I'm sorry, but I cannot figure this out. I'm on a free trial of IQFeed. I'm getting CME futures data streaming, which I can see on the time & sales on the IQFeed application, and also streaming nicely for all timeframes on Motivewave.
However, on Wealth Lab I cannot get it set up. I have tried using the naming conventions @MESU25, /MESU25, @MES1!, as well as with ES, and I keep getting an error message "Could not obtain historical data for symbol: @mesu25". I have tried daily bars, minute, tick, no luck. I am also using the Streaming Data Testbed and I just get the continuous message "Subscribed to /ESU25, awaiting streaming data..."
I tried setting up a dynamic dataset with roll dates, but I'm still using the naming conventions listed above. Perhaps that is the problem?
However, on Wealth Lab I cannot get it set up. I have tried using the naming conventions @MESU25, /MESU25, @MES1!, as well as with ES, and I keep getting an error message "Could not obtain historical data for symbol: @mesu25". I have tried daily bars, minute, tick, no luck. I am also using the Streaming Data Testbed and I just get the continuous message "Subscribed to /ESU25, awaiting streaming data..."
I tried setting up a dynamic dataset with roll dates, but I'm still using the naming conventions listed above. Perhaps that is the problem?
Rename
Oh no, as soon as I posted I realized there is a drop down in the bottom right corner to switch from "Stocks" mode to "CME". Maybe this will help someone else in the future!
Okay, but I still can't get it to stream data outside of regular hours. I can see the bid and ask moving on the y-axis, but it's not charting.
I've tried unchecking "Filter out Pre/Post intraday market data" in the chart preferences, but it still isn't charting.
I've tried unchecking "Filter out Pre/Post intraday market data" in the chart preferences, but it still isn't charting.
Upon further inspection, it appears to pull all historical data if I close and reopen a chart, but is not actively streaming while the chart is open. If I close and open a new chart, it will pull bars from the last minute or two, but then will not stream any further data. I need to close/reopen to get any more data. IQFeed is showing a continuous stream of data in their application.
Sorry to spam, but the circle next to the IQFeed stream is no longer green.
1. Make sure IQFeed is checked in the Data Manager > Historical Providers list
2. You need the appropriate subscriptions for the markets you request.
3. Data may be delayed during trials, and this will NOT work with the Strategy Monitor. Check the time of the last bar of a 1-minute chart.
4. If and when you subscribe to IQFeed, you may have to explicitly request that IQFeed enable "live" non-delayed streaming.
IQ Symbol Guide >> https://ws1.dtn.com/IQ/Guide/
@MESU25 should work. If it doesn't, you don't have the subscription for it.
Following the symbol guide ^^, @MES# is the continuous splice contract and @MES#C is continuous back-adjusted.
4. Tools > Markets and Symbols
a. Markets tab:
IQFeed data is always timestamped in EST, but the CME market is set up for CST.
1. Click on the CME Market
2. Click "Create a Copy" and rename it CME-ET.
3. Change its time zone to Eastern.
4. Holidays: Select the "USA FUT-EST"
b. Symbols tab:
You must set up the symbols specs for the IQFeed futures that you trade.
For MES, create a record for @MES#, assign it to the CME-ET market you created, fill out the other specs (see image) and save it. Then, copy it twice with wild-card symbol characters, @MES## and @MES###, which will match @MES#C, @MESU25, @MESZ25, etc.
5. Backtesting
Preferences (F12) > Backtest > Other Settings > Futures Mode (checked)
For other info, see F1 Help > IQFeed. Later, this info will appear there!
Finally, since you're testing index futures, read this feature request, and add your vote to the starter topic: /Discussion/Dynamic-Futures-Margin-10631
2. You need the appropriate subscriptions for the markets you request.
3. Data may be delayed during trials, and this will NOT work with the Strategy Monitor. Check the time of the last bar of a 1-minute chart.
4. If and when you subscribe to IQFeed, you may have to explicitly request that IQFeed enable "live" non-delayed streaming.
IQ Symbol Guide >> https://ws1.dtn.com/IQ/Guide/
@MESU25 should work. If it doesn't, you don't have the subscription for it.
Following the symbol guide ^^, @MES# is the continuous splice contract and @MES#C is continuous back-adjusted.
4. Tools > Markets and Symbols
a. Markets tab:
IQFeed data is always timestamped in EST, but the CME market is set up for CST.
1. Click on the CME Market
2. Click "Create a Copy" and rename it CME-ET.
3. Change its time zone to Eastern.
4. Holidays: Select the "USA FUT-EST"
b. Symbols tab:
You must set up the symbols specs for the IQFeed futures that you trade.
For MES, create a record for @MES#, assign it to the CME-ET market you created, fill out the other specs (see image) and save it. Then, copy it twice with wild-card symbol characters, @MES## and @MES###, which will match @MES#C, @MESU25, @MESZ25, etc.
5. Backtesting
Preferences (F12) > Backtest > Other Settings > Futures Mode (checked)
For other info, see F1 Help > IQFeed. Later, this info will appear there!
Finally, since you're testing index futures, read this feature request, and add your vote to the starter topic: /Discussion/Dynamic-Futures-Margin-10631
Thank you so, so much!!! It seems to be working now :)
I took a look at that other discussion and left my feedback.
Really enjoying Wealth Lab, so far. Thank you!!!
I took a look at that other discussion and left my feedback.
Really enjoying Wealth Lab, so far. Thank you!!!
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