I'm trying out IQFeed plugin with Amibroker but am encountering an issue. Hope someone can kindly advise if this is common, and if not, is there a solution?
I notice that when streaming data, there are often very 'long tails' in some bars (I'm using 1-min bars). But the moment I click on 'Force backfill', those long-tails (due to bad ticks, I suspect) disappear. In fact, the other bars that didn't have the long-tail also look slightly different.
Below, I have attached printscreens to illustrate what I mean.
Make sure you are NOT exceeding 500 symbols IQFeed subscription limit.
As mentioned many times IQFeed is unfiltered feed. IQFeed does NOT filter anything. The bad tick filter is a PLUGIN feature but it is ATR based filter that works on backfilled data, not RT data because it needs "surrounding" data to figure out if given tail can be classified as "bad tick" or not.