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»Forums Index »Product Support »DTN.IQ Client Software Support »IQFeed with Sierra Chart - how to export?
Author Topic: IQFeed with Sierra Chart - how to export? (4 messages, Page 1 of 1)

mooq
-Interested User-
Posts: 1
Joined: Jul 1, 2013


Posted: Jul 1, 2013 02:13 PM          Msg. 1 of 4
I have Sierra Chart as my charting with IQFeed. I want to maintain a database of my own containing markets I watch with a granularity of one second (don't need all the ticks). If I export from sierra chart, it exports all data from 2006 which is OK for my first export but I need to refresh the data weekly.

I'm wondering if there's a way to get it directly from IQFeed or by using DDE with Excel or something like that? I want:
Symbol,Date,Time,Open, High, Low, Close, Vol

for each second.

I then want to be able to update this weekly by refreshing my database somehow. Would appreciate any ideas.

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Jul 1, 2013 03:18 PM          Msg. 2 of 4
Moog

If you use the EXCEL it will only pull in the tick-by-tick data.
You will need a time and sales application that pulls data in 1 second time captures.
From the IQFeed you can request the data in 1 second time blocks.

We have some developer tools that will do the work but nothing available in the regular softwares.

There are some 3rd party softwares that may have the capability to capture the data you are looking for.

ariknoi
-Interested User-
Posts: 4
Joined: Jul 22, 2013


Posted: Jul 22, 2013 12:56 PM          Msg. 3 of 4
are there any open source software for capture tick data?
thanks

DTN_Steve_S
-DTN Guru-
Posts: 2086
Joined: Nov 21, 2005


Posted: Jul 22, 2013 04:54 PM          Msg. 4 of 4
The only open source software I am aware of that implements IQFeed is TradeLink (https://code.google.com/p/tradelink/) but I do not know much about it's capabilities.
 

 

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