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»Forums Index »Product Support »DTN.IQ Client Software Support »Export Volume and Bid / Ask from IQFeed
Author Topic: Export Volume and Bid / Ask from IQFeed (4 messages, Page 1 of 1)

tradebuster
-Interested User-
Posts: 2
Joined: Jun 15, 2012


Posted: Jun 15, 2012 06:46 PM          Msg. 1 of 4
I use a charting platform that uses IQFeed. When a bar closes it gives me total volume and then breaks that down to volume traded at the bid and ask (not Upticks and Downticks). Is there any way I can get this exact data direct from IQFeed using DDE, or do I need to write a custom app using the API? I am trying to import this data into a trading platform which does not have this data available to it natively. Any suggestions on how to get this data on a time basis?

Thanks!

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011


Posted: Jun 18, 2012 07:41 AM          Msg. 2 of 4
Hello Tradebuster,

Incremental volume that occured when the trade price was at the bid v. volume that occured when the trade price was at the ask was a computed feature of the software that you were using - those are not readily available as specific fields in IQFeed data. If you do not want to use that software, you are correct that you would need to write a custom app.

You may want to check out our Developer Support services at:
http://www.iqfeed.net/index.cfm?displayaction=developer§ion=main
There is also a list of the data fields there that are available in IQFeed.

tradebuster
-Interested User-
Posts: 2
Joined: Jun 15, 2012


Posted: Jun 18, 2012 09:45 AM          Msg. 3 of 4
Thanks DTN_ToddH! Is there a place where I can find a listing of developers who can write a custom app for me using the IQFeed API?

DTN_ToddH
-DTN Guru-
Posts: 287
Joined: Oct 6, 2011


Posted: Jun 18, 2012 11:13 AM          Msg. 4 of 4
Hi,

I am sorry, but we do not have a list of developers to recommend.
 

 

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