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Viewing User Profile for: mshama
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Joined: May 22, 2015 09:42 AM
Last Post: Nov 5, 2015 09:01 AM
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mshama has contributed to 5 posts out of 21193 total posts (0.02%) in 3,280 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » IQfeed vs Bloomberg Nov 5, 2015 09:01 AM (Total replies: 1)

Hello,
I was trying to consolidate data from IQfeed and from Bloomberg for US Treasury Future BBG(US1 Comdty). I was trying to compare it with IQfeed @NOB# but i found that the data don't match. is the IQfeed symbol that I have used the correct symbol corresponding to the BBG ID?

also is there some kind of mapping which I can directly use to link which Bloomberg ticker to the corresponding IQfeed symbol?

Thanks.

Data and Content Support » IQFeed interday minute data vs Bloomberg interday minute data Jul 17, 2015 04:49 AM (Total replies: 5)

sorry, for the first part it is due the daylight saving start. in the USA it starts on the second sunday in march which was but in 08.03.2015 but in Germany it started on 29.03.2015. but still the second point holds out that some of the values at the same time are different.

Data and Content Support » IQFeed interday minute data vs Bloomberg interday minute data Jul 17, 2015 03:30 AM (Total replies: 5)

Hello,
thanks for your reply. I have already noticed this one minute difference and adjusted my analysis accordingly, but I still got these differences. as an example for differences:

first date existing in IQfeed but not in bloomberg or vice verse
1- on 09 March 2015 for GX1 Index (XG#) the data ends at 21:59 in Bloomberg but when getting the data from IQfeed I get data till 17:04 (+6h - 1min = 23:03)

2- on 10 March 2015 same Index, bloomberg data starts at 8:00 while IQfeed data starts at 03:01 (+6h -1min = 9:00)

second date existing in both but different value
1- '13-Jul-2015 08:56:00' bloomberg 11482.5 IQfeed 11495
2- '18-Jun-2015 18:37:00' bloomberg 11198 IQfeed 11210.5

PS I add 6 hours because I am in Germany and I need to convert it to local time here in Germany.

Thanks.

Moustafa Shama

Data and Content Support » IQFeed interday minute data vs Bloomberg interday minute data Jul 15, 2015 05:02 AM (Total replies: 5)

for analysis purposes I am supposed to consolidate interday minute data from both IQfeed and Bloomberg. When trying to compare data I found a lot of discrepancies for example existing minutes in IQfeed that are not in Bloomberg and vice verse or at the same minute I have different values between the two datafeeds. I know that IQfeed data timestamps are in EST so when comparing I first add 6 hours to the datetime and then compare it to Bloomberg.

Thanks,
Moustafa

IQFeed Developer Support » Timezone of timestamps in historical data? Jun 17, 2015 05:08 AM (Total replies: 3)

Hallo, I wanted to confirm if the time for all historical data is still EST or has it been changed for some indices and if the later how can I check it when loading the data.
thanks.


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