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I've gone back and forth multiple times with AmiBroker support but not getting anywhere.
Has anyone successfully hooked up IQFeed with AmiBroker and downloaded 120 days of historical tick data?
Here is my original email to them:
So far their replies have been unhelpful, they haven't even read my message because they say to modify registery (in my original email), they say to use tick database (in my original email), and they say it was because during market hours and IQFeed policy (not the case, again in my original email).
Am hoping someone here who has done this before can assist me.
After making the registry key setting have you re-started AB (or restarted your OS to be sure)?
EDIT: Well, forget about my last comment .... since it was possible to change the number of bars you probably have already done that or it is not needed at all.
@Big Mike, since I don't use IQFeed I have tested with a fellow user of AB who is using IQFeed regularly and we have found out that the problem seems to be IQFeed themselves. Some symbols get downloaded with full 10 million tick bars if 10 million is set as max. value. Some symbols stop after 2.5 million some stop after around 3.5 million.
In addition I have asked AB support myself and they have also tested with IQFeed's own application and even their own application stopped downloading after 700k ticks bars for a tested smbol.
Here is what Technical Support replied to me:
And FYI, if you set to currently maximum bars of 10 million ticks to get downloaded then it doesn't mean that you would get 120 days of history as there could be a case where one symbol has millions of ticks per day on average and so you would get just a few days downloaded since the number of bars settings refers to ... well, bars but not days.
So you would have to set average number of bars per day * 120 days = ....
It would mean that if a symbol has an average of 2 million tick bars per day then you would need a max. value of 2 million * 120 days = 240 million bars but not 10 million.
But such number is equal to 40 bytes * 240 million = 9.6 GB of data per symbol
Downloading such data would take 3 hours with 10Mbps DSL. It would take 48 seconds to read such file from SSD drive @200MB/second. And executing just a single AFL function such as Highest() would take 1 second (provided that you would have a i7 processor with triple channel memory that has 10GB/s bandwidth).
That info was also sent by AB support about the simple Maths.
I have already exchanged this info in an email yesterday with Tomasz. He originally told me IQFeed didn't support 120 days of tick data and that I was dreaming in fantasy land. I then educated him that they do and provided him proof. Then he told me it would take 256 GB of RAM to display the data, and it would take 10 hours to download it. I educated him that the data is compressed and only takes a few minutes to download on a moderate internet connection such as 50Mbps, and that NinjaTrader, Sierra Chart, and other platforms can all display YEARS of tick data (much less "only" 120 days) and work with only a few GB of memory consumption, not anything near 256 GB.
Since all other platforms I've ever used have properly backfilled 120 days of tick data from IQFeed, the issue is NOT IQFeed but rather AmiBroker's implementation.
I am a bit concerned. I purchased AmiBroker because I thought it was a highly optimized platform that could handle portfolio management of hundreds of symbols. Now I am being told just to display 120 days of tick data for a SINGLE CHART, I would need 256 GB of RAM. Obviously there is a huge disconnect here in the way AmiBroker is "optimized" vs all other platforms I have used.
I am still hopeful that Tomasz will fix the issue although he hasn't yet admitted there is a problem with his implementation.
Are you Tomasz? He has already tried the same argument with me. He doesn't know what he is talking about. IQFeed's data stream is compressed. He should know that.
I already explained I had a "power" system in my original email to him. 200MB/sec is incredibly slow.
This was performed just now, with 40 charts open, email, music, in the middle of a session.
So far Tomasz has spent a lot of time trying to prove to me why it doesn't work. What he should be doing is asking why AmiBroker doesn't, and NinjaTrader, Sierra Chart, MultiCharts, Investor/RT, MarketDelta, and IQBroker all do.
No, I'm not and I'm not employed there at all. I wrote in my post "That info was also sent by AB support about the simple Maths." I don't know what you have emailed with him and what has been understood or misunderstood.