QLink Fails to Receive All Data

[bobJ12]

I found a crippling bug with QLink's data retrieval.

With certain symbols, on some intraday intervals, QLink will download some but not all of the requested bars.

If I request GOOG, GS, GM, or other well-known stock, QLink fills the Excel sheet will all the bars as expected.

But if I request intraday bars of an ARCX symbol (e.g. SPY or FXP), I get this the results in the image below. QLink fails to get the first few bars, but it does correctly get the later bars. The missing data does not update no matter how long you wait.

What's strange is that this behavior is not easy to reproduce. Requesting 400 bars works, 10 works, but 100 does not. On other symbols, 400 does not work but 100 does.

It seems to work more reliably when I request a huge number of bars (e.g. 1000), so this might be a possible work around.

[tlinetrader]

I have the same problem. Anyone have a solution?

[ScottJ]

While it's been reported before, it's been difficult to reliably reproduce. It has been added to our bug tracking system though and will get more attention in the coming months.

Thanks.

[tlinetrader]

Thanks for the reply. Unfortunately this problem is more than reproducible for me. It happens on every symbol in any time frame I try. I've tried QLink installed on three different machines. I've tried different versions of excel and I've run it from different networks with different ISP's. QLink will not fill in all requested bars regardless of the circumstances. I'm trying to back test some custom indicators and need this program to work. Right now I'm dead in the water. Is there a legacy version of QLink that works?

[ScottJ]

Originally posted by tlinetrader Is there a legacy version of QLink that works?

Not that I'm aware of. Are you able to send us your Excel sheet that reproduces the issue every time? I think that would be helpful to our Eng team. You can send to [email protected] and put attention Jay and Scott.

Thanks.

[ScottJ]

timetrader

I understand we helped resolve the days/times being requested and we don't believe any technical issues exist. Please confirm.

Thanks.

[bobJ12]

The issue I described below still exists. Here's my repro steps:

1) After hours. (I don't know if this is relevant)
2) Create a new excel sheet, select the first row/column
3) Select QLink -> Request Bars, and select these options:

FXP
100 rows
Intraday, 10 minutes
Check session
Use default times (9:30-16:00)
Add all Fields
Check Show Headers
Don't check Fill
Don't check Reverse

4) The first fiew days' worth of data will be all zeros. If the sheet has valid data, try again with 110 rows, then again with 120 rows, etc. After a few attempts the bug will definitely appear.

[ScottJ]

Thanks for the specific details. We'll try to replicate in-house and get back to this thread.

Thanks.

[ScottJ]

Although not confirmed, the issue appears to be related to after-hours collection of data. Please test your capture during market hours to help us confirm our suspicions.

Thanks.

[bobJ12]

Originally posted by ScottJ
Although not confirmed, the issue appears to be related to after-hours collection of data. Please test your capture during market hours to help us confirm our suspicions.

Thanks.

I was able to reproduce the bug this morning during market hours, following the steps below.

[eSignal_ToddI]

I was able to replicate this bug as well, and it's been reported to project management/engineering to investigate.

It seems as though the number of bars requested which results in the incomplete data tends to change as time passes for a given symbol.

An example: IBM may have had a problem with number of bars from 129 to 135 at 7:05 AM PT yesterday, and then later on at 7:55 AM PT, that range would have shifted to 134 to 140, however if 141 was selected, then all the bars would have filled (so the data is on the servers). In this case 50 minutes passed and the range shifted 5x 10 min bars.

[sheanon]

qlink intraday data

i also am having problems receiving intraday data. Any time I choose a timeframe less than a daily, it returns 0 for the value of the stock.

This pertains to when the market is afterhours, even though i specify the correct time, it does not seem to be able to fetch the intraday data.

This is why i paid for qlink, now I don't see the purpose