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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:34:57 +0000
IQFeed after-hours quotes
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| [2014-02-04 13:41:28] |
| joshtrader - Posts: 484 |
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This is being posted after an email conversation with IQFeed support, and I was asked by the SC team to post it here for proper tracking. In the morning before US markets open, and in the evening after markets have closed, the last price showing on my charts and quote board jumps between two different prices: the actual last trade which has taken place in the premarket or after hours, and the last trade of the prior trading day. So whether at 4:05pm ET, 9:25am ET, or anywhere in between, the quote board will briefly report an actual trade if it takes place (for a few seconds); then, it will go back to showing the last price as the last trade of the prior close, and this causes the stock to show up as unchanged. So even if GOOG is up $50 a half hour before the open, after a few seconds of inactivity, the quote board reverts to a 0% change and the stock looks flat. Likewise, on a chart an actual print will occur, but then the last price box will go back to the prior closing price after a few seconds. After talking to IQFeed, it seems that a possible reason for this is that the "Last" field is in fact the Last trade of the regular stock session. For after hours, "ET Last" is the field which shows the actual last traded price in the extended trading session. As I use the Watch Quote app to monitor these fields, I do not see Last changing in the premarket, even though ET Last is updating to reflect current trades. So I am not sure what Sierra is using as the Last price for a quote board or chart, but either way, it seems that in either case we would want the last price to show the actual last transaction that has taken place, and would never want to show this as the prior day's closing price. As it stands, a glance at my quote board premarket makes it impossible, looking at a screen of 150 stocks, to determine how many are red and how many are green, since over half of them are at any given time being reported as unchanged, even though they are actually trading well away from unchanged. I do not know whether ET Last will update during regular market hours to match Last, but there are a couple of possibilities: 1) On a chart, when Extended session is turned on, use ET Last instead of Last; for a quote board, include an ET Last field 2) If ET Last does indeed match Last during regular hours (which IQFeed has confirmed, but I have not myself confirmed), then just use ET Last instead of Last all the time. Why would we care about Last, if it does not indicate the Last traded price? It seems to me that IQFeed has incorrectly (if we can use that word) labeled its fields. I'm sure they have a good reason for doing things the way they have, but using Last is a bit misleading. Nonetheless, I think that if Sierra can use the field that will yield the desired behavior, then it can all work well. Thank you for your time, and for looking at this. If you would like any screen shots, video, or anything else, please let me know and I can provide whatever examples or info you need. I have attached an image of VXX from this morning. You can see the last price is quoting yesterday's close of 53.02, whereas the actual last trade was somewhere in the 52.70s. Likewise, the quote board will quote 53.02 and show unchanged, and then when a trade occurs will report VXX as lower, and then will switch back in a few moments to unchanged. Date Time Of Last Edit: 2014-02-04 13:48:03
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vxx.PNG| [2014-02-05 01:49:23] |
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This is long and detailed so will take us some time to work through this. We will get back to you on this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-02-08 12:36:50] |
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Definitely the way that IQ Feed has implemented this is confusing and generally we find the whole IQ Feed interface to be unnecessarily complex and not very efficiently designed. We think we have identified the problem and resolved. Please check in version 1091 coming out in another day or so. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2014-02-08 12:37:15
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| [2014-02-14 12:57:04] |
| joshtrader - Posts: 484 |
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An initial glance of the changes in 1091 seems to indicate that this is working as expected. Thanks so much for doing this--before, the quote board was not really usable pre-market and charts were also confusing. Now, it's great. Thanks for doing this guys.
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