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Some Raw Data Quote problems


timtrader
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I've periodically had some problems with raw data not displaying.  Clearing the data and doing a backfill, or forcing a re-login of IQFeed doesn't fix the problem.  Restarting MT does fix the problem. The problem does not occur for all symbols, only a few.  This morning early on, I had a problem with symbol MCZ.  This example shows the problem with symbol IDXG.  Note the last Raw Data quote is for 12:05:52, but my charts continue to update, now showing trades bewteen 12:05 and now 12:22.  My Level 2 quotes are from TD Ameritrade, and you can see in that Level I quote window the volume is over 1.5 Million shares, but the highlighted portfolio entry only shows a volume of 189,694 (IQFeed).  The portfolio and raw data aren't updating, but the charts are.  When this problem pops up I can always tell because the Bid and Ask fields on the Raw Data window are empty.  Charts are set to use the data from IQFeed.

I'm emailing the log files separately in case you need them.  Please let me know if you need any other information from me.

IDXG%20Raw%20Data_zpsagl9jaip.jpg

 

Thanks,
Tim

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Level II stuff is completely separate. Raw Data, Portfolio and Charts however are tied together. The raw data is showing BACKFILLED data only. IQFeed portfolio is showing that the symbol is delayed. I suspect that is the problem. You probably used TDA for backfill (which updates up to the minute) but the IQFeed is delayed so no further updates for 15 min.  The question I guess is why those symbols are delayed. You would want to check with IQFeed guys about the subscription on your account and any exchange agreements.

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They don’t seem to be delayed from IQFeed because the charts keep updating.  When this problem occurs, its like something gets messed up and the quotes for that symbol continue to be messed up on the MT raw data display until I restart MT.  I sometimes also have to stop MT, delete the MT data file, restart, and everything is fine.  I just did that and everything is fine now.  I saved the Data file first in case you want me to send it to you (about 109K in size)
 
It Doesn’t appear to be an IQFeed issue.
 
Thanks,
Tim
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