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sf631 has contributed to 6 posts out of 18557 total posts (0.03%) in 2,085 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » Multiple symbol quotes in one request? Jun 25, 2015 10:46 AM (Total replies: 0)

Newbie question:

I'm trying to understand the best way of getting real-time price quotes on baskets of symbols and want to minimize the amount of data you have to send me and I have to receive/parse.

For simplicity, say I was trying to calculate my own intraday value change of the QQQQ ETF and needed to get price_chg_pct (percent change in price since yesterday's close) for all 100 stocks underlying the QQQQ so that I could weight them, sum them, and compare that to the ETF's price.

Is there any elegant way of asking for baskets of symbols in one request? In my ideal scenario I'd get only the needed field for all needed symbols, but understand that you may send all fields by default.

IQFeed Developer Support » tools documentation Jun 25, 2015 10:34 AM (Total replies: 3)

Somewhat off topic, but where can I get IQ Explorer? That sounds perfect for my needs in figuring out the API usage

I just downloaded the latest client package (5.1.3) and see Launcher, WatchQuote etc but no explorer.

Thanks

DTN.IQ Client Software Support » Downloading Daily VWAP History Jun 8, 2015 10:38 PM (Total replies: 2)

OK, thanks for the clear answer Stephen. I was hopeful that this would be different, if only because VWAP is so commonly used as a benchmark for execution quality

DTN.IQ Client Software Support » Downloading Daily VWAP History Jun 8, 2015 11:03 AM (Total replies: 2)

Newbie question here:

How can I systematically download daily VWAP as part of historical backfill? I typically use QCollector but can also access directly via a custom python script.

I know it's displayed on streaming data (via the IQWatchQuote) but I am hopeful that IQFeed retains this value in the daily bars such that it can be downloaded without needing to "roll my own" with ticks or intraday bars.

Thanks in advance

IQFeed Datafeed Wish List » R connectivity Apr 26, 2013 10:00 PM (Total replies: 8)

Bumping this thread. It seems like there's been some significant development on the IQFeed side. Any chance integration with R was part of that?

IQFeed Datafeed Wish List » R connectivity Oct 30, 2012 11:13 AM (Total replies: 8)

+1 for the request to offer R integration. I'm just now learning R and has taken a bit of getting used to, but is really powerful.

JokerJoe, did you end up trying the package on github? I've just installed it, having some difficulty successfully connecting with the IQFeed client.

From R, the iqConf() connection method goes through without complaint, but when I try to request any data (for instance HDX("XOM",days=14) ) it doesn't return any values and gets stuck trying)

If anyone else has successfully used this package I'd be interested in tips or at least what the expected behavior should be


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