Benji Posted February 11, 2022 Report Share Posted February 11, 2022 (edited) Hi, I need some help diagnosing issues with getting delayed data from dxFeed and IQ Feed. Yesterday, I started getting delayed data on my portfolio windows when using dxFeed so I switched to IQFeed for the rest of the day. Today, I'm getting what appears to be delayed data on options with IQFeed. I'm signed up for R/T options and OPRA with IQFeed. If you compare my windows with IQFeed and IBKR, you can see I'm getting a completely different quote in my DOM window. I have the IQFeed Option Chain application up and running, and it is displaying the correct data that matches IBKR. My SPY option chain window in Medved is also streaming IQFeed data and the quotes all look delayed. Is there a setting somewhere I'm missing? Please help, thanks! Edited February 11, 2022 by Benji Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 11, 2022 Report Share Posted February 11, 2022 create a test portfolio. Drop in the options symbols in there. set the source to be IQFeed. Does the symbol have a little D next to it? Switch source to dxFeed, Interactive Brokers - same thing... Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 Just did that, and now it does appear to be showing the correct data. The odd thing is, yesterday half my symbols in my portfolio showed the D in DxFeed. Today, I alternated between DxFeed and IQfeed in my portfolio window. No 'D' found, but the data was definitely behind IBKR and TDAmeritrade by about 15 minutes. The option chain window for IQFeed showed the time as being 15 minutes behind as well. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 11, 2022 Report Share Posted February 11, 2022 it sounds like the datafeed being used did not have the right permissions for the real-time data. you mean MT Option chain window with IQFeed source? if so then it would have been your IQFeed account Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 (edited) But I do have the correct subscription with IQ Feed, and I'm currently seeing the live option chain data in IQfeed now that I created a new portfolio window. I have an off the wall theory here - that somehow my previous permissions are being cached within Medved Trader. I just started testing DxFeed and IQFeed recently. I initially signed up for just Level II Nasdaq with DxFeed. Afterward, I signed up for the conslidated UTP feed. When things were glitching yesterday, it was the non-Nasdaq securities that were marked "D" delayed. With IQFeed, I initially signed up for Nasdaq only. And yesterday I added NYSE and option data. It seems like new portfolio windows are taking my updated stream permissions, as opposed to my old windows. Is this possible? Edited February 11, 2022 by Benji Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 11, 2022 Report Share Posted February 11, 2022 MT does not cache but seems that you are running multiple apps with IQFeed. If the IQConnect does not restart, it may be caching. Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 I would suspect that if I also didn't see the exact same behavior with DxFeed within Medved. And like I mentioned above, IQFeed's own applications are showing the correct data. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 11, 2022 Report Share Posted February 11, 2022 there is nothing in MT that would add delay. only other thing would be if for whatever reason things are getting overloaded and data is getting backed up and thus delayed. But that would not cause the Delayed indicator to show. That is based on specific flags from the datafeed. Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 But closing my portfolio windows and creating a new one just fixed the issue. And now the timestamp on the option chain window is showing the correct time, not 15 minutes delayed with IQFeed. Fixed the issue with both DxFeed and IQFeed. Just before I posted, I was alternating between DxFeed, IQFeed, IBKR, and Td Ameritrade in my portfolio window. When DxFeed or IQFeed were selected, my SPY chart was delayed. I know it sounds like it, but I'm not crazy. Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 Actually, the issue is stranger. Now that I'm watching it, the time clock in the IQFeed option chain is ticking much slower and is now delayed again. Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 So that appears to be the issue, reloading these windows or restarting Medved will get up to date data. But over time, the data is getting delayed. I'm using a small amount of CPU and network bandwidth, but it appears Medved isn't keeping up with the latest data. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 11, 2022 Report Share Posted February 11, 2022 Overall CPU may not be maxed out but individual processors might be. It is kind of difficult to tell without knowing anything about your setup. are you running large # of symbols? Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 I'm running about 100 symbols in one portfolio, 20 symbols in another, and then 1 option chain window. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 11, 2022 Report Share Posted February 11, 2022 that really should not be an issue. send the log please. Go to FILE / HELP => Send Log/Settings to support menu (from Dashboard or Portfolio) And add this Post’s URL in the comment. Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 Sent, thanks for your assistance. Quote Link to comment Share on other sites More sharing options...
Benji Posted February 11, 2022 Author Report Share Posted February 11, 2022 Just to add - as soon as I switch my Portfolio window from IQFeed to TD Ameritrade or IBKR, the IQFeed option chain time gets up to sync. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 16, 2022 Report Share Posted February 16, 2022 for others reading - issue fixes. Should have a nice performance update with charting in upcoming release 1 Quote Link to comment Share on other sites More sharing options...
mb4x4 Posted February 16, 2022 Report Share Posted February 16, 2022 Very interested as it's similar to what I was experiencing with DXfeed, though I was trying to get quotes for thousands of symbols. The timestamp with DX was the dead giveaway as it was lagging minutes behind IB/TDA, exactly as Benji described above. I've since massively cut back on the number of symbols I'm watching but would still be nice to load up portfolios with hundreds/thousands of symbols and run scans on them, seeing as how DXfeed has no symbol limitation. Look forward to the performance updates... Thx! Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 16, 2022 Report Share Posted February 16, 2022 It may very well be. Did you have a bunch of charts open? Particularly some for higher frequencies, 15, 30 60 minute? Quote Link to comment Share on other sites More sharing options...
mb4x4 Posted February 16, 2022 Report Share Posted February 16, 2022 9 open charts. 1min/5min/Daily for trading + six 1min charts for stocks on watch. Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 16, 2022 Report Share Posted February 16, 2022 I doubt the charts were taking up that much CPU. Might have some improvement if they were high volume charts. Also, if inline charts are shown, then could have significant benefit there. Thought DX is not limited # of symbols, there are practical limits to consider :). Quote Link to comment Share on other sites More sharing options...
mb4x4 Posted February 16, 2022 Report Share Posted February 16, 2022 Yes for sure, totally understand that loading the entire NASDAQ, though nice in theory, is just plain silly The challenge with small caps is you almost need every symbol as it could be any of them that day. Nonetheless I've managed with far fewer symbols, it's cleaner this way anyhow. Thanks Quote Link to comment Share on other sites More sharing options...
Jerry Medved Posted February 16, 2022 Report Share Posted February 16, 2022 if you are doing high # of symbols, removing a few of the ultra high volume ones will do more than removing hundreds of the small ones. Quote Link to comment Share on other sites More sharing options...
mb4x4 Posted February 16, 2022 Report Share Posted February 16, 2022 That's actually very good to know thx. It's not unusual that the top volume stocks fall outside my strategy. Thanks Quote Link to comment Share on other sites More sharing options...
mb4x4 Posted February 18, 2022 Report Share Posted February 18, 2022 dxFeed acting strange again, getting very delayed/incorrect data (volume, high/low, etc). The TD values pictured are correct. Worth noting that I currently have the dxFeed $29 Basic plan (for testing purposes) which doesn't provide L2 depth though the L1 data should be similar. Shouldn't be an issue with symbol count as my portfolio has less than 10 tickers. Will send logs settings as well. Quote Link to comment Share on other sites More sharing options...
Recommended Posts
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.