I am interested in using DTN IQFeed for both live trading support and for historical backtest with its data. The first part is explained here, with the latest IQFeed client download page here (click on the “Download” link on row starting with “IQFeed (Datafeed)”). The process is pretty quick and simple.
I haven’t found any good refence on getting IQFeed’s historical data, saying 10 years of 1-minute bar for @ES#, and setting it up in Amibroker, however. For example, how to do the initial setup, to use the same Amibroker database as the connected to the realtime feed or to set up an entirely historical only one, the ongoing update and maintenance process of the historical data e.g. do I somehow “grow” the historical database with the realtime feed or is there a separate process to update the historical intraday database.
I’d like to hear some advice from current Amibroker IQFeed users.
I have chatted with IQFeed customer support in the past few hours and pretty much resolve most of my questions that started this “Topic”. The upshot is that I can keep the history in the same real time feed database in Amibroker without any additional maintenance issue (but see caveat below).
There is a limit of 1,000,000 bars in Amibroker, So to get 10+ years of historical intraday bars, I cannot load all of @ES# (E-Mini S&P 500 Futures continuous contract) as 1-minute bar (about 6-7 years). However, if I change the database setting to 5-minute bars instead, I get to the full history of IQFeed on this ticker (starting around Sept 2015). For practical purpose, 5-minute bar data is sufficient for most of the bactesting I can envision for such a long history.
As a side note, the customer support of IQFeed is superb, on par with Amibroker, which I consider the gold standard in the financial software and analytics industry, including those servicing only the “bulge bracket” firms charging 6 figure USD per year. In the last 12 hours or so since I activate my free trial account, I got my e-mail answered well within 1 hour, not just in my own EST time zone. The DTN/IQ sale coverage person for Amibroker user (Trent Smalley) directs tech support to call me on my phone without prompting within 10 minutes of my sending his an e-mail and solves my problem. I am sold on IQFeed.
Actually I don’t share your opinion about IQFeed support. They know their feed for sure, but they certainly don’t know much about AmiBroker. It would be certainly better if they admitted that, than providing you with outright wrong information.
The message that you see in the Database Settings is there to prevent newbies from entering absurd values. Without that, everyone would enter 1 with gazillion zeros and start complaining about “bugs” not realizing that in physical world RAM has its limited size and the speed of light is not infinity.
Only people with engineering background are aware of hardware limits. Others expect impossible.
The limit is not hard coded… it is here for performance reasons and protecting users against hurting themselves, but if you have hyper-fast machine you can adjust the limit by creating the following (DWORD) key in the registry HKEY_CURRENT_USER\Software\TJP\Broker\Settings\MaximumNumberOfBars
