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"I am keeping IQFeed, much better reliabilty than *******. I may refer a few other people in the office to switch as well." - Comment from Don
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"Can I get another account from you? I am tired of ******* going down so often" - Comment from George
"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"You have an excellent feed. Very few spikes for Spot Forex." - Comment from Public Forum Post
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim
"The service is great, I see a noticeable improvement in my volume profiles over [broker]'s data feed" - Comment from Larry
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Viewing User Profile for: sf631
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Joined: Oct 30, 2012 10:52 AM
Last Post: Jun 25, 2015 10:46 AM
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sf631 has contributed to 6 posts out of 18306 total posts (0.03%) in 1,905 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.


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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