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"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
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ArgyleSocks has contributed to 18 posts out of 21185 total posts (0.08%) in 5,278 days (0.00 posts per day).

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At this point I'm finding just the few years of intraday CME data to be limiting my ability to do backtesting. Is there any way you can offer much more than that, even for an extended fee? I would happily pay a fee rather than have to source a different vendor and then stitch the data together with what I already have.

Data and Content Support » Missing historical FX data Dec 24, 2009 11:46 PM (Total replies: 4)

According to the website for IQFeed, there should be historical minutely data for Forex going back to 2005. However when I try to get EURUSD from either TENFOR, Barclays or FXCM, it goes back at most to May of 2007. I'm using AmiBroker. Is this a problem with the client or is there missing FX data? Can you confirm what the oldest quotes are for minutely data for FX major pairs?

Thanks.

Data and Content Support » Bad data for today's gold contract on CME? Dec 24, 2009 11:44 PM (Total replies: 2)

Thanks. Could you post the results here when you've determined one way or the other? Appreciate the quick follow up.

Data and Content Support » Bad data for today's gold contract on CME? Dec 22, 2009 08:48 PM (Total replies: 2)

Looking at the hourly chart for QGCG0 and at 1pm on 12/22 (today) it showed a LOW of 1068.7. Looking at another data feed as far as I can tell this contract (Feb Gold Comex) never traded below 1075.2. Can you explain this? This is a big disparity and I want to make sure it's not on IQ's side.

Data and Content Support » Missing 4 years of CME Oil data (2000-2004) Dec 22, 2009 06:59 PM (Total replies: 5)

Any update on this? This is having a pretty big impact to not be able to see this data.

Data and Content Support » QGC# is failing to update? Dec 22, 2009 06:56 PM (Total replies: 1)

I'm watching QGC# in AmiBroker now and it hasn't updated since 430PM. Is this an AmiBroker problem? CL# is updating fine, which makes me think it's IQFeed. This has been happening a lot lately, and it's also happening with SI#.

Data and Content Support » Missing 4 years of CME Oil data (2000-2004) Dec 15, 2009 09:42 PM (Total replies: 5)

Many thanks. Surprised nobody noticed it, CL being such a major contract. Perhaps people are more short term focused.


Yes I understand this, however this is not sufficient for the kind of analysis I'm doing. I appreciate your situation. The best thing I can think of is to just offer it on a different server and only tell those who ask for it. That would mean the server could be much cheaper. I don't even need it to be that performant for backfilling. I am at a crossroads where if I can't find it elsewhere for reasonable fee in addition to what I'm paying for IQ, I'll have to move on to a fully different vendor.

Data and Content Support » Missing 4 years of CME Oil data (2000-2004) Dec 11, 2009 08:24 PM (Total replies: 5)

Using symbol CL# and AmiBroker, I pulled down as much EOD history as allowed, and I go back 8/96 and to present, but with 2000-20004 totally missing in between.

Any idea why this is?


Thanks that makes sense.


Using AmiBroker, it's showing up as 5.88 close for this past Friday, but Google and Fidelity are showing it as 5.93.


Quote: I am a little confused myself.
Since I want to switch from esignal to the IQfeed ,can anybody point out the difference of the esignal tick-feed to the IQ tick-feed. Would tick charts look any different?
Thanks
--- Original message by moonriver on Nov 19, 2009 08:16 AM
Yes the difference is that you'll get a separate entry with the bid/ask quote for every quote with eSignal *plus* the actual trade ticks (size, price), where as with IQFeed you'll only get the trade ticks, although they're pointing out here that those trades will include the best bid/ask at the time the trade was printed.

I hate to say it since I'm an IQFeed fan and customer, but eSignal has the more proper and comprehensive tick offering, even though it's limited to 10 days back, and IQ goes back 30 days.


Quote: The primary reason we don't offer historical quote (bid/ask) data on IQFeed is due to lack of demand. In the 10 years we have been providing the IQ service, we have received less than a handful of requests for historical quotes (bid/ask). Because quote volume is exponentially greater than trade volume, it doesn't make good business sense for us to store and make this information available when demand for it is so light. As we have explained, DTN does provide this with our NxCore service.

What we do provide in IQFeed is historical trades and with each trade we store the best bid/ask price. This information is sufficient for what the majority of traders are looking for, which is some sort of indication if a trade was matched at the bid or ask price.

--- Original message by DTN_Jay_Froscheiser on Nov 18, 2009 01:24 PM
I appreciate what you're saying, but if you already have it with NxCore, why not provide a second slow server for people to get it with IQFeed? I need to now go to NxCore and spend upwards of $500/mo plus much more just to add the missing quotes? I am more likely to go elsewhere, which I am loathe to do because I like IQFeed for all other aspects.

I know there are other companies that offer the quotes on a 2nd set of machines that are not available to users unless they ask for them, which limits the bandwidth cost.


As it stands now when you query historical tick data you only get trades, no quotes. I understand NxCore has this, so surely you have access to the right data. I really shouldn't have to go to the more expensive NxCore to get the missing quotes that goes with the trades for historical.

Many thanks.

Data and Content Support » What is the proper ticker for the Nikkei 225? Nov 18, 2009 12:25 AM (Total replies: 1)

Is it NIK.X? Because if so it doesn't appear to be updated in real time.


I don't understand. Does your 30 days of historical tick data include quotes? Or just trades? My point is that I was told that it doesn't include quotes, only trades, which leaves out a ton of important information.


It's sort of rendering the tick data much less useful. Is there a reason for this policy when competitors offer it?

Is there a tool that just does live tick capture? I have QCollector but it doesn't do live capture of the quotes, only time and sales.


I am using a tool that requires ESignal format for tick and trade data. Is there any tool that exists that easily converts from IQFeed/DTN to ESignal? I know QCollector can download IQFeed tick data, but I don't believe it can convert. I'd appreciate any suggestions. If I have to write my own converter I will, but I'm not even sure what the ESignal format is.


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