Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
QCollector, Is it possible to download with millisecond or microsecond stamps
I am looking at IQfeed + Qcollector but need advice. I am using the trial and it seems like qcollector can only output whole second timestamps as opposed to millisecond or micro second which IQfeed gives?
Is there a way to keep the original time stamp from IQfeed?
Can you help answer these questions from other members on NexusFi?
What instrument are you looking at ?
I have seen with IQfeed that for some exchanges/instruments, thee is no milisecond,
could this be the case in your situation ?
I am using the Qcollector demo and the instrument is the SP 400 midcap future. I cross checked it vs directly downloading the CSV through the IQfeed application itself. The output from IQFeed does show the milliseconds, so the data is coming through. But I want to use Qcollector for batch downloading, instead of manually doing 1 by 1 with the IQfeed .
Maybe my settings are off, @rleplae does yours output milliseconds if the exchange does have them?
If you have the miliseconds when directly doing it with IQfeed, then there is an issue or a setting with the Qcollector
probably one of the other users, might know Qcollector in more detail, my expertise is more on the side of direct
integrartion with IQfeed
Get the socket connection in python. Listen to 500 symbols (whatever they are). Put that into a rabbitMQ queue for buffering. Then have a message receiver parse/format them, add them to my data base.
I think its pretty straight forward, although devils always in the details. Thoughts on the general architecture, and how long it would take to develop this part of it?
After its in the database everything else from my stack works.