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Bid / Ask Price on IQFeed not updating in Live Data / Historical Tick Data

Posted By ywlee 2 Years Ago

Bid / Ask Price on IQFeed not updating in Live Data / Historical Tick...

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Posted Sunday June 07 2015
Hi

The Bid / Ask prices don't seem to be updating on the Live Data when using IQFeed (IB is fine).

The Bid / Ask price is captured when the live system is activated but the bid / ask price always remains at this price thereafter.

Checking the stored tick data confirms this (see below).

http://www.rightedgesystems.com/forums/uploads/images/3de6552a-490c-47da-aff4-aded.jpg
Posted Monday June 08 2015
What symbol are you seeing this with?  Have you tried it during market hours?

Thanks,
Daniel
Posted Monday June 08 2015
Sorry should have mentioned this is with Forex.

In this particular case it is the AUD/USD pair.

Same for all the other pairs.

I'm able to see bid/ask on IQFeed in another software so it is definitely feeding the bid/ask through.
Posted Tuesday June 09 2015
Here is another screen shot form the "Live Data" panel.

2 observations:

a. when using IQ feed as the live data feed provider, the Bid/Ask price is not updated after the live data is started
b. when using IB as the live data feed provider, the Last Price and Volume is not updated at all (see below).  The line highlighted in yellow (EUR/USD) is the IB live data.  The AUD/USD is the IQFeed live data.


http://www.rightedgesystems.com/forums/uploads/images/b5d6afbe-2753-4814-a184-36e1.jpg
Posted Tuesday June 09 2015
Looking at the Tick Data Editor for the 2 symbols confirms this:

1/ AUDUSD - IQFeed - No Bid/Ask Price & Size (except for the initial values on startup)

2/ EURUSD - IB - No Trade Price

http://www.rightedgesystems.com/forums/uploads/images/b5f025b2-29e7-469a-b110-b313.jpghttp://www.rightedgesystems.com/forums/uploads/images/ac5484df-58da-40f5-8715-f25d.jpg


Posted Wednesday June 10 2015
Hi

Any update on why:

a/ the "bid/ask price" is not updating in the Live Data panel when using iQFeed
b/ "Last Price" is not updating in the LIve Data panel when using IB as the live data provider?


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