IQFeed issues with level1 and historical candles
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21.10.2019


Hi,
I just downloaded the latest source code from GitHub and trying to run the various samples. I use IQFeed as my data feed, so I try to run the IQFeed sample. It does connect correctly, and I can find a symbol in the securities window and see live price updates within it. However, when I click Historical candles button, I get no data at all when I try to search. In fact, the GetHistoricalCandles() seems to be hanging when I try to step through the sample code. It just hangs and never returns. However, I don't have source code for IQFeed connector, so I can't step in to see what the issue is or fix it.
Any ideas? Is there a specific version of IQFeed needed? I just updated to the latest version.
Is there source code available for IQFeed connector? I did not see it in GitHub. I would be happy to make any updates myself, but obviously not possible without source.

Thanks,
Chris



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Mikhail Sukhov

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Hello

Did you read our IQFeed setup manual?
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Chris Delaney

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I've read the relevant online documentation. It's just download source code and run. I don't see anything else mentioned that is needed, unless I'm missing something. I'm not trying to run Hydra, Designer, or anything other than the IQFeed source sample.
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Mikhail Sukhov

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You downloaded API I believe. Send us video screencast. Seems you missed something in setup process. Make sure you installed IQFeed properly.
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Chris Delaney

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Mikhail Sukhov Go to
You downloaded API I believe. Send us video screencast. Seems you missed something in setup process. Make sure you installed IQFeed properly.


I'm attaching a screenshot, showing what I see.
There is nothing wrong with my IQFeed. I use it extensively every day in multiple other applications with no issues. This is a StockSharp specific issue.
In the background you can see the exact line that is hanging (I have a breakpoint set on it). When I execute that statement, it never returns, so the chart candle window hangs.

Just to be clear, this is the statement that hangs:
var messages = MainWindow.Instance.Trader.GetHistoricalCandles(_security, typeof(TimeFrameCandle), (TimeSpan)TimeFramePicker.SelectedValue, (DateTime)From.EditValue, (DateTime)To.EditValue, out var _);

It's in HistoryCandlesWindow.xaml.cs

It doesn't matter what ticker I use..... MSFT, AAPL, @ES#, it always hangs on that call and never returns. I'm using the latest released version of IQFeed and StockSharp.

Chris

stocksharp.PNG 327,7KB (2)
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Mikhail Sukhov

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I've got what you mean.

First of all, 4.4.16 is 1-year-old version. We still prepare 4.4.17 and not it is available as night build version (visit Download page to see the details). At the second, use Hydra to download historical data. Our sample is out of date (again, 4.4.17) and now only Hydra is suitable to download a batch of historical data. You can see our articles and videos related to Hydra+IB,
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