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Using multiple live data sources.

Posted By smersh 3 Years Ago
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Posted Thursday December 11 2014
Hi Daniel,

I'm seeing a problem when using IB and IQFeed live data feeds at the same time.

I have a watch list folder of symbols getting live market data from IB and another folder using IQFeed.

If I select symbols from one folder *only* and click Start Data Feed I see updates in the live window and NewTick() is fired.
If I select symbols from the other folder *only* and click Start Data Feed I see updates in the live window and NewTick() is fired.

If I select symbols from *both* folders, I only see updates and NewTick() events for IB symbols.

Is this a bug in RE or shouldn't I be using multiple data sources in one strategy?

Thanks

Posted Thursday December 11 2014
The time zone for the IB data is probably ahead of the IQFeed data.  In this case RightEdge would discard the IQFeed data as it is "out of order".

Thanks,
Daniel
Posted Monday December 15 2014
Yes, That seems to be the case
Thanks


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