers at the other levels. Total View is interesting, and you can see if there are some large Bids and offers at the other price levels, but its probably not needed for most traders….I’m planning on turning it off before the next billing cycle.
Currently dxFeed won’t show trades in the raw data window if the volume of the individual trade is less than 100 shares. It also won’t show these trades in the Level 1 quote section an the top of the Level II window for “LAST” trade....these trades do show as part of the total volume at the top of the Level II window though. Jerry has emailed dxFeed about this and really wants to show all of the trades that are less than 100 shares….especially important for higher priced issues.
Here are the videos I have:
NASDAQ Symbol SPRB, 3 Level II windows, Aggregated TotalView for dxFeed: (dxFeed, IQFeed, and TD Ameritrade Level II windows)
NYSE Symbol RBOT, Aggregated TotalView for dxFeed: (dxFeed, IQFeed, and TD Ameritrade Level II windows). Notice that NYSE bids/offers show for the dxFeed Level II, but not for IQFeed. At about 1:25 into the video NASD is not part of the best Bid, so the best Bid price is not showing at all on the IQFeed Level II window.
Stress test using AAPL, the Level 1 Raw data feed is dxFeed with tick data. dxFeed Level II data is not aggregated (dxFeed Level II is on left side, IQFeed Level II on the right)
Stress test comparison using AAPL, the Level 1 Raw data feed is IQFeed with tick data. dxFeed Level II data is not aggregated (dxFeed Level II is on left side, IQFeed Level II on right). Raw data shows the trades less than 100 shares on this video, since the source is IQFeed.
FYI, if you pause the AAPL videos above, you can see that the total volume is often a tad higher in the dxFeed Level II windows, just edging out IQFeed.
At a minimum, I’ll be dropping IQFeed’s Level II service before the next billing cycle ($80 plus taxes - $20 for Level II service, $60 for OpenView) dxFeed did not charge any taxes for me. If everything is to my liking, I’ll drop IQFeed entirely once the kinks with dxFeed are worked out. I don’t say that lightly since I’ve used IQFeed for well over 10 years.
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I just sent the log file & settings along with a note that I just tried to backfill with tick data for symbols SGMA and VSTA.....nothing came through.
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I think so, it shows the following:
Subscriptions:Consolidated US Equities (CTA/UTP) Non-Pro (1 month) Nasdaq TotalView Market Depth Non-Pro (1 month) -
I'm currently testing out the new dxFeed data vendor. Is it possible to do intraday backfills with Tick data with dxFeed? I can get the intraday OHLC data just fine, but whenever I try to do an intraday backfill with Tick data, I get nothing. I tried setting the Tick button on in the dashboard B.F.Source....that never returns ANY intraday data. When I have it set with the OHLC button on instead, and then from a chart clear the data and select "Backfill with Tick Data", I also get nothing. I did make sure that I have dxFeed as my defalut backfill source (both historical and intraday. In my Data Sources for dxFeed, I have the Intraday TICK Backfill number of days set to 5.
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I didn't know if you saw the email (I replied to your update):
I’m showing that I installed the new version (1.1.9465.300), but am having the same results as before. – Tim -
I "REALLY" hate to bother you, but this latest version (1.1.9465.202) appears to have either introduced a bug, or I have something hosed in my settings. The text of the hover tool (for charts) is now white (it used to be black). No matter what I've tried in this latest version, I'm unable to get it back to any other color....it changes in other places, but no change affects the text color inside the hover tool. I verified its related to this version because I went back to the previous beta version and the text color went back to black in the hover tool....I then returned to this latest version, and the text in the hover tool changed back to white (all other areas are still black as before). Other things I tried was to restore from a backup about a week ago (no difference), and re-install back to the latest production version (no difference). I have to wonder if my settings are just hosed because I am also unable to change the color set (which I tried in order to fix the problem). If I choose a different color set, the "Apply" button stays greyed out....if I choose the "OK" button (for a different Color Set), it doesn't apply the changes to the different color set....when I go back to the Color Set settings, it still shows the Color Set I already had (it is a user defined color set). If I make a copy of an existing Color Set, I can click the apply button, but it still won't take the changes....the new color set is created, but when I go back to the Color Set settings, it still has my user defined color set (named "MY COLORS").
I've gone ahead and sent my settings in case you need them. Very sorry for the hassle!
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Perfect. Thanks so much! - Tim
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IMGN didn't have any data already and it backfilled that way. I tried several other symbols just to make sure. I just sent my settings to you.
Thanks,
Tim -
I can see that I now have that setting correct, but the previous data is still coming in with 15-second bars. Here is what I get initially for example with symbol IMGN:
And here is what I get when I clear the data and then select backfill (the default now shows to backfill with tick data):
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Ahh, too simple....thanks much! - Tim
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Since I primarily trade off of a 3-second chart, I'm finding myself constantly clearing the data, and then selecting "backfill with tick data" from the backfill dropdown icon in the chart window whenever I add a new symbol to a portfolio window. (This is because the current Intraday Backfill is only showing the previous data as 15-second bars on my 3-second chart, so I'm doing this throughout the day as new stocks show up on my scanner since I need to quickly see how the stock has been trading.) I don't see any option to always backfill with tick data, so this is what I've been doing (I currently use IQFeed for data). Is there some setting I'm missing to always backfill with tick data? (I know this takes longer, but my drive speed has been about 20 times faster since I added an SSD on an M.2 card earlier this year, so its no big deal for me.) I really only need about 5-10 minutes of the most recent tick data to see how a stock has been trading, but that may not be reasonable.
If there's currently no option for what I need, I could live with 2 Keyboard Shortcuts that don't currently exist in the Chart section....one shortcut to clear all data for the current symbol (or at least the current days data), and another shortcut to do an Intraday Backfill with Tick Data.
Please let me know your thoughts.
Thanks,
Tim -
IQFeed finished their data center move to Chicago. It doesn't appear to have affected anything as far as I can tell:
https://iqhelp.dtn.com/data-center-move-is-complete/
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I was trying to test the new closed window restore function (CTRL+SHIFT+R) in the latest beta last night (version 1.1.9450.100), but couldn't get it to work. Now I'm noticing this error, please try to duplicate:
Make a copy of any chart window, minimize it, then restore it back (regular way, hovering over MT Icon in status bar and selecting it). It will come back up where you initially had it, but the "X" in the upper right corner of the window will be grayed out. The window is also stuck at this point....you can't minimize it, or delete it....I could only close it by right-clicking on it in the windows tab of the Dashboard.
Please let me know if you need any other info from me.
Thanks,
Tim -
Since Last Friday (10/29/2021) when I downloaded the latest beta, I’ve been getting a lot of errors when trying to sell a long position. The long position isn’t showing up as quickly as it normally does in the positions tab of the Account View window. So, often when I click to sell it, I get an error because it thinks I want to go short when I already have a long position. At first, I thought the TD Ameritrade servers were just busy, since this does happen on occasion during busy times. However, I got these errors spread out through the entire day, not on every trade, but often (6 times Friday, 9 times Monday, and 5 or 6 times Tuesday and Wednesday). I did temporarily turn off the short and cover buttons from the Trade Ticket to make sure I wasn’t clicking the wrong button, but that wasn’t the problem. Last night I re-installed back to the previous beta version (1.1.9430.300 from 10/27/2021) and I haven’t had the issue at all today, so I assume something changed in the most recent beta. PLEASE NOTE: This is probably most noticable because of the way I trade….I use the Trade Confirmation window when submitting an order from the Trade Ticket window and then immediately click the “sell” button and get another Trade Confirmation window….If I looked at the text of the confirmation window, it would clearly show “short” instead of “sell”….however at these times my concentration is elsewhere….charts, Level II, etc. Please let me know if you need any other information from me.
Thanks,
Tim -
I guess they're getting close. They now say "Due to unexpected delays the new data for the move will be the Mid-October time-frame".
https://iqhelp.dtn.com/firewall-ip-addresses/
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Oh, I just realized that this ATIF stock did a reverse split today....1 for 5. That would make the split-adjusted previous closing price about $2.75. Perhaps this has something to do with it. Don't know if you saw that already or not.
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Wow....and all this because it was another thing that the SEC wanted to "FIX" in order to "HELP" us. 👿
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Yeah, the only way I know for sure that a stock is about to halt is when I see the volume of the top aggregate price level of a Level II window increasing a lot and the price is no longer going higher (for a halt to the upside). At that point it still sits for 2-3 seconds and sometimes lets you get in or out of a position, depending on what you want to do.
It's certainly a nice feature and I'm sure many traders appreciate it....I sure do!
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OK thanks much....I know its not an exact science.
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I know you've been tweaking the LULD indicator for charts in some recent beta updates, but this most recent update looks like its actually made it worse. I have the LULD indicator on a 15-second chart (0.25 minutes) which helps me see a fast moving stock that is about to halt. Take a look at symbol "ATIF" for example today. It never halted at all today, but both the high and low limit lines would indicate otherwise.
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So you have this really cool "Zoom" feature that allows you to grab either side of the scroller on a chart window to zoom in and out which changes the time period of the chart. I have some charts with very short frequencies and time periods, so in these cases my scroller is Very narrow (only about 1/4-inch wide). I find myself accidently zooming in and out when I only want to grab the scroller and to move it left or right (past or future). Would it be reasonable to request that when a chart window is locked, that the scroller be locked as well, so that you don't accidently zoom in or out? Or, if that isn't reasonable, then to have a new option to lock the scroller?
Thanks,
Tim -
FYI, it's delayed for a 3rd time....now its supposed to be sometime in September:
https://iqhelp.dtn.com/firewall-ip-addresses/
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Thanks much!!! - Tim
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Just a little thing. When you hover over the symbol name in a portfolio, it shows the company name, but the first portion of the name is blocked by the mouse pointer (push pin). Is there a way to move the displayed name about a 1/4-inch further to the right, so the company name shows clearly? See attached video to see what I mean.
Thanks,
Tim
dxFeed Level II screen capture videos comparing IQFeed
in General
Posted
I certainly find charts more helpful than Level II, though I do often look at Level II aggregate totals when a chart may be nearing a reversal in direction, or a breakout to a new high. In these cases, the quote speeds are critical for you to "possibly" have a bit of an edge. I experience your examples all the time and just have to be ready to close the position when things don't go as expected. The majority of my trades last for seconds, not minutes or hours, so speed is very important for me.