Does IQFeed have some test symbols that spew junk tick data for testing on days like Saturday? Or after stock hours, should I just use an active futures symbol on delayed data? Thanks.
If that's what I am thinking aboit dealyed data is only dalayed by 15-20 minutes. So, you will not see any over the week-end.
I just meant using some 24-hour contract for which I do not have a real subscription, and pretending it's a feed I'd normally work with. I guess I will use the @ES for data to test with.
This should work as long as you are happy with data delayed by a fixed time interval. The timestamp on the data will be corret. The data will just arrive later. So, avoid comparing timestamp with the PC clock and you should be fine.