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IMPORTANT! In
order to use IQFeed data with AmiBroker you have to download
and install the plugin:
Change log:
Version 2.0.2: (April
20, 2010):
NEWEST version for AmiBroker 5.30 (already included in the setup of AmiBroker
5.30)
tested and working with latest IQFeed API IQFeed
API client setup (version 4.7.0.9)
Version 1.9.3: (Feb 27,
2009):
- fixed backfill problem with 5-second and 15-second base time
intervals
Version 1.9.2: (Oct 26,
2007):
- last update time now uses IQFeed timestamp instead
of local clock and this prevents chart refresh stall occuring
sometimes when clock on local machine and on IQFeed end are
not synced.
Version 1.9.1: (Aug
20, 2007):
- fixed 'tick' base interval mode
- fixed access violation that occurred when switching
base time interval for existing database
- other minor fixes
Version 1.9.0: (June
5, 2007):
- implemented support for Mixed EOD/Intraday mode (to turn it
on go to File->Database Settings->Intraday settings and check
"Allow mixed EOD/Intraday data"
- implemented support for tick/5-second/15-second base time interval
- this REQUIRES support for second resolution
on IQFeed servers which is due to release June 16th, 2007.
Version 1.8.2: (May 26,
2007):
- compiled with new API
- minor fixes in detecting drops in cumulative volume value
Version 1.8.1: (April
13, 2007):
- fixed problem with negative volume occuring on thinly traded
symbols
- force backfill now actually re-backfills all quotes
- added 'waiting for timestamp from IQFeed' message to the startup
procedure
Version 1.8.0: (February
22, 2007):
- updated to support new IQFeed API 4.2.0.7
- support for long intraday backfills (8+ months)
- shutdown / reconnect procedure clears internal data cache now
- added extra checks for Level-1 socket connection
- some other minor improvements
Version 1.7.0: (September
8, 2006):
- updated to support new IQFeed API 4.1.2.0
- socket code completely rewritten to use asynchronous sockets
instead of multiple threads and synchronous sockets
- backfills are now much faster and less CPU hungry
- during backfill AmiBroker charts are refreshed after arrival
of every 5000 bar packet which gives better user-experience (no
need to wait until entire backfill is completed
Version 1.6.0: (January 14, 2006):
- updated to support new IQFeed API 4.1.0.0
- "IQConnector.exe" no longer needed because API 4.x
does not have shutdown bug anymore
Version 1.5.5: (June 9, 2005):
- plugin does not remove last data bar when off-line
Version 1.5.4: (March 30, 2005):
- plugin now uses time stamp sent via "T" updates by
IQFeed instead of time() function from C runtime library to avoid
problems with differences in daylight saving changes in different
time zones
Version 1.5.3: ( June
8, 2004 )
- modified historical
request format according to new 2.3.0.1 API specifications
- requires the newest IQFeed
client 2.3.0.1 (released June 8, 2004)
Version 1.5.2: ( April 20, 2004 )
- added protection against invalid (zero) data sent by IQFeed
in OHL fields during pre-market hours. This
version works with OLD IQFeed client 2.2.7.x
Version 1.5.1: ( April 20, 2004 )
- bad data filter adjusted to work better with not-so-heavily
traded symbols
- filter settings changes are now stored in the registry
Version 1.5.0: ( April 19, 2004 )
- bad historical data filter implemented - please note that bad
tick filter settings apply AFTER BACKFILL
- changes in DST handling
Version 1.4.3: ( March 29/30, 2004 )
- daylight-saving-time problem fixed
Version 1.4.1: ( January 23, 2004 )
- implemented special small 'iqconnector' application to workaround
problems with DTN's connection manager
Version 1.4.0: ( January 6, 2004 )
- implemented workaround to retrieve volume values for records
that IQfeed does not send trade volume, by calculating the difference
in cumulative volume field that is sent always.
- IQFeed API RemoveClientApp function is not called at all now
because it was causing 100% CPU usage. This addresses problems
with switching databases and should provide better co-operation
with QuoteTracker
- implemented workaround to problem with inconsistency between
day history response and Q records sent for Globex futures
Version 1.3.3: ( October 7, 2003 )
- implemented workaround for missing date of update in Q records
sent by IQFeed for symbols like TICK, NASTRIN.
Version 1.3.2: ( July 3, 2003 )
- fixed EOD backfill problem
Version 1.3.1: ( June 21, 2003 )
- fixed 'one-bar problem' in EOD mode
Version 1.3.0: ( June 21, 2003 )
- worked around IQFeed Connect inability to register more than
one client application of the same name
- other minor fixes
Version 1.2: ( June 20, 2003 )
- now plugin supports 5 simultaneous backfills for better responsivity
Version 1.1: ( June 19, 2003 )
- backfill code rewritten to low-level TCP/IP for better stability
and reliability, bypassing IQFeed high-level functions that caused
problems in previous version.
- cumulative volume problem fixed
Version 1.0: initial beta release |