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IQfeed and continuous contracts.

Posted By NNNKT 3 Years Ago
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Posted Thursday October 16 2014
Hi,
 
Then I download continuous contracts from IQfeed I get duplicate bars for the same time stamp.The duplicate bars appears around contract switch, and happens I'm using these symbol: @ES#  or @ES#C.  I if download a single contract @ESZ14  everything works fine.
So far I have seen the problem on 5 and 15min bars and symbols like ES, EX, BD etc.

Does anyone else see this problem???
You have to download historical data for at least 6 months and run the “check bar data” tool.
Christian
Posted Friday October 17 2014
Do the duplicate bars have exactly the same data, or is it different bar data for the same date?

We include the source code to the IQFeed plugin with RightEdge, so if you want you can update it to filter out these duplicate bars.  Look at the RetrieveData method in IQFeedService.cs.

Thanks,
Daniel
Posted Saturday October 18 2014
I updated the IQfeed client to latest version, and now everything works fine.


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