Filtering IQFeed bad ticks

Discussion in 'Trading Software' started by dis, Aug 7, 2003.

  1. dis

    dis

    Is there charting software capable of filtering IQFeed bad ticks?
     
  2. nitro

    nitro

    I have the same problem.

    nitro :mad:
     
  3. funky

    funky

    i use quotetracker....i just hit ctrl-shift-h or ctrl-shift-l any time a tick prints outta range. takes less than a second. more of a cosmetic thing though and i don't have to do it that often.
     
  4. corvus

    corvus

    They should really make their API cheaper so we can write tools for it...
     
  5. dis

    dis

    Quotetracker works only if a bad tick is in the highest/lowest bar in a chart, which is not always true.

    Ensign has a spike filter that does not work.
     
  6. MarkB

    MarkB

    Hmmm, using IQFeed (Dynastore, feeding Globalserver for TS2000i) for almost a month now. I haven't seen a bad tick yet. At least none that are obvious.
     
  7. What instruments are you following?
    I don't have any problems
     
  8. dis

    dis

    QQQ and SPY
     
  9. nitro

    nitro

    I get twenty + a day with this exact setup

    nitro :confused:
     
  10. iqfeed

    iqfeed DTN

    Depending upon the use, we are willing to work with developers on the price. If the software will bring benefit to our customers, or is a commercial product that will bring us business, we would love to talk. Contact our business development group and we can see what can be worked out.

    Also, we have a new history server in development that will help clean things up. As everyone knows, it is a fine line between providing exactly what the exchange sends (which isn't always pretty), and creating accurate filtering algorithms. We think we will have a good solution when released, but it is in the early stages now.

    Jay Froscheiser
    DTN Market Access, LLC.
     
    #10     Aug 7, 2003